CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 8,564
COMMITMENTS
1,725 429 25 6,805 8,104 8,555 8,558 9 6
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.0 0.3 79.5 94.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 5 9 12 14
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,530
COMMITMENTS
16,980 12,109 500 15,050 19,921 32,530 32,530 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -750)
-250 729 0 -500 -1,479 -750 -750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 37.2 1.5 46.3 61.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 3 8 5 15 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,857
COMMITMENTS
13,584 22,363 20 25,253 16,474 38,857 38,857 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -132)
-400 -1,432 0 268 1,300 -132 -132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 57.6 0.1 65.0 42.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 10 2 9 5 16 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 35,501
COMMITMENTS
5,868 1,250 4,370 25,251 29,866 35,489 35,486 12 15
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 274)
313 43 -176 155 407 292 274 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.5 12.3 71.1 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 7 10 10 12 26 23
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 37,759
COMMITMENTS
7,764 1,967 0 29,995 35,782 37,759 37,749 0 10
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 250)
25 150 0 225 100 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 5.2 0.0 79.4 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 10 11 14 13
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,730
COMMITMENTS
8,725 14,433 275 24,730 19,022 33,730 33,730 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,900)
1,450 83 0 2,450 3,817 3,900 3,900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 42.8 0.8 73.3 56.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 2 8 5 16 12
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,495
COMMITMENTS
4,390 6,340 0 14,105 12,155 18,495 18,495 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,420)
0 1,270 0 2,420 1,150 2,420 2,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 34.3 0.0 76.3 65.7 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,889
COMMITMENTS
8,274 6,715 0 7,615 9,174 15,889 15,889 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -25)
-21 100 0 -4 -125 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 42.3 0.0 47.9 57.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 0 8 8 14 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,193
COMMITMENTS
8,704 10,100 700 17,789 16,393 27,193 27,193 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 432)
-504 50 0 937 382 432 432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 37.1 2.6 65.4 60.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 3 11 6 18 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,670
COMMITMENTS
7,370 5,800 100 10,200 11,770 17,670 17,670 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 600)
-400 0 0 1,000 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 32.8 0.6 57.7 66.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 1 8 3 16 7
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,282,659
COMMITMENTS
1060904 77,889 739,550 3438187 4451486 5238641 5268925 44,018 13,734
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 97,019)
-12,937 17,098 -81,311 189,150 161,890 94,902 97,677 2,117 -658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.5 14.0 65.1 84.3 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
51 18 57 139 130 206 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,912,934
COMMITMENTS
140,816 43,750 842,320 927,689 1026358 1910825 1912428 2,110 506
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -74,520)
30,679 8,148 -68,041 -37,157 -13,978 -74,520 -73,871 -1 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.3 44.0 48.5 53.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 11 27 58 54 88 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,963
COMMITMENTS
1,495 742 421 150,282 165,511 152,198 166,674 19,765 5,289
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 6,062)
1,020 0 61 6,626 6,267 7,707 6,328 -1,645 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.2 87.4 96.2 88.5 96.9 11.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 33 27 36 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,803
COMMITMENTS
993 0 0 96,496 97,642 97,489 97,642 3,314 3,161
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,473)
993 0 0 1,860 2,764 2,853 2,764 -380 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 95.7 96.9 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 29 30 30 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,977
COMMITMENTS
651 935 1,058 116,198 126,489 117,907 128,482 16,070 5,495
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 524)
42 193 -15 587 4,707 614 4,885 -90 -4,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.8 86.7 94.4 88.0 95.9 12.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 2 27 27 30 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 926,518
COMMITMENTS
0 798 4,388 906,546 916,941 910,934 922,127 15,584 4,391
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 33,140)
0 -84 -135 35,552 33,171 35,417 32,952 -2,277 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 97.8 99.0 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 3 3 52 37 55 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,804
COMMITMENTS
5,658 0 0 368,267 376,150 373,925 376,150 12,879 10,654
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,503)
-112 0 -368 1,457 98 977 -270 526 1,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 95.2 97.2 96.7 97.2 3.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 0 0 35 43 36 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,759
COMMITMENTS
2,228 455 1,367 281,890 289,804 285,485 291,626 8,274 2,133
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,116)
747 455 -653 -447 1,128 -353 930 1,469 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.5 96.0 98.7 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 3 36 43 39 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,911
COMMITMENTS
0 11 1,460 113,042 111,382 114,502 112,853 9,409 11,058
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 812)
-1,069 11 417 1,585 -1,327 933 -899 -121 1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.2 91.2 89.9 92.4 91.1 7.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 23 25 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,013
COMMITMENTS
2,320 6,779 1,313 86,569 83,363 90,202 91,455 6,811 5,558
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,717)
90 1,100 16 3,312 2,812 3,418 3,928 299 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.0 1.4 89.2 85.9 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 19 22 21 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,072
COMMITMENTS
0 0 0 17,650 18,904 17,650 18,904 1,422 168
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,643)
0 0 0 1,935 1,643 1,935 1,643 -292 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 99.1 92.5 99.1 7.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 13 15 13 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,550
COMMITMENTS
0 916 931 83,524 86,541 84,455 88,388 8,095 4,162
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -297)
0 230 -2 -26 -569 -28 -341 -269 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.0 90.2 93.5 91.3 95.5 8.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 20 18 22 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,175
COMMITMENTS
0 0 0 160,390 166,248 160,390 166,248 8,785 2,927
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,006)
0 0 0 832 1,976 832 1,976 1,174 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 98.3 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 24 27 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 506,582
COMMITMENTS
22,333 0 4,012 469,852 490,771 496,197 494,783 10,385 11,799
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 22,137)
-4,582 -49 1,870 25,060 18,449 22,348 20,270 -211 1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.8 92.7 96.9 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 0 5 54 44 61 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,637
COMMITMENTS
418 217 1,472 80,315 82,051 82,205 83,740 8,432 6,897
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,519)
224 0 336 4,357 3,152 4,917 3,488 -1,398 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 1.6 88.6 90.5 90.7 92.4 9.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 20 17 22 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,571
COMMITMENTS
2,350 0 283 76,381 76,039 79,014 76,322 1,557 4,249
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,565)
1,435 0 -518 2,802 3,958 3,719 3,440 -154 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.4 94.8 94.4 98.1 94.7 1.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 18 18 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,640
COMMITMENTS
4,712 0 0 85,549 86,501 90,261 86,501 1,379 5,139
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 93.4 94.4 98.5 94.4 1.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 15 18 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,056
COMMITMENTS
34,718 812 0 68,020 100,816 102,738 101,628 318 1,428
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,968)
4,712 0 0 -744 3,996 3,968 3,996 0 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 0.8 0.0 66.0 97.8 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 2 0 20 41 28 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,503
COMMITMENTS
0 308 0 56,127 53,520 56,127 53,828 376 2,675
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 12,697)
0 0 0 12,697 12,604 12,697 12,604 0 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.3 94.7 99.3 95.3 0.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 18 17 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 254,551
COMMITMENTS
233 0 694 247,052 245,684 247,979 246,378 6,572 8,173
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,147)
0 0 0 1,238 1,455 1,238 1,455 -91 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 97.1 96.5 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 34 34 35 35
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,305
COMMITMENTS
0 2,310 499 90,677 86,884 91,176 89,693 4,129 5,612
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 9,331)
0 98 -84 8,508 9,277 8,424 9,291 907 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.5 95.1 91.2 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 24 24 25 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,917
COMMITMENTS
3,229 0 401 123,363 130,908 126,993 131,309 8,924 4,608
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,195)
-372 0 0 1,608 1,960 1,236 1,960 959 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.3 90.8 96.3 93.4 96.6 6.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 18 20 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,934
COMMITMENTS
0 0 0 93,111 99,212 93,111 99,212 9,823 3,722
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,069)
0 0 0 1,767 2,224 1,767 2,224 302 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 96.4 90.5 96.4 9.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 17 17 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,758
COMMITMENTS
217 341 0 116,936 116,852 117,153 117,193 4,605 4,565
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 7,949)
0 0 0 8,064 6,563 8,064 6,563 -115 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 96.0 96.0 96.2 96.3 3.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 18 23 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,177
COMMITMENTS
0 118 2,808 120,114 127,024 122,922 129,950 16,255 9,227
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -17)
0 -623 610 -1,081 -495 -471 -508 454 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 2.0 86.3 91.3 88.3 93.4 11.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 26 20 28 22
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,799
COMMITMENTS
336 336 0 11,811 11,723 12,147 12,059 652 740
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,549)
0 0 0 1,611 1,549 1,611 1,549 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.6 0.0 92.3 91.6 94.9 94.2 5.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 13 19 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,118
COMMITMENTS
13,061 4,575 2,800 155,852 160,807 171,713 168,182 5,405 8,936
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,450)
3,164 879 -110 2,383 -190 5,437 579 -3,987 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.6 1.6 88.0 90.8 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 3 40 36 45 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,502
COMMITMENTS
0 0 0 80,204 80,754 80,204 80,754 9,298 8,748
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 4,104)
0 0 0 3,678 2,234 3,678 2,234 426 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 90.2 89.6 90.2 10.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 20 20 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,882
COMMITMENTS
0 0 0 91,387 91,687 91,387 91,687 4,495 4,195
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,371)
0 0 0 -1,371 -240 -1,371 -240 0 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 95.6 95.3 95.6 4.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 18 25 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 127,356
COMMITMENTS
3,082 0 0 109,814 118,638 112,896 118,638 14,460 8,718
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 4,674)
0 0 0 3,923 1,909 3,923 1,909 751 2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 86.2 93.2 88.6 93.2 11.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 21 17 23 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,351
COMMITMENTS
2,630 0 0 55,905 60,875 58,535 60,875 4,816 2,476
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 25)
0 0 0 -2,934 -491 -2,934 -491 2,959 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 88.2 96.1 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 12 16 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 155,743
COMMITMENTS
23,095 14,992 15,979 116,578 124,688 155,652 155,659 91 83
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,294)
-591 743 -67 3,358 1,706 2,700 2,382 -406 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 9.6 10.3 74.9 80.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 12 17 46 48 68 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,457
COMMITMENTS
1,626 624 1,033 39,798 40,800 42,457 42,457 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 325)
49 29 26 251 271 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 2.4 93.7 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 2 27 24 33 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 386,123
COMMITMENTS
12,022 1,536 8,224 365,877 376,363 386,123 386,123 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 4,959)
-5,418 1,528 2,608 7,769 823 4,959 4,959 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.4 2.1 94.8 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 2 21 24 27 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,339,310
COMMITMENTS
29,980 128,634 26,352 1282978 1184324 1339310 1339310 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -20,112)
-2,785 7,380 -18,410 1,083 -9,082 -20,112 -20,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.6 2.0 95.8 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 5 3 38 42 47 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,132
COMMITMENTS
578 6,062 1,733 61,821 56,338 64,132 64,132 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 4,433)
6 526 -10 4,437 3,918 4,433 4,433 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.5 2.7 96.4 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 8 6 23 23 30 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 298,843
COMMITMENTS
6,664 8,868 328 291,851 289,647 298,843 298,843 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,569)
0 1,244 0 1,569 325 1,569 1,569 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.0 0.1 97.7 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 17 15 20 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 303,111
COMMITMENTS
1,056 5,816 8,224 293,831 289,071 303,111 303,111 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,980)
0 0 0 3,980 3,980 3,980 3,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 2.7 96.9 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 23 25 26 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,537
COMMITMENTS
531 220 40 22,864 22,812 23,435 23,072 102 465
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.9 0.2 97.1 96.9 99.6 98.0 0.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 1 20 25 25 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,831
COMMITMENTS
310 0 0 54,202 54,571 54,512 54,571 319 260
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,265)
0 0 0 2,265 2,145 2,265 2,145 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.9 99.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 27 28 28 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,720
COMMITMENTS
335 200 0 72,172 72,285 72,507 72,485 213 235
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,254)
0 0 0 2,254 2,134 2,254 2,134 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.0 99.2 99.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 0 28 28 29 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,570
COMMITMENTS
700 550 0 29,538 29,840 30,238 30,390 332 180
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,025)
0 -50 0 -728 -940 -728 -990 -297 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 0.0 96.6 97.6 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 21 15 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 310,096
COMMITMENTS
17,576 0 736 291,784 309,360 310,096 310,096 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -14,992)
-816 0 0 -11,728 -14,176 -12,544 -14,176 -2,448 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.2 94.1 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 20 18 23 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,102
COMMITMENTS
466 780 40 6,084 5,641 6,590 6,461 512 641
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -690)
-42 -127 -42 -459 -776 -543 -945 -147 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.0 0.6 85.7 79.4 92.8 91.0 7.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 20 14 22 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,785
COMMITMENTS
715 0 325 13,275 14,405 14,315 14,730 470 55
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 2.2 89.8 97.4 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 8 16 11 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,494
COMMITMENTS
0 635 0 35,489 34,747 35,489 35,382 5 112
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,620)
0 -125 0 -1,262 -1,420 -1,262 -1,545 -358 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 100.0 97.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 25 22 25 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,583
COMMITMENTS
1,100 50 0 24,273 25,408 25,373 25,458 210 125
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,398)
-75 -50 0 -1,163 -1,300 -1,238 -1,350 -160 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 0.0 94.9 99.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 21 19 23 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,150
COMMITMENTS
1,312 128 292 18,187 19,136 19,791 19,556 359 594
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -284)
-2 -21 84 -196 -265 -114 -202 -170 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.6 1.4 90.3 95.0 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 20 19 24 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,821
COMMITMENTS
375 4,435 297 56,140 51,888 56,812 56,620 9 201
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 857)
0 52 0 857 805 857 857 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.8 0.5 98.8 91.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 30 24 34 27
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,196
COMMITMENTS
1,048 14,560 1,893 72,229 58,723 75,170 75,176 26 20
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 785)
-135 -360 87 831 1,058 783 785 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 19.4 2.5 96.1 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 9 36 32 47 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,475
COMMITMENTS
775 0 0 41,415 42,285 42,190 42,285 285 190
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.5 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 22 12 23 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,190
COMMITMENTS
1,405 2,400 0 48,560 47,790 49,965 50,190 225 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 190)
20 0 0 170 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.8 0.0 96.8 95.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 13 24 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 275,603
COMMITMENTS
40,944 400 1,551 233,108 273,652 275,603 275,603 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,387)
3,537 0 0 -1,150 2,387 2,387 2,387 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.1 0.6 84.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 23 29 25 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,854
COMMITMENTS
5,864 1,009 1,345 16,811 22,187 24,020 24,541 834 313
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 235)
130 -2 42 86 215 258 255 -23 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 4.1 5.4 67.6 89.3 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 5 24 30 30 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,593
COMMITMENTS
1,400 267 100 37,093 38,226 38,593 38,593 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 794)
53 0 25 716 769 794 794 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.7 0.3 96.1 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 16 16 21 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 296,637
COMMITMENTS
4,680 15,692 3,108 288,849 277,837 296,637 296,637 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 784)
0 0 0 784 784 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.3 1.0 97.4 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 18 19 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,110
COMMITMENTS
730 646 1,102 16,427 16,279 18,259 18,027 851 1,083
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 298)
0 0 0 298 298 298 298 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.4 5.8 86.0 85.2 95.5 94.3 4.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 15 17 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 138,617
COMMITMENTS
352 0 0 138,265 138,617 138,617 138,617 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 34)
0 0 0 34 34 34 34 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 11 12 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,667
COMMITMENTS
466 490 80 9,123 9,041 9,669 9,611 998 1,056
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 44)
0 0 0 21 44 21 44 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.6 0.7 85.5 84.8 90.6 90.1 9.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 14 15 17
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 81,561
COMMITMENTS
1,760 0 0 79,801 81,561 81,561 81,561 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,101)
0 0 0 3,101 3,101 3,101 3,101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 14 14 14
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,483
COMMITMENTS
286 1,089 170 12,712 11,969 13,168 13,228 315 255
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -144)
0 0 0 -293 -167 -293 -167 149 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.1 1.3 94.3 88.8 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 22 22 24 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 151,703
COMMITMENTS
0 8,790 0 151,703 142,913 151,703 151,703 0 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 767)
0 0 0 767 767 767 767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 100.0 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 20 14 20 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,750
COMMITMENTS
498 646 1,913 19,315 19,191 21,726 21,750 24 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 129)
0 108 -133 262 154 129 129 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.0 8.8 88.8 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 19 14 22 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,175
COMMITMENTS
570 0 500 14,735 15,655 15,805 16,155 370 20
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,805)
50 0 0 1,755 1,805 1,805 1,805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 3.1 91.1 96.8 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 14 18 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,360
COMMITMENTS
540 0 525 14,975 15,835 16,040 16,360 320 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,925)
55 0 35 1,835 1,910 1,925 1,945 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 3.2 91.5 96.8 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 19 14 22 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 463,081
COMMITMENTS
0 55,055 80,879 380,409 324,955 461,288 460,889 1,793 2,192
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 6,396)
0 -2,021 1,376 4,614 5,776 5,990 5,131 406 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.9 17.5 82.1 70.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 5 3 14 13 17 18
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,930
COMMITMENTS
180 0 0 12,410 12,930 12,590 12,930 340 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.0 100.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 11 11 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,850
COMMITMENTS
350 130 25 22,174 22,695 22,549 22,850 301 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 385)
0 0 0 375 385 375 385 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.1 97.0 99.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 20 17 23 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,193
COMMITMENTS
420 125 15 19,475 20,053 19,910 20,193 283 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 385)
0 0 0 375 385 375 385 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.1 96.4 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 20 16 23 18
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,985
COMMITMENTS
200 575 0 18,440 18,350 18,640 18,925 345 60
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.0 0.0 97.1 96.7 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 15 20 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,495
COMMITMENTS
275 300 0 12,930 13,015 13,205 13,315 290 180
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.2 0.0 95.8 96.4 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 13 12 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,100
COMMITMENTS
0 600 75 16,985 16,410 17,060 17,085 40 15
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 0)
0 -150 0 0 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.4 99.3 96.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 15 15 16 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,851
COMMITMENTS
125 500 25 18,626 18,311 18,776 18,836 75 15
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.7 0.1 98.8 97.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 13 16 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,837
COMMITMENTS
495 3,172 710 110,597 107,955 111,802 111,837 35 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,795)
0 450 0 1,795 1,345 1,795 1,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 0.6 98.9 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 4 36 33 42 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,774
COMMITMENTS
600 6,930 725 129,369 123,099 130,694 130,754 80 20
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,813)
0 975 0 3,813 2,838 3,813 3,813 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.3 0.6 98.9 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 8 5 39 36 45 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 189,844
COMMITMENTS
9,460 30,387 6,327 174,016 153,073 189,803 189,787 41 57
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,774)
78 393 -33 1,723 1,413 1,768 1,773 6 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.0 3.3 91.7 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 12 11 40 48 55 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,278
COMMITMENTS
475 9,150 2,580 122,145 113,548 125,200 125,278 78 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 919)
-100 475 -270 1,285 714 915 919 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.3 2.1 97.5 90.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 9 2 38 31 41 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,025
COMMITMENTS
1,475 175 25 43,415 44,800 44,915 45,000 110 25
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,035)
0 0 0 3,080 3,035 3,080 3,035 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.1 96.4 99.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 26 12 28 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,575
COMMITMENTS
795 375 25 40,655 41,175 41,475 41,575 100 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,590)
150 150 0 3,485 3,440 3,635 3,590 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.9 0.1 97.8 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 26 13 28 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,672
COMMITMENTS
1,000 100 250 27,190 28,322 28,440 28,672 232 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.3 0.9 94.8 98.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 28 26 30 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 21,718
COMMITMENTS
2,200 0 0 19,518 21,598 21,718 21,598 0 120
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -618)
-125 0 0 -493 -443 -618 -443 0 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 89.9 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 19 19 21 19
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,018
COMMITMENTS
1,677 2,200 12 23,951 23,801 25,640 26,013 378 5
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 206)
0 0 0 206 224 206 224 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.5 0.0 92.1 91.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 1 21 22 26 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,763
COMMITMENTS
1,021 50 168 16,944 18,232 18,133 18,450 630 313
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 291)
0 0 0 291 293 291 293 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.3 0.9 90.3 97.2 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 18 20 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,954
COMMITMENTS
2,093 4,698 570 31,128 28,686 33,791 33,954 163 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 490)
45 65 -75 522 500 492 490 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.8 1.7 91.7 84.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 3 32 26 37 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,818
COMMITMENTS
129 0 15 19,049 19,788 19,193 19,803 625 15
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -280)
0 0 0 -290 -280 -290 -280 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 96.1 99.8 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 23 20 25 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,447
COMMITMENTS
0 1,498 85 21,196 19,864 21,281 21,447 166 0
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 26)
0 0 0 21 26 21 26 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.4 98.8 92.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 20 16 21 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,255
COMMITMENTS
0 0 0 13,659 13,937 13,659 13,937 596 318
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 97.8 95.8 97.8 4.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 13 16 13
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,695
COMMITMENTS
84 575 0 33,324 33,050 33,408 33,625 287 70
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,040)
0 0 0 1,040 1,025 1,040 1,025 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 0.0 98.9 98.1 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 0 29 24 31 27
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,640
COMMITMENTS
432 0 34 16,863 17,361 17,329 17,395 311 245
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -16)
0 0 0 -6 -11 -6 -11 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.2 95.6 98.4 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 16 22 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,017
COMMITMENTS
670 0 0 12,222 12,920 12,892 12,920 125 97
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -40)
-20 0 0 -80 -60 -100 -60 60 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 93.9 99.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 14 22 14
Updated February 17, 2017