CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,817
COMMITMENTS
1,415 429 0 6,398 7,382 7,813 7,811 4 6
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -100)
-199 0 0 104 -100 -95 -100 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 5.5 0.0 81.8 94.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 0 6 9 12 13
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,390
COMMITMENTS
17,140 11,859 600 14,650 19,931 32,390 32,390 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 100)
100 -250 0 0 350 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 36.6 1.9 45.2 61.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 3 9 6 16 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,376
COMMITMENTS
15,466 20,313 70 26,840 21,993 42,376 42,376 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 550)
350 50 0 200 500 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 47.9 0.2 63.3 51.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 3 9 6 18 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 32,576
COMMITMENTS
4,390 3,111 1,649 26,497 27,776 32,536 32,536 40 40
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 6,696)
1,122 522 783 4,816 5,391 6,721 6,696 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 9.5 5.1 81.3 85.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 6 10 11 23 21
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,187
COMMITMENTS
7,989 2,042 0 30,198 36,135 38,187 38,177 0 10
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 5.3 0.0 79.1 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 0 8 11 11 16
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,830
COMMITMENTS
6,855 15,233 275 26,680 18,322 33,810 33,830 20 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
-250 0 0 250 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 45.0 0.8 78.9 54.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 2 8 5 15 12
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,395
COMMITMENTS
4,390 8,240 0 17,005 13,155 21,395 21,395 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
200 0 0 -200 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 38.5 0.0 79.5 61.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 8 0 8 4 11 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,550
COMMITMENTS
8,650 6,315 0 5,900 8,235 14,550 14,550 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 43.4 0.0 40.5 56.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 0 7 8 14 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 26,870
COMMITMENTS
8,960 12,200 700 17,210 13,970 26,870 26,870 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 250 0 0 -250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 45.4 2.6 64.0 52.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 3 9 6 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,420
COMMITMENTS
7,820 5,350 100 10,500 12,970 18,420 18,420 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 -250 0 0 250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 29.0 0.5 57.0 70.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 9 3 17 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 12,906
COMMITMENTS
785 1,516 1,350 10,771 10,040 12,906 12,906 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -94)
0 -184 0 -94 90 -94 -94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 11.7 10.5 83.5 77.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 3 8 11 13 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,472,376
COMMITMENTS
1117506 55,879 764,447 3552779 4637888 5434732 5458214 37,644 14,162
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 34,459)
19,266 -301 -43,469 58,074 79,510 33,871 35,740 588 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 1.0 14.0 64.9 84.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
66 14 64 135 130 213 198
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 313,331
COMMITMENTS
33,362 58,000 91,252 160,250 138,265 284,864 287,517 28,467 25,814
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 71,256)
-8,443 12,456 32,160 21,503 1,474 45,220 46,090 26,036 25,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 18.5 29.1 51.1 44.1 90.9 91.8 9.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 13 18 34 30 55 53
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,806
COMMITMENTS
3,438 2,002 1,649 172,379 186,523 177,466 190,174 17,340 4,632
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,190)
-1,410 670 354 8,649 6,382 7,593 7,406 -2,403 -2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.0 0.8 88.5 95.7 91.1 97.6 8.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 5 30 28 35 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,375
COMMITMENTS
1,586 0 0 102,778 107,743 104,364 107,743 6,011 2,632
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,595)
1,586 -28 -431 946 2,841 2,101 2,382 494 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 93.1 97.6 94.6 97.6 5.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 28 30 29 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,954
COMMITMENTS
185 1,749 1,914 139,691 147,175 141,790 150,838 17,164 8,116
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 12,094)
185 115 342 12,263 11,402 12,790 11,859 -696 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.1 1.2 87.9 92.6 89.2 94.9 10.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 27 25 29 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,072,842
COMMITMENTS
75 5,465 6,856 1055752 1058647 1062683 1070968 10,159 1,874
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 33,088)
-31 2,171 -537 34,270 31,534 33,702 33,168 -614 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 0.6 98.4 98.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 4 6 54 38 60 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 433,377
COMMITMENTS
8,122 1,506 1,075 409,740 422,996 418,937 425,577 14,440 7,800
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 17,011)
1,262 783 427 16,455 15,104 18,144 16,314 -1,133 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.3 0.2 94.5 97.6 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 2 35 46 38 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,186
COMMITMENTS
3,551 0 2,732 321,075 326,712 327,358 329,444 5,828 3,742
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 15,435)
2,701 -321 -171 13,607 18,903 16,137 18,411 -702 -2,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.8 96.4 98.1 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 0 3 41 45 45 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,380
COMMITMENTS
435 2,429 1,774 158,995 151,238 161,204 155,441 5,176 10,939
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,405)
435 2,065 152 13,600 15,355 14,187 17,572 218 -3,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.5 1.1 95.6 90.9 96.9 93.4 3.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 30 29 32 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,032
COMMITMENTS
8,119 7,465 981 101,794 101,366 110,894 109,812 3,138 4,220
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 488)
1,191 -1,497 -173 1,115 4,299 2,133 2,629 -1,645 -2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 6.5 0.9 89.3 88.9 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 24 23 28 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,235
COMMITMENTS
0 450 0 35,229 35,213 35,229 35,663 1,006 572
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,480)
0 450 0 3,394 2,640 3,394 3,090 86 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 97.2 97.2 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 19 15 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,543
COMMITMENTS
1,753 1,753 320 82,803 85,250 84,876 87,323 8,667 6,220
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,837)
1,218 1,329 -518 2,987 3,082 3,687 3,893 150 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.9 0.3 88.5 91.1 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 18 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,586
COMMITMENTS
0 0 0 167,179 172,450 167,179 172,450 7,407 2,136
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 4,900)
0 0 0 5,743 5,106 5,743 5,106 -843 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.8 98.8 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 28 28 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,909
COMMITMENTS
1,712 0 0 51,425 56,643 53,137 56,643 6,772 3,266
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,190)
1,712 0 0 268 4,538 1,980 4,538 210 -2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.0 85.8 94.5 88.7 94.5 11.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 15 15 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,650
COMMITMENTS
3,160 540 0 19,879 22,012 23,039 22,552 611 1,098
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 2.3 0.0 84.1 93.1 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 12 17 14 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 560,239
COMMITMENTS
34,854 8,140 6,323 510,471 535,764 551,648 550,227 8,591 10,012
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 21,035)
-751 125 589 22,210 22,537 22,048 23,251 -1,013 -2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.5 1.1 91.1 95.6 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 3 7 54 51 64 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,575
COMMITMENTS
0 4,806 1,593 119,375 113,380 120,968 119,779 7,607 8,796
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 8,873)
-182 1,816 -539 10,512 7,111 9,791 8,388 -918 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 1.2 92.8 88.2 94.1 93.2 5.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 6 4 22 18 26 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,517
COMMITMENTS
0 492 0 19,359 19,533 19,359 20,025 1,158 492
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,800)
0 120 0 1,591 1,591 1,591 1,711 209 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.0 94.4 95.2 94.4 97.6 5.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 15 16 16
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,620
COMMITMENTS
925 0 120 80,109 78,908 81,154 79,028 2,466 4,592
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 61)
188 0 29 -214 -820 3 -791 58 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.1 95.8 94.4 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 18 19 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,163
COMMITMENTS
26,992 2,626 0 110,623 131,568 137,615 134,194 548 3,969
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 35,886)
23,482 2,626 0 13,046 35,124 36,528 37,750 -642 -1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 1.9 0.0 80.1 95.2 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 5 0 21 32 29 37
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,304
COMMITMENTS
63,502 4,664 1,679 116,983 175,360 182,164 181,703 1,140 1,601
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 37,410)
21,798 1,223 1,619 13,440 34,362 36,857 37,204 553 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 2.5 0.9 63.8 95.7 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 10 5 28 48 44 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,261
COMMITMENTS
0 0 0 78,376 76,760 78,376 76,760 885 2,501
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,841)
0 0 0 3,661 5,994 3,661 5,994 180 -2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.9 96.8 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 18 28 18 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 21,371
COMMITMENTS
0 0 0 21,003 20,826 21,003 20,826 368 545
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.3 97.4 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 14 12 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,005
COMMITMENTS
216 0 1,313 275,793 274,942 277,322 276,255 6,683 7,750
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 13,331)
216 -956 241 13,318 14,830 13,775 14,115 -444 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.5 97.1 96.8 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 32 32 33 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,984
COMMITMENTS
990 2,538 93 26,760 24,348 27,843 26,979 2,141 3,005
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,740)
813 1,530 0 3,291 3,563 4,104 5,093 -364 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 8.5 0.3 89.2 81.2 92.9 90.0 7.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 13 18 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,883
COMMITMENTS
0 4,024 93 100,629 100,269 100,722 104,386 8,161 4,497
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 6,853)
0 574 62 6,794 6,876 6,856 7,512 -3 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 0.1 92.4 92.1 92.5 95.9 7.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 19 23 20 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,396
COMMITMENTS
5,552 1,537 473 132,506 141,177 138,531 143,187 8,865 4,209
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,346)
1,090 1,537 151 1,924 3,180 3,165 4,868 181 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 1.0 0.3 89.9 95.8 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 17 16 19 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,642
COMMITMENTS
0 0 0 111,890 116,125 111,890 116,125 8,752 4,517
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,820)
0 0 0 14,747 14,391 14,747 14,391 73 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.7 96.3 92.7 96.3 7.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,800
COMMITMENTS
0 270 0 43,786 44,135 43,786 44,405 1,014 395
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 97.7 98.5 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 11 16 11 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,232
COMMITMENTS
732 849 251 111,126 114,180 112,109 115,280 5,123 1,952
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -1,226)
732 26 11 -1,615 -784 -872 -747 -354 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.7 0.2 94.8 97.4 95.6 98.3 4.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 21 18 23 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,498
COMMITMENTS
283 3,145 1,733 138,998 139,157 141,014 144,035 11,484 8,463
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,411)
-533 2,953 -384 7,195 3,056 6,278 5,625 -867 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.1 1.1 91.1 91.3 92.5 94.5 7.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 29 24 32 27
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,758
COMMITMENTS
0 0 0 15,421 15,244 15,421 15,244 337 514
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 96.7 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 16 10 16
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,119
COMMITMENTS
0 308 0 24,196 25,627 24,196 25,935 1,923 184
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -564)
0 60 0 -893 -622 -893 -562 329 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 92.6 98.1 92.6 99.3 7.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 17 16 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,956
COMMITMENTS
2,212 0 0 30,269 34,216 32,481 34,216 2,475 740
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,866)
1,530 0 0 4,012 5,870 5,542 5,870 324 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 0.0 86.6 97.9 92.9 97.9 7.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 14 21 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,180
COMMITMENTS
14,144 6,543 2,331 165,842 169,679 182,317 178,553 7,863 11,627
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 208)
62 1,144 0 48 -1,924 110 -780 98 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 3.4 1.2 87.2 89.2 95.9 93.9 4.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 2 32 30 36 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,605
COMMITMENTS
368 0 420 74,836 78,427 75,624 78,847 10,981 7,758
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 359)
-150 0 150 783 661 783 811 -424 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.5 86.4 90.6 87.3 91.0 12.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,696
COMMITMENTS
0 0 0 89,129 93,664 89,129 93,664 8,567 4,032
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,248)
0 0 0 1,308 1,676 1,308 1,676 -60 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.2 95.9 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 16 21 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 121,204
COMMITMENTS
0 0 0 105,263 109,402 105,263 109,402 15,941 11,802
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -124)
0 0 0 1,796 118 1,796 118 -1,920 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.8 90.3 86.8 90.3 13.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 14 20 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,668
COMMITMENTS
5,992 0 0 51,856 59,852 57,848 59,852 5,820 3,816
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 4,604)
2,782 0 0 1,000 2,524 3,782 2,524 822 2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 0.0 81.4 94.0 90.9 94.0 9.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 16 15 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 119,555
COMMITMENTS
21,777 12,062 3,685 93,691 103,486 119,153 119,233 402 322
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 177)
-473 -118 138 450 115 115 135 62 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 10.1 3.1 78.4 86.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 12 12 43 47 60 65
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,512
COMMITMENTS
6,752 484 158 42,602 48,870 49,512 49,512 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 563)
1,443 -150 -535 -345 1,248 563 563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 1.0 0.3 86.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 2 25 29 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 428,534
COMMITMENTS
15,377 4,392 5,992 407,165 418,150 428,534 428,534 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 400)
2,708 -4,412 -1,084 -1,224 5,896 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 1.0 1.4 95.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 21 24 25 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,300,936
COMMITMENTS
27,040 134,454 18,634 1255262 1147848 1300936 1300936 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,126)
0 1,553 -1,185 4,311 2,758 3,126 3,126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 10.3 1.4 96.5 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 3 36 40 44 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,012
COMMITMENTS
1,762 3,819 1,686 63,564 61,507 67,012 67,012 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,879)
815 -95 389 1,675 2,585 2,879 2,879 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 5.7 2.5 94.9 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 8 22 23 31 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 300,947
COMMITMENTS
1,216 12,074 0 299,731 288,873 300,947 300,947 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 4,464)
0 -1,296 0 4,464 5,760 4,464 4,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 4.0 0.0 99.6 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 16 16 17 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 340,521
COMMITMENTS
0 6,168 7,872 332,649 326,481 340,521 340,521 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 29,567)
0 0 0 29,567 29,567 29,567 29,567 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 2.3 97.7 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 22 23 23 25
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,380
COMMITMENTS
302 160 296 22,422 22,306 23,020 22,762 360 618
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,245)
22 0 0 925 1,245 947 1,245 298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.7 1.3 95.9 95.4 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 20 20 24 22
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,013
COMMITMENTS
270 7,850 0 56,474 49,043 56,744 56,893 269 120
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,182)
0 1,800 0 3,187 1,382 3,187 3,182 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 13.8 0.0 99.1 86.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 29 26 30 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,119
COMMITMENTS
345 7,800 0 75,565 68,114 75,910 75,914 209 205
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 6,546)
50 1,800 0 6,486 4,746 6,536 6,546 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 10.2 0.0 99.3 89.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 30 27 32 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,645
COMMITMENTS
700 1,100 0 33,725 33,385 34,425 34,485 220 160
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 800)
0 600 0 800 200 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 3.2 0.0 97.3 96.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 23 17 24 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 272,824
COMMITMENTS
15,816 0 736 256,272 272,088 272,824 272,824 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -48)
0 0 0 -48 -48 -48 -48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 0.3 93.9 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 20 20 23 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,410
COMMITMENTS
426 737 40 6,856 5,990 7,322 6,767 88 643
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -56)
0 -60 20 414 29 434 -11 -490 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 9.9 0.5 92.5 80.8 98.8 91.3 1.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 20 19 22 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,618
COMMITMENTS
0 1,100 0 42,613 41,408 42,613 42,508 5 110
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,345)
0 600 0 3,345 2,745 3,345 3,345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.0 100.0 97.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 23 25 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,831
COMMITMENTS
1,000 0 0 24,651 25,831 25,651 25,831 180 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 230)
0 0 0 260 340 260 340 -30 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 95.4 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 22 21 24 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,244
COMMITMENTS
1,116 86 422 17,427 18,136 18,965 18,644 279 600
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 196)
0 86 0 238 88 238 174 -42 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.4 2.2 90.6 94.2 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 23 21 26 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,474
COMMITMENTS
330 4,878 370 56,747 52,036 57,447 57,284 27 190
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,371)
0 500 -10 1,371 882 1,361 1,372 10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 8.5 0.6 98.7 90.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 31 24 35 29
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,070
COMMITMENTS
861 16,986 1,160 75,993 59,853 78,014 77,999 56 71
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 926)
50 33 -25 891 918 916 926 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 21.8 1.5 97.3 76.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 7 5 33 31 42 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,605
COMMITMENTS
1,455 0 0 37,875 39,365 39,330 39,365 275 240
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 915)
0 0 0 915 915 915 915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 95.6 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 10 22 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,415
COMMITMENTS
2,030 2,400 0 45,170 45,015 47,200 47,415 215 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 5.1 0.0 95.3 94.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 24 13 26 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 290,446
COMMITMENTS
52,786 450 1,910 235,750 288,086 290,446 290,446 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,119)
-90 0 0 14,209 14,119 14,119 14,119 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 0.2 0.7 81.2 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 24 27 27 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,656
COMMITMENTS
6,665 1,083 940 16,263 22,357 23,868 24,380 788 276
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 283)
16 0 -85 352 368 283 283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.4 3.8 66.0 90.7 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 23 30 28 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,663
COMMITMENTS
948 243 381 37,334 38,039 38,663 38,663 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,048)
4 0 202 842 846 1,048 1,048 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.6 1.0 96.6 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 17 17 21 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 315,741
COMMITMENTS
4,680 15,692 3,108 307,953 296,941 315,741 315,741 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 11,664)
0 0 0 11,664 11,664 11,664 11,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 5.0 1.0 97.5 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 17 21 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,451
COMMITMENTS
945 606 1,102 16,616 16,805 18,663 18,513 788 938
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 3.1 5.7 85.4 86.4 95.9 95.2 4.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 15 19 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,593
COMMITMENTS
106 749 256 13,125 12,011 13,487 13,016 106 577
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 661)
0 -22 0 684 683 684 661 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 5.5 1.9 96.6 88.4 99.2 95.8 0.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 3 21 20 24 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 160,980
COMMITMENTS
0 6,280 0 160,980 154,700 160,980 160,980 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,159)
0 0 0 5,159 5,159 5,159 5,159 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 16 21 17
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,533
COMMITMENTS
134 767 1,411 18,988 18,355 20,533 20,533 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 25 -25 25 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.7 6.9 92.5 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 15 21 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 186,472
COMMITMENTS
0 3,232 0 186,472 183,240 186,472 186,472 0 0
CHANGES FROM 03/21/17 (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 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,515
COMMITMENTS
650 0 395 16,700 18,120 17,745 18,515 770 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 90 40 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 2.1 90.2 97.9 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 21 17 24 20
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,765
COMMITMENTS
500 0 550 17,415 18,215 18,465 18,765 300 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 90 40 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 2.9 92.8 97.1 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 3 24 18 27 21
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,110
COMMITMENTS
180 0 0 11,630 12,110 11,810 12,110 300 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 96.0 100.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 12 12 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,475
COMMITMENTS
1,150 0 0 32,917 34,445 34,067 34,445 408 30
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 965)
825 0 -75 210 1,040 960 965 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.0 95.5 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 18 15 20 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,245
COMMITMENTS
1,320 0 15 30,515 32,230 31,850 32,245 395 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,080)
925 0 -75 225 1,155 1,075 1,080 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 94.6 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 18 14 22 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,835
COMMITMENTS
0 550 0 15,635 15,225 15,635 15,775 200 60
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 45)
0 0 0 325 45 325 45 -280 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.0 98.7 96.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 14 15 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,293
COMMITMENTS
0 650 75 20,178 19,563 20,253 20,288 40 5
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 400)
0 400 0 430 0 430 400 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 0.4 99.4 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 15 18 16 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,082
COMMITMENTS
100 450 25 21,917 21,602 22,042 22,077 40 5
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 395)
0 300 0 450 95 450 395 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.0 0.1 99.3 97.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 15 17 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,809
COMMITMENTS
640 3,187 575 105,554 103,047 106,769 106,809 40 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -745)
295 320 30 -915 -1,095 -590 -745 -155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 3.0 0.5 98.8 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 3 37 34 42 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,902
COMMITMENTS
680 6,772 615 126,577 120,510 127,872 127,897 30 5
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 130)
210 -375 -100 55 630 165 155 -35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 5.3 0.5 99.0 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 7 6 39 35 46 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 195,303
COMMITMENTS
9,340 24,696 11,986 173,927 158,564 195,253 195,246 50 57
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,844)
606 44 157 1,088 1,644 1,851 1,845 -7 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 12.6 6.1 89.1 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 13 12 43 44 59 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,463
COMMITMENTS
1,023 9,078 2,330 123,061 115,015 126,414 126,423 49 40
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,057)
608 -20 0 1,457 2,077 2,065 2,057 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 7.2 1.8 97.3 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 2 36 34 39 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,595
COMMITMENTS
1,015 575 30 48,430 48,965 49,475 49,570 120 25
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 500)
0 100 0 500 400 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.2 0.1 97.7 98.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 24 12 27 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,235
COMMITMENTS
595 650 0 45,545 45,515 46,140 46,165 95 70
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 145)
-50 100 0 195 45 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.4 0.0 98.5 98.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 23 11 24 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,961
COMMITMENTS
950 0 250 28,596 29,641 29,796 29,891 165 70
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -216)
0 0 0 -216 -226 -216 -226 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 0.8 95.4 98.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 26 25 27 26
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,969
COMMITMENTS
2,000 0 0 18,969 20,849 20,969 20,849 0 120
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -236)
0 0 0 -236 -236 -236 -236 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 0.0 90.5 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 18 22 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,376
COMMITMENTS
1,464 2,075 0 26,190 26,025 27,654 28,100 722 276
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -465 -465 -465 -465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 7.3 0.0 92.3 91.7 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 19 19 21 21
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,965
COMMITMENTS
1,152 0 7 16,146 17,663 17,305 17,670 660 295
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 0.0 89.9 98.3 96.3 98.4 3.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 17 19 18
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,103
COMMITMENTS
1,567 4,202 420 32,912 30,409 34,899 35,031 204 72
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,251)
0 90 0 1,251 1,161 1,251 1,251 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 12.0 1.2 93.8 86.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 2 28 22 32 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,239
COMMITMENTS
45 0 5 22,109 22,119 22,159 22,124 80 115
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,268)
0 0 0 1,433 1,268 1,433 1,268 -165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.4 99.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 24 19 25 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,090
COMMITMENTS
0 1,605 85 21,860 20,400 21,945 22,090 145 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 900)
0 0 0 1,276 900 1,276 900 -376 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.4 99.0 92.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 23 16 24 19
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,432
COMMITMENTS
50 525 0 35,127 34,527 35,177 35,052 255 380
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -209)
0 0 0 -204 -214 -204 -214 -5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.5 0.0 99.1 97.4 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 23 28 24
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,450
COMMITMENTS
505 0 8 17,867 18,102 18,380 18,110 70 340
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -190)
0 0 0 179 -166 179 -166 -369 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.0 96.8 98.1 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 17 22 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
FUTURES ONLY POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,265
COMMITMENTS
695 0 0 12,900 13,740 13,595 13,740 670 525
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 295)
0 0 0 235 355 235 355 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 0.0 90.4 96.3 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 16 21 16
Updated June 6, 2017