CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 9,972
COMMITMENTS
1,660 1,035 229 8,083 8,702 9,972 9,966 0 6
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 20)
-80 0 10 90 10 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 10.4 2.3 81.1 87.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 6 7 13 12
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,510
COMMITMENTS
17,960 11,610 600 14,950 21,300 33,510 33,510 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 300)
0 300 0 300 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 34.6 1.8 44.6 63.6 100.0 100.0 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,159
COMMITMENTS
6,234 19,695 20 25,885 12,444 32,139 32,159 20 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 299)
50 50 -51 300 300 299 299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 61.2 0.1 80.5 38.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 2 10 4 18 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 15,611
COMMITMENTS
4,090 1,110 100 11,421 14,401 15,611 15,611 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 900)
550 210 0 350 690 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 7.1 0.6 73.2 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 1 8 9 13 15
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 19,878
COMMITMENTS
3,663 11,748 575 15,630 7,555 19,868 19,878 10 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 600)
100 1,800 0 500 -1,200 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 59.1 2.9 78.6 38.0 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,897
COMMITMENTS
6,197 2,862 0 8,700 12,035 14,897 14,897 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,200)
850 -1,250 0 1,350 3,450 2,200 2,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 19.2 0.0 58.4 80.8 100.0 100.0 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,020
COMMITMENTS
7,200 7,015 200 7,600 7,805 15,000 15,020 20 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -50)
-50 -150 0 0 100 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 46.7 1.3 50.6 52.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 8 8 15 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,816
COMMITMENTS
8,360 6,800 1,400 11,056 12,616 20,816 20,816 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 32.7 6.7 53.1 60.6 100.0 100.0 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| 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 12/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,029,743
COMMITMENTS
1069480 36,945 619,275 3303024 4357627 4991779 5013847 37,964 15,896
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -256,718)
-10,819 25,647 -83,309 -162,269 -196,893 -256,397 -254,555 -321 -2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 0.7 12.3 65.7 86.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
49 15 51 132 127 193 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,656
COMMITMENTS
79,934 77,769 17,812 112,856 116,591 210,602 212,172 2,054 484
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -143,694)
-15,338 -14,907 -11,070 -33,320 -41,598 -59,728 -67,575 -83,966 -76,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 36.6 8.4 53.1 54.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 14 17 28 27 49 47
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,308
COMMITMENTS
3,761 0 450 167,860 188,473 172,071 188,923 23,237 6,385
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -1,859)
-844 0 30 -1,559 -1,930 -2,373 -1,900 514 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.2 85.9 96.5 88.1 96.7 11.9 3.3
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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,442
COMMITMENTS
799 0 159 102,753 103,838 103,711 103,997 3,731 3,445
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -214)
-80 0 155 74 2,014 149 2,169 -363 -2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.1 95.6 96.6 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 26 30 28 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,950
COMMITMENTS
290 1,257 1,770 127,477 139,006 129,537 142,033 17,413 4,917
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,661)
290 177 164 2,586 2,314 3,040 2,655 -379 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.9 1.2 86.7 94.6 88.2 96.7 11.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 28 30 31 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 923,450
COMMITMENTS
18 470 3,543 902,789 904,174 906,350 908,187 17,100 15,263
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 10,814)
1 -269 -62 11,990 -35 11,929 -366 -1,115 11,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.4 97.8 97.9 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 4 50 35 54 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 375,133
COMMITMENTS
8,500 228 1,756 355,996 366,009 366,252 367,993 8,881 7,140
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,462)
243 -1,284 325 2,064 3,040 2,632 2,081 -170 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.1 0.5 94.9 97.6 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 1 4 34 43 40 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,854
COMMITMENTS
1,117 625 1,308 267,571 273,638 269,996 275,571 9,858 4,283
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,378)
-450 454 55 3,052 1,869 2,657 2,378 -279 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.2 0.5 95.6 97.8 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 1 2 38 37 41 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,257
COMMITMENTS
1,275 310 1,166 108,812 105,414 111,253 106,890 5,004 9,367
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,174)
463 310 -491 3,988 3,900 3,960 3,719 214 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.3 1.0 93.6 90.7 95.7 91.9 4.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 24 25 27 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,778
COMMITMENTS
2,348 5,854 1,291 95,741 91,694 99,380 98,839 5,398 5,939
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -215)
0 -169 -36 -378 77 -414 -128 199 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 5.6 1.2 91.4 87.5 94.8 94.3 5.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 22 23 25 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,337
COMMITMENTS
186 594 739 26,388 27,477 27,313 28,810 2,024 527
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 596)
186 -410 503 93 627 782 720 -186 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.0 2.5 89.9 93.7 93.1 98.2 6.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 12 12 14 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,128
COMMITMENTS
587 1,565 357 91,904 94,345 92,848 96,267 8,280 4,861
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 311)
-168 96 60 1,447 199 1,339 355 -1,028 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.5 0.4 90.9 93.3 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 18 19 19 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,169
COMMITMENTS
0 0 0 157,727 161,315 157,727 161,315 5,442 1,854
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,134)
0 0 0 2,925 3,006 2,925 3,006 209 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.7 98.9 96.7 98.9 3.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 27 27 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,320
COMMITMENTS
0 0 0 52,291 51,952 52,291 51,952 4,029 4,368
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 0 124 0 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.8 92.2 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,460
COMMITMENTS
7,006 0 0 8,625 16,319 15,631 16,319 1,829 1,141
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 620)
0 0 0 146 713 146 713 474 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 0.0 0.0 49.4 93.5 89.5 93.5 10.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 0 12 16 16 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 427,905
COMMITMENTS
2,723 922 1,898 413,028 411,618 417,649 414,438 10,256 13,467
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -720)
-335 -1,961 1,104 -2,679 154 -1,910 -703 1,190 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.2 0.4 96.5 96.2 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 2 3 53 39 56 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,886
COMMITMENTS
0 3,189 1,014 80,188 77,526 81,202 81,729 8,684 8,157
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 213)
0 555 -229 392 -45 163 281 50 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 1.1 89.2 86.2 90.3 90.9 9.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 2 19 16 21 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,309
COMMITMENTS
724 248 1,515 68,390 67,831 70,629 69,594 3,680 4,715
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,322)
25 248 6 5,296 3,265 5,327 3,519 -2,005 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.3 2.0 92.0 91.3 95.0 93.7 5.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 16 21 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,271
COMMITMENTS
31,407 11,129 0 99,365 116,343 130,772 127,472 499 3,799
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 15,429)
6,402 2,697 0 10,720 11,492 17,122 14,189 -1,693 1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 8.5 0.0 75.7 88.6 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 5 0 28 32 35 37
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,757
COMMITMENTS
46,696 11,222 10,571 74,870 108,949 132,137 130,742 620 2,015
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 18,235)
3,193 -248 3,131 12,004 14,360 18,328 17,243 -93 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 8.5 8.0 56.4 82.1 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 8 4 34 42 44 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,554
COMMITMENTS
341 0 0 56,562 55,269 56,903 55,269 651 2,285
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,023)
-465 0 0 1,581 930 1,116 930 -93 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 98.3 96.0 98.9 96.0 1.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 21 23 22 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,327
COMMITMENTS
0 667 486 244,366 237,162 244,852 238,315 4,475 11,012
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 160)
0 0 0 5 374 5 374 155 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.2 98.0 95.1 98.2 95.6 1.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 1 1 36 33 37 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 25,065
COMMITMENTS
0 1,581 0 21,704 19,685 21,704 21,266 3,361 3,799
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -62 -186 -62 -186 -93 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 0.0 86.6 78.5 86.6 84.8 13.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 13 14 13 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,676
COMMITMENTS
1,142 0 189 66,062 70,257 67,393 70,446 8,283 5,230
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 542)
0 0 0 542 480 542 480 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.2 87.3 92.8 89.1 93.1 10.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 14 16 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,657
COMMITMENTS
0 4,437 648 95,165 92,928 95,813 98,013 5,844 3,644
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -13)
0 456 -84 -155 1,874 -239 2,246 226 -2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.6 93.6 91.4 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 23 23 25 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,752
COMMITMENTS
4,965 985 648 121,726 129,481 127,339 131,114 8,413 4,638
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,177)
-494 985 0 1,733 512 1,239 1,497 -62 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.7 0.5 89.7 95.4 93.8 96.6 6.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 20 17 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,713
COMMITMENTS
521 0 0 90,947 96,933 91,468 96,933 9,245 3,780
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,311)
0 0 0 1,610 1,407 1,610 1,407 -299 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 90.3 96.2 90.8 96.2 9.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 18 18 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,695
COMMITMENTS
956 714 233 98,188 102,497 99,377 103,444 5,318 1,251
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,197)
0 -9 -16 3,101 1,369 3,085 1,344 -1,888 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.7 0.2 93.8 97.9 94.9 98.8 5.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 20 20 22 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,174
COMMITMENTS
301 5,086 1,293 121,453 122,455 123,047 128,834 17,127 11,340
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,344)
301 2,227 -189 2,863 1,461 2,975 3,499 369 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 3.6 0.9 86.6 87.4 87.8 91.9 12.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 26 20 27 22
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,668
COMMITMENTS
2,573 0 124 17,860 22,924 20,557 23,048 3,111 620
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 834)
341 0 124 524 803 989 927 -155 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.0 0.5 75.5 96.9 86.9 97.4 13.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 1 17 13 22 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,881
COMMITMENTS
403 2,108 0 24,847 23,967 25,250 26,075 1,631 806
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 372)
0 0 0 372 62 372 62 0 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 7.8 0.0 92.4 89.2 93.9 97.0 6.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 13 21 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,209
COMMITMENTS
8,645 3,671 1,027 158,926 169,674 168,598 174,372 12,611 6,837
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -615)
0 224 0 -2,118 -1,493 -2,118 -1,269 1,503 654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 2.0 0.6 87.7 93.6 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 3 37 31 40 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 87,041
COMMITMENTS
0 0 0 79,060 76,226 79,060 76,226 7,981 10,815
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -4,330)
0 0 0 -4,116 -5,194 -4,116 -5,194 -214 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.8 87.6 90.8 87.6 9.2 12.4
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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,106
COMMITMENTS
0 0 0 94,089 94,450 94,089 94,450 4,017 3,656
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.9 96.3 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 28 20 28 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 9,543
COMMITMENTS
1,085 0 0 7,881 8,303 8,966 8,303 577 1,240
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 403)
217 0 0 186 -93 403 -93 0 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 0.0 0.0 82.6 87.0 94.0 87.0 6.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 11 12 11
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 128,568
COMMITMENTS
5,280 0 0 102,873 122,570 108,153 122,570 20,415 5,998
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 787)
-186 0 0 684 1,481 498 1,481 289 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 80.0 95.3 84.1 95.3 15.9 4.7
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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 129,692
COMMITMENTS
29,202 12,100 5,571 94,479 111,703 129,252 129,374 440 318
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,201)
488 926 -42 1,774 1,292 2,220 2,176 -19 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 9.3 4.3 72.8 86.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 14 16 47 45 67 66
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,284
COMMITMENTS
2,686 34 378 39,220 41,872 42,284 42,284 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -2,945)
-344 -122 -86 -2,515 -2,737 -2,945 -2,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.1 0.9 92.8 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 25 22 30 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 406,307
COMMITMENTS
14,942 632 2,177 389,188 403,498 406,307 406,307 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -30,561)
-290 -1,996 -351 -29,920 -28,214 -30,561 -30,561 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.2 0.5 95.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 22 21 25 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,496,394
COMMITMENTS
34,840 97,051 59,204 1402350 1340139 1496394 1496394 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -8,198)
-3,561 896 0 -4,637 -9,094 -8,198 -8,198 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 6.5 4.0 93.7 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 8 4 40 41 48 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,776
COMMITMENTS
668 5,914 950 61,158 55,912 62,776 62,776 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,115)
0 124 -49 1,164 1,040 1,115 1,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 9.4 1.5 97.4 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 7 3 20 25 26 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 310,295
COMMITMENTS
0 3,864 0 310,295 306,431 310,295 310,295 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,608)
0 0 0 2,608 2,608 2,608 2,608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 100.0 98.8 100.0 100.0 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 382,725
COMMITMENTS
7,768 728 8,632 366,325 372,957 382,725 382,317 0 408
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -384)
0 0 0 -384 -792 -384 -792 0 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.2 2.3 95.7 97.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 28 26 32 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,463
COMMITMENTS
899 166 42 25,592 26,982 26,533 27,190 930 273
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 306)
-20 0 0 326 306 306 306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.6 0.2 93.2 98.2 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 1 24 23 29 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,625
COMMITMENTS
400 0 0 61,922 62,612 62,322 62,612 303 13
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,241
COMMITMENTS
350 0 0 80,628 81,117 80,978 81,117 263 124
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 590)
0 0 0 590 590 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,294
COMMITMENTS
750 700 0 31,106 31,414 31,856 32,114 438 180
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,180)
0 0 0 1,180 1,180 1,180 1,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.2 0.0 96.3 97.3 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 20 17 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 327,760
COMMITMENTS
18,120 0 0 309,640 327,760 327,760 327,760 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 14,488)
5,096 0 0 9,392 14,488 14,488 14,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 0.0 94.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 23 21 26 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,988
COMMITMENTS
712 774 87 5,656 5,850 6,455 6,711 533 277
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 11.1 1.2 80.9 83.7 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 1 19 18 23 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,304
COMMITMENTS
1,550 0 0 5,070 6,470 6,620 6,470 684 834
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 100 130 100 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 0.0 0.0 69.4 88.6 90.6 88.6 9.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 13 15 16 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,780
COMMITMENTS
755 0 400 13,080 14,300 14,235 14,700 545 80
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -50 0 -50 0 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 2.7 88.5 96.8 96.3 99.5 3.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 3 11 14 14 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,821
COMMITMENTS
0 925 50 39,491 38,846 39,541 39,821 280 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,310)
0 0 0 1,310 1,310 1,310 1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 0.1 99.2 97.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 23 26 24 29
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,111
COMMITMENTS
750 100 75 25,106 25,916 25,931 26,091 180 20
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 10)
150 -150 75 -215 85 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.4 0.3 96.2 99.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 27 23 29 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,888
COMMITMENTS
715 1,000 147 19,583 19,318 20,445 20,465 443 423
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -195)
-21 -63 63 -237 -195 -195 -195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 4.8 0.7 93.8 92.5 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 20 22 24 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,687
COMMITMENTS
770 4,334 570 58,332 54,605 59,672 59,509 15 178
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 47)
0 44 0 47 3 47 47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 7.3 1.0 97.7 91.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 30 26 34 31
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,536
COMMITMENTS
1,453 16,563 2,089 73,980 58,796 77,522 77,448 14 88
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 438)
300 -244 -20 167 687 447 423 -9 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 21.4 2.7 95.4 75.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 5 6 34 33 45 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,455
COMMITMENTS
925 0 0 47,425 48,455 48,350 48,455 105 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 955)
60 0 0 795 955 855 955 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.0 97.9 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 12 28 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,985
COMMITMENTS
1,580 2,100 0 51,275 50,885 52,855 52,985 130 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 730)
70 0 0 535 730 605 730 125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 4.0 0.0 96.8 96.0 99.8 100.0 0.2 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 300,117
COMMITMENTS
35,367 4,480 1,551 263,199 294,086 300,117 300,117 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -327)
0 0 0 -327 -327 -327 -327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 1.5 0.5 87.7 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,849
COMMITMENTS
4,364 1,635 1,516 19,122 22,593 25,002 25,744 847 105
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 66)
401 21 -105 -230 150 66 66 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 6.3 5.9 74.0 87.4 96.7 99.6 3.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 6 25 33 31 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 42,939
COMMITMENTS
843 362 0 42,096 42,577 42,939 42,939 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,252)
0 0 0 1,252 1,252 1,252 1,252 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.8 0.0 98.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 18 14 22 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 311,522
COMMITMENTS
7,008 16,100 3,108 300,998 292,314 311,114 311,522 408 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,341)
0 -3,108 3,108 825 4,341 3,933 4,341 408 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 5.2 1.0 96.6 93.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 16 19 18 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,641
COMMITMENTS
783 732 1,039 18,396 17,725 20,218 19,496 423 1,145
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -23)
0 0 0 -23 -831 -23 -831 0 808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 3.5 5.0 89.1 85.9 98.0 94.5 2.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 21 18 24 21
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,298
COMMITMENTS
399 0 21 8,053 8,815 8,473 8,836 825 462
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 88)
0 0 0 -58 66 -58 66 146 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.2 86.6 94.8 91.1 95.0 8.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 10 15 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,259
COMMITMENTS
529 364 290 9,447 9,696 10,266 10,350 993 909
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 255)
0 0 0 233 255 233 255 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 3.2 2.6 83.9 86.1 91.2 91.9 8.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 15 19 17 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 83,908
COMMITMENTS
3,040 0 408 80,052 83,500 83,500 83,908 408 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -408 0 -408 0 408 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 0.5 95.4 99.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 15 14 18 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,566
COMMITMENTS
481 1,803 191 13,540 12,216 14,212 14,210 354 356
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 215)
-103 0 0 276 152 173 152 42 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 12.4 1.3 93.0 83.9 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 21 23 25 27
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 153,072
COMMITMENTS
2,040 8,902 408 150,624 142,538 153,072 151,848 0 1,224
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -434)
2,040 -1,521 -2,040 -434 1,903 -434 -1,658 0 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.8 0.3 98.4 93.1 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 16 23 18
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
MW OPEN INTEREST: 5,770
COMMITMENTS
0 170 190 5,145 5,310 5,335 5,670 435 100
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 3.3 89.2 92.0 92.5 98.3 7.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 12 13 13 15
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,200
COMMITMENTS
0 530 50 8,090 7,615 8,140 8,195 60 5
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.6 98.7 92.9 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,688
COMMITMENTS
1,686 463 1,992 20,010 21,233 23,688 23,688 0 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -992)
-27 -234 0 -965 -758 -992 -992 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 2.0 8.4 84.5 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 18 14 20 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,180
COMMITMENTS
300 1,680 0 14,480 13,495 14,780 15,175 400 5
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 725)
0 0 0 720 725 720 725 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 11.1 0.0 95.4 88.9 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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,170
COMMITMENTS
155 1,630 105 14,455 13,430 14,715 15,165 455 5
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 10.7 0.7 95.3 88.5 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 13 15 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 11,821
COMMITMENTS
4,547 1,270 42 6,957 9,493 11,546 10,805 275 1,016
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 10.7 0.4 58.9 80.3 97.7 91.4 2.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 3 1 13 8 18 11
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,310
COMMITMENTS
180 0 0 13,695 14,310 13,875 14,310 435 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -25 0 -25 0 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.0 95.7 100.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 12 14 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,115
COMMITMENTS
425 225 50 20,470 20,840 20,945 21,115 170 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,750)
0 0 0 1,745 1,750 1,745 1,750 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.1 0.2 96.9 98.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 21 17 25 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,441
COMMITMENTS
375 175 50 13,760 14,216 14,185 14,441 256 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,250)
0 0 0 1,250 1,250 1,250 1,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.2 0.3 95.3 98.4 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 19 14 22 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,515
COMMITMENTS
50 580 0 24,075 23,875 24,125 24,455 390 60
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.4 0.0 98.2 97.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 14 20 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,890
COMMITMENTS
0 745 10 17,650 17,070 17,660 17,825 230 65
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 680)
0 0 0 610 640 610 640 70 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.1 98.7 95.4 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 14 12 15 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,225
COMMITMENTS
310 435 20 18,720 18,755 19,050 19,210 175 15
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,030)
-5 0 0 1,035 1,040 1,030 1,040 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.3 0.1 97.4 97.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 12 16 15
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,758
COMMITMENTS
2,025 2,265 105 114,548 113,842 116,678 116,212 80 546
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -682)
-670 100 0 -47 -782 -717 -682 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.9 0.1 98.1 97.5 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 5 2 37 32 42 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 137,996
COMMITMENTS
3,034 7,135 540 134,337 129,770 137,911 137,445 85 551
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,239)
-581 -310 105 1,630 1,454 1,154 1,249 85 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 5.2 0.4 97.3 94.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 8 5 44 38 51 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 186,968
COMMITMENTS
12,307 23,615 8,429 165,958 154,884 186,694 186,928 274 40
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -3,248)
-986 -95 293 -2,796 -3,446 -3,489 -3,248 241 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 12.6 4.5 88.8 82.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 13 13 46 48 63 67
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,578
COMMITMENTS
6,163 6,201 2,051 114,171 114,321 122,385 122,573 193 5
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 753)
120 1,325 0 498 -572 618 753 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 5.1 1.7 93.1 93.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 7 5 42 34 49 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,580
COMMITMENTS
1,845 1,200 80 35,625 36,265 37,550 37,545 30 35
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -205)
0 0 0 -205 -240 -205 -240 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 3.2 0.2 94.8 96.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 23 15 26 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,415
COMMITMENTS
875 295 30 31,445 32,080 32,350 32,405 65 10
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -310)
100 0 0 -410 -320 -310 -320 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.9 0.1 97.0 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 14 25 16
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 31,376
COMMITMENTS
1,150 200 250 29,787 30,921 31,187 31,371 189 5
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 310)
0 0 0 260 310 260 310 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.6 0.8 94.9 98.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 28 29 31 31
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 21,726
COMMITMENTS
2,400 0 0 19,326 21,606 21,726 21,606 0 120
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 835)
1,425 0 0 -590 835 835 835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 0.0 0.0 89.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 21 18 24 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,241
COMMITMENTS
2,456 1,541 331 25,103 26,176 27,890 28,048 351 193
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -45)
-25 -65 7 -27 -107 -45 -165 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 5.5 1.2 88.9 92.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 2 23 22 29 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,315
COMMITMENTS
1,341 0 309 18,465 19,495 20,115 19,804 200 511
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -9 -129 -9 -129 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 1.5 90.9 96.0 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 19 21 22 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,196
COMMITMENTS
2,898 5,568 730 34,142 31,898 37,770 38,196 426 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -60)
40 221 15 -330 -281 -275 -45 215 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 14.6 1.9 89.4 83.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 27 25 32 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,993
COMMITMENTS
116 250 167 20,295 20,576 20,578 20,993 415 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 245)
0 0 0 40 245 40 245 205 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.2 0.8 96.7 98.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 27 23 29 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,775
COMMITMENTS
160 1,872 85 23,303 21,673 23,548 23,630 227 145
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -20)
0 -5 0 -20 -160 -20 -165 0 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 7.9 0.4 98.0 91.2 99.0 99.4 1.0 0.6
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
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,713
COMMITMENTS
0 50 0 13,276 13,268 13,276 13,318 437 395
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -80)
0 0 0 -80 -210 -80 -210 0 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 0.0 96.8 96.8 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 21 14 21 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,565
COMMITMENTS
100 665 35 34,111 33,848 34,246 34,548 319 17
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 55)
0 0 0 55 55 55 55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.9 0.1 98.7 97.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 29 27 31 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,325
COMMITMENTS
407 50 54 16,854 17,171 17,315 17,275 10 50
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -55 -30 -55 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.3 0.3 97.3 99.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 24 21 25 23
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,064
COMMITMENTS
689 0 21 12,349 13,043 13,059 13,064 5 0
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 110)
-10 0 0 120 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.0 0.2 94.5 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 January 6, 2017