CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,917
COMMITMENTS
1,614 429 0 6,294 7,482 7,908 7,911 9 6
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 5.4 0.0 79.5 94.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 0 5 9 12 13
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,809
COMMITMENTS
17,040 12,109 600 15,169 20,100 32,809 32,809 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 719)
100 0 0 619 719 719 719 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 36.9 1.8 46.2 61.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 3 10 6 17 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,826
COMMITMENTS
15,116 20,263 70 26,640 21,493 41,826 41,826 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,200)
950 -50 50 200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 48.4 0.2 63.7 51.4 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 34,965
COMMITMENTS
3,534 1,947 3,635 27,731 29,343 34,900 34,925 65 40
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,549)
765 -36 200 600 1,385 1,565 1,549 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.6 10.4 79.3 83.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 6 11 11 12 29 23
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,310
COMMITMENTS
7,989 2,042 0 30,321 36,258 38,310 38,300 0 10
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 12)
0 0 0 12 12 12 12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 9 11 12 16
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,830
COMMITMENTS
7,105 15,233 275 26,430 18,322 33,810 33,830 20 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -500)
-620 900 0 100 -1,400 -520 -500 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 45.0 0.8 78.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,395
COMMITMENTS
4,190 8,240 0 17,205 13,155 21,395 21,395 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -100)
300 0 0 -400 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 38.5 0.0 80.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,553
COMMITMENTS
8,652 6,315 0 5,900 8,238 14,553 14,553 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -1)
-1 0 0 0 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,315
COMMITMENTS
8,983 11,950 700 17,632 14,665 27,315 27,315 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -6)
-1 0 0 -5 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 43.7 2.6 64.5 53.7 100.0 100.0 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 03/21/17 |
--------------------------------------------------------------| 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 5,600 100 10,500 12,720 18,420 18,420 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 30.4 0.5 57.0 69.1 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,648
COMMITMENTS
785 1,704 1,352 14,511 13,591 16,648 16,648 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,174)
0 -126 -1 1,175 1,301 1,174 1,174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.2 8.1 87.2 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 6 3 11 11 16 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,437,917
COMMITMENTS
1098240 56,180 807,916 3494705 4558378 5400861 5422474 37,056 15,443
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 97,062)
80,790 -13,664 -8,678 26,857 118,789 98,969 96,447 -1,907 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.0 14.9 64.3 83.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
65 11 63 137 130 212 195
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,810,615
COMMITMENTS
159,453 88,879 785,226 863,442 933,811 1808122 1807917 2,494 2,699
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 37,501)
-9,884 5,289 27,746 19,614 4,422 37,476 37,457 25 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.9 43.4 47.7 51.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 15 27 58 52 87 82
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,616
COMMITMENTS
4,848 1,332 1,295 163,730 180,141 169,873 182,768 19,743 6,848
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,344)
1,016 274 -104 2,140 -196 3,052 -26 -1,708 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 0.7 86.3 95.0 89.6 96.4 10.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 31 28 36 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,780
COMMITMENTS
0 28 431 101,832 104,902 102,263 105,361 5,517 2,419
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 6,572)
-584 28 63 7,830 7,002 7,309 7,093 -737 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.4 94.5 97.3 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 27 29 28 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,860
COMMITMENTS
0 1,634 1,572 127,428 135,773 129,000 138,979 17,860 7,881
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 6,035)
0 633 190 5,144 5,872 5,334 6,695 701 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.1 86.8 92.5 87.8 94.6 12.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 26 24 28 27
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,039,754
COMMITMENTS
106 3,294 7,393 1021482 1027113 1028981 1037800 10,773 1,954
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 31,144)
89 1,086 26 31,239 29,852 31,354 30,964 -210 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.7 98.2 98.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 3 5 53 39 58 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 416,366
COMMITMENTS
6,860 723 648 393,285 407,892 400,793 409,263 15,573 7,103
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 15,453)
-976 723 246 15,904 15,642 15,174 16,611 279 -1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.2 94.5 98.0 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 2 32 42 35 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,751
COMMITMENTS
850 321 2,903 307,468 307,809 311,221 311,033 6,530 6,718
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 8,817)
-341 236 281 8,667 7,414 8,607 7,931 210 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.9 96.8 96.9 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 3 36 40 39 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,975
COMMITMENTS
0 364 1,622 145,395 135,883 147,017 137,869 4,958 14,106
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 13,502)
0 -87 213 12,881 13,349 13,094 13,475 408 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.1 95.7 89.4 96.7 90.7 3.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 2 28 27 30 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,544
COMMITMENTS
6,928 8,962 1,154 100,679 97,067 108,761 107,183 4,783 6,361
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 4,674)
1,680 770 149 4,745 1,858 6,574 2,777 -1,900 1,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.9 1.0 88.7 85.5 95.8 94.4 4.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 24 21 28 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,755
COMMITMENTS
0 0 0 31,835 32,573 31,835 32,573 920 182
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 4,314)
0 0 0 4,314 4,194 4,314 4,194 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 99.4 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 15 14 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,706
COMMITMENTS
535 424 838 79,816 82,168 81,189 83,430 8,517 6,276
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -789)
457 424 -310 -939 -843 -792 -729 3 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.9 89.0 91.6 90.5 93.0 9.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 17 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,686
COMMITMENTS
0 0 0 161,436 167,344 161,436 167,344 8,250 2,342
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 4,939)
0 0 0 4,565 5,774 4,565 5,774 374 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 98.6 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 27 25 27 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,719
COMMITMENTS
0 0 0 51,157 52,105 51,157 52,105 6,562 5,614
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 90.3 88.6 90.3 11.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 14 14 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 539,204
COMMITMENTS
35,605 8,015 5,734 488,261 513,227 529,600 526,976 9,604 12,228
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 5,052)
5,465 3,319 299 2,674 -98 8,438 3,520 -3,386 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.5 1.1 90.6 95.2 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 2 8 53 47 64 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,702
COMMITMENTS
182 2,990 2,132 108,863 106,269 111,177 111,391 8,525 8,311
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 11,390)
-642 -366 490 11,482 11,078 11,330 11,202 60 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.5 1.8 90.9 88.8 92.9 93.1 7.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 4 20 18 24 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,717
COMMITMENTS
0 372 0 17,768 17,942 17,768 18,314 949 403
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 390)
0 0 0 330 514 330 514 60 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 94.9 95.9 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 12 14 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,559
COMMITMENTS
737 0 91 80,323 79,728 81,151 79,819 2,408 3,740
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,907)
-186 0 31 4,427 3,388 4,272 3,419 -365 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.1 96.1 95.4 97.1 95.5 2.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,277
COMMITMENTS
3,510 0 0 97,577 96,444 101,087 96,444 1,190 5,833
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,994)
2,910 0 0 994 3,660 3,904 3,660 90 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 95.4 94.3 98.8 94.3 1.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 12 17 15 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,894
COMMITMENTS
41,704 3,441 60 103,543 140,998 145,307 144,499 587 1,395
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,814)
2,850 0 60 844 3,754 3,754 3,814 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.4 0.0 71.0 96.6 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 6 1 20 43 31 50
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,420
COMMITMENTS
0 0 0 74,715 70,766 74,715 70,766 705 4,654
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 5,328)
0 0 0 5,359 4,596 5,359 4,596 -31 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 93.8 99.1 93.8 0.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 15 22 15 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,674
COMMITMENTS
0 956 1,072 262,475 260,112 263,547 262,140 7,127 8,534
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 8,100)
0 640 248 9,441 7,731 9,689 8,619 -1,589 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 97.0 96.1 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 1 32 31 33 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 26,244
COMMITMENTS
177 1,008 93 23,469 20,785 23,739 21,886 2,505 4,358
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.8 0.4 89.4 79.2 90.5 83.4 9.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 13 9 14 12
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,030
COMMITMENTS
0 3,450 31 93,835 93,393 93,866 96,874 8,164 5,156
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,822)
0 1,310 -214 5,105 4,160 4,891 5,256 -1,069 -1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 92.0 91.5 92.0 94.9 8.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 18 22 19 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,050
COMMITMENTS
4,462 0 322 130,582 137,997 135,366 138,319 8,684 5,731
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 6,205)
-274 -580 0 5,689 6,327 5,415 5,747 790 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.2 90.7 95.8 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 16 19 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,822
COMMITMENTS
0 0 0 97,143 101,734 97,143 101,734 8,679 4,088
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,898)
0 0 0 2,832 2,410 2,832 2,410 66 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 96.1 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 17 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,458
COMMITMENTS
0 823 240 112,741 114,964 112,981 116,027 5,477 2,431
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 863)
0 -824 11 135 1,685 146 872 717 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.2 95.2 97.1 95.4 97.9 4.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 21 18 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,087
COMMITMENTS
816 192 2,117 131,803 136,101 134,736 138,410 12,351 8,677
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 7,849)
455 -64 34 10,593 8,346 11,082 8,316 -3,233 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 1.4 89.6 92.5 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 28 22 30 24
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,683
COMMITMENTS
0 248 0 25,089 26,249 25,089 26,497 1,594 186
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 5,554)
0 0 0 5,554 5,554 5,554 5,554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 94.0 98.4 94.0 99.3 6.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 15 13 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,090
COMMITMENTS
682 0 0 26,257 28,346 26,939 28,346 2,151 744
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -60 0 -60 0 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 90.3 97.4 92.6 97.4 7.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 11 13 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 189,972
COMMITMENTS
14,082 5,399 2,331 165,794 171,603 182,207 179,333 7,765 10,639
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -5,093)
-984 247 0 -4,120 -6,382 -5,104 -6,135 11 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.8 1.2 87.3 90.3 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 2 30 28 34 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,246
COMMITMENTS
518 0 270 74,053 77,766 74,841 78,036 11,405 8,210
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -150)
-1,926 0 30 3,832 758 1,936 788 -2,086 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 85.9 90.2 86.8 90.5 13.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 18 19 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,448
COMMITMENTS
0 0 0 87,821 91,988 87,821 91,988 8,627 4,460
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,301)
0 0 0 2,327 3,301 2,327 3,301 974 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 95.4 91.1 95.4 8.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 14 20 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 121,328
COMMITMENTS
0 0 0 103,467 109,284 103,467 109,284 17,861 12,044
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -4,628)
0 0 0 -6,578 -1,240 -6,578 -1,240 1,950 -3,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.3 90.1 85.3 90.1 14.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 14 18 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 59,064
COMMITMENTS
3,210 0 0 50,856 57,328 54,066 57,328 4,998 1,736
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 86.1 97.1 91.5 97.1 8.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 16 14 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 152,440
COMMITMENTS
23,502 11,455 14,346 114,237 126,353 152,084 152,154 356 286
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,058)
915 313 -143 1,294 1,927 2,067 2,097 -9 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 7.5 9.4 74.9 82.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 12 17 43 47 64 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,292
COMMITMENTS
5,384 357 970 43,938 48,965 50,292 50,292 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,320)
2,118 0 -1,519 1,721 3,839 2,320 2,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.7 1.9 87.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 4 26 29 33 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 428,134
COMMITMENTS
12,669 8,804 7,076 408,389 412,254 428,134 428,134 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 28,342)
0 2,888 2,128 26,214 23,326 28,342 28,342 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.1 1.7 95.4 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 1 23 24 26 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,297,810
COMMITMENTS
27,040 132,901 19,819 1250951 1145090 1297810 1297810 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -4,130)
392 784 0 -4,522 -4,914 -4,130 -4,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.2 1.5 96.4 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 3 36 40 44 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,858
COMMITMENTS
947 3,996 1,297 62,614 59,565 64,858 64,858 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -313)
-154 80 -51 -108 -342 -313 -313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.2 2.0 96.5 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 7 24 24 33 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 296,483
COMMITMENTS
1,216 13,370 0 295,267 283,113 296,483 296,483 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 6,432)
-8 0 -320 6,760 6,752 6,432 6,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.5 0.0 99.6 95.5 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 310,954
COMMITMENTS
0 6,168 7,872 303,082 296,914 310,954 310,954 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 12,889)
0 0 0 12,889 12,889 12,889 12,889 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 2.5 97.5 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 21 23 22 25
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,135
COMMITMENTS
280 160 296 21,497 21,061 22,073 21,517 62 618
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 296)
108 0 0 168 296 276 296 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 1.3 97.1 95.1 99.7 97.2 0.3 2.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,831
COMMITMENTS
270 6,050 0 53,287 47,661 53,557 53,711 274 120
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,370)
0 2,400 0 2,370 -30 2,370 2,370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.2 0.0 99.0 88.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 28 25 29 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,573
COMMITMENTS
295 6,000 0 69,079 63,368 69,374 69,368 199 205
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,405)
0 2,400 0 2,420 5 2,420 2,405 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.6 0.0 99.3 91.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 30 27 31 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,845
COMMITMENTS
700 500 0 32,925 33,185 33,625 33,685 220 160
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,930)
0 0 0 1,930 1,930 1,930 1,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.5 0.0 97.3 98.0 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 17 23 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 272,872
COMMITMENTS
15,816 0 736 256,320 272,136 272,872 272,872 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -5,064)
0 0 0 -5,064 -5,064 -5,064 -5,064 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 19 23 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,466
COMMITMENTS
426 797 20 6,442 5,961 6,888 6,778 578 688
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 0)
0 -20 20 -40 -45 -20 -45 20 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.7 0.3 86.3 79.8 92.3 90.8 7.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 17 17 19 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,273
COMMITMENTS
0 500 0 39,268 38,663 39,268 39,163 5 110
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,083)
0 0 0 2,083 2,083 2,083 2,083 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 25 22 25 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,601
COMMITMENTS
1,000 0 0 24,391 25,491 25,391 25,491 210 110
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 291)
0 0 0 291 291 291 291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 95.3 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 20 23 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,048
COMMITMENTS
1,116 0 422 17,189 18,048 18,727 18,470 321 578
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -477)
85 0 0 -584 -437 -499 -437 22 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 2.2 90.2 94.8 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 21 24 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,103
COMMITMENTS
330 4,378 380 55,376 51,154 56,086 55,912 17 191
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 247)
0 -138 35 212 350 247 247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.8 0.7 98.7 91.2 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,144
COMMITMENTS
811 16,953 1,185 75,102 58,935 77,098 77,073 46 71
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,116)
95 -504 -40 1,038 1,660 1,093 1,116 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 22.0 1.5 97.4 76.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 7 6 33 31 42 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,690
COMMITMENTS
1,455 0 0 36,960 38,450 38,415 38,450 275 240
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 845)
600 0 0 245 845 845 845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 95.5 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,265
COMMITMENTS
2,030 2,400 0 45,020 44,865 47,050 47,265 215 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,035)
600 0 0 435 1,035 1,035 1,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 14 26 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 276,327
COMMITMENTS
52,876 450 1,910 221,541 273,967 276,327 276,327 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 4,688)
3,136 0 -391 1,943 5,079 4,688 4,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.2 0.7 80.2 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 23 27 26 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,394
COMMITMENTS
6,649 1,066 1,042 15,915 22,010 23,606 24,118 788 276
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 294)
275 52 -52 70 294 294 294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 4.4 4.3 65.2 90.2 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 22 30 27 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 37,615
COMMITMENTS
944 243 179 36,492 37,193 37,615 37,615 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 207)
105 -77 0 102 284 207 207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 0.5 97.0 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 16 16 20 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 304,077
COMMITMENTS
4,680 15,692 3,108 296,289 285,277 304,077 304,077 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 9,801)
0 0 0 9,801 9,801 9,801 9,801 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.2 1.0 97.4 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 17 19 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 18,826
COMMITMENTS
945 606 1,102 15,991 16,180 18,038 17,888 788 938
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 296)
0 0 0 296 296 296 296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.2 5.9 84.9 85.9 95.8 95.0 4.2 5.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,932
COMMITMENTS
106 771 256 12,441 11,328 12,803 12,355 129 577
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 227)
-86 57 86 227 84 227 227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.0 2.0 96.2 87.6 99.0 95.5 1.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 3 20 20 23 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 155,821
COMMITMENTS
0 6,280 0 155,821 149,541 155,821 155,821 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 5,080)
0 0 0 5,080 5,080 5,080 5,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 16 19 17
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,533
COMMITMENTS
134 742 1,436 18,963 18,355 20,533 20,533 0 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.6 7.0 92.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| 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 03/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,425
COMMITMENTS
700 0 345 16,610 18,080 17,655 18,425 770 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -705)
0 0 0 -705 -705 -705 -705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.9 90.1 98.1 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 3 19 15 22 18
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,675
COMMITMENTS
550 0 500 17,325 18,175 18,375 18,675 300 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -705)
0 0 0 -705 -705 -705 -705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 2.7 92.8 97.3 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 22 16 25 19
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 544,923
COMMITMENTS
0 74,145 80,698 463,284 388,945 543,982 543,788 941 1,135
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -5,761)
-2,990 98 -105 -2,579 -5,823 -5,673 -5,829 -88 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 14.8 85.0 71.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| 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 03/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,510
COMMITMENTS
325 0 75 32,707 33,405 33,107 33,480 403 30
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 820)
300 0 0 400 820 700 820 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.2 97.6 99.7 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 15 17 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,165
COMMITMENTS
395 0 90 30,290 31,075 30,775 31,165 390 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 820)
300 0 0 400 820 700 820 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.3 97.2 99.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 16 14 18 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,790
COMMITMENTS
0 550 0 15,310 15,180 15,310 15,730 480 60
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 97.0 96.1 97.0 99.6 3.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 14 13 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,893
COMMITMENTS
0 250 75 19,748 19,563 19,823 19,888 70 5
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 99.3 98.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 14 17 15 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,687
COMMITMENTS
100 150 25 21,467 21,507 21,592 21,682 95 5
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.1 99.0 99.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 14 16 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,554
COMMITMENTS
345 2,867 545 106,469 104,142 107,359 107,554 195 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -995)
0 0 0 -1,005 -955 -1,005 -955 10 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.7 0.5 99.0 96.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 4 35 33 40 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,772
COMMITMENTS
470 7,147 715 126,522 119,880 127,707 127,742 65 30
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 100)
0 50 0 100 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.6 0.6 99.0 93.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 7 5 38 34 43 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 193,459
COMMITMENTS
8,734 24,652 11,829 172,839 156,920 193,402 193,401 57 58
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,767)
457 1,886 -1,239 3,554 2,134 2,772 2,781 -5 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 12.7 6.1 89.3 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 13 11 43 44 58 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,406
COMMITMENTS
415 9,098 2,330 121,604 112,938 124,349 124,366 57 40
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,433)
0 55 0 2,433 2,378 2,433 2,433 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.3 1.9 97.7 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 8 2 36 34 38 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,095
COMMITMENTS
1,015 475 30 47,930 48,565 48,975 49,070 120 25
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,000)
50 300 0 950 700 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 0.1 97.6 98.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 24 12 26 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,090
COMMITMENTS
645 550 0 45,350 45,470 45,995 46,020 95 70
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,100)
0 300 0 1,100 800 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 0.0 98.4 98.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,177
COMMITMENTS
950 0 250 28,812 29,867 30,012 30,117 165 60
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.8 95.5 99.0 99.5 99.8 0.5 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 21,205
COMMITMENTS
2,000 0 0 19,205 21,085 21,205 21,085 0 120
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 345)
0 0 0 345 345 345 345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 0.0 90.6 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 17 22 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,841
COMMITMENTS
1,464 2,075 0 26,655 26,490 28,119 28,565 722 276
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 448)
0 0 0 448 448 448 448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.2 0.0 92.4 91.8 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,940
COMMITMENTS
1,152 0 7 16,121 17,638 17,280 17,645 660 295
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,852
COMMITMENTS
1,567 4,112 420 31,661 29,248 33,648 33,780 204 72
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 892)
35 -45 -35 892 972 892 892 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.1 1.2 93.5 86.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 2 29 23 33 29
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,971
COMMITMENTS
45 0 5 20,676 20,851 20,726 20,856 245 115
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 705)
0 0 0 705 705 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.6 99.4 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 18 24 19
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,190
COMMITMENTS
0 1,605 85 20,584 19,500 20,669 21,190 521 0
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 100)
0 175 0 100 -75 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.4 97.1 92.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 22 16 23 19
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,641
COMMITMENTS
50 525 0 35,331 34,741 35,381 35,266 260 375
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -210)
50 0 0 -260 -210 -210 -210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 0.0 99.1 97.5 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,640
COMMITMENTS
505 0 8 17,688 18,268 18,201 18,276 439 364
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -16)
0 0 0 -16 -16 -16 -16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 94.9 98.0 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 20 16 21 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,970
COMMITMENTS
695 0 0 12,665 13,385 13,360 13,385 610 585
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 365)
0 0 0 485 -175 485 -175 -120 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 90.7 95.8 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 19 16 20 16
Updated March 24, 2017