CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,623
COMMITMENTS
1,415 210 0 6,204 7,407 7,619 7,617 4 6
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -194)
0 -219 0 -194 25 -194 -194 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 2.8 0.0 81.4 97.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 0 6 10 12 14
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,406
COMMITMENTS
17,240 11,559 600 14,566 20,247 32,406 32,406 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -414)
100 -300 0 -514 -114 -414 -414 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 35.7 1.9 44.9 62.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 3 9 5 17 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,376
COMMITMENTS
15,516 20,163 20 26,840 22,193 42,376 42,376 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 0)
50 -150 -50 0 200 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 47.6 0.0 63.3 52.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 10 2 9 6 17 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 37,698
COMMITMENTS
4,594 3,305 3,331 29,752 31,022 37,677 37,658 21 40
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -4,483)
-95 858 -1,237 -3,131 -4,104 -4,464 -4,483 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.8 8.8 78.9 82.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 9 8 11 12 24 23
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,780
COMMITMENTS
7,989 2,492 0 30,791 36,278 38,780 38,770 0 10
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 462)
0 450 0 462 12 462 462 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.4 0.0 79.4 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 6 0 9 11 12 17
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,930
COMMITMENTS
6,955 15,333 275 26,680 18,322 33,910 33,930 20 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 100)
100 100 0 0 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 45.2 0.8 78.6 54.0 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 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,670
COMMITMENTS
5,070 8,020 0 18,600 15,650 23,670 23,670 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,275)
680 -220 0 1,595 2,495 2,275 2,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 33.9 0.0 78.6 66.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 0 7 4 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,000
COMMITMENTS
9,100 6,315 0 5,900 8,685 15,000 15,000 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 449)
449 0 0 0 449 449 449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 42.1 0.0 39.3 57.9 100.0 100.0 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 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,034
COMMITMENTS
9,128 12,850 700 17,206 13,484 27,034 27,034 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -257)
147 650 0 -404 -907 -257 -257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 47.5 2.6 63.6 49.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 3 10 6 17 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,320
COMMITMENTS
7,820 5,250 100 10,400 12,970 18,320 18,320 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -100)
0 -100 0 -100 0 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 28.7 0.5 56.8 70.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 1 9 3 17 6
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 15,947
COMMITMENTS
1,907 1,075 91 13,949 14,781 15,947 15,947 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -682)
1,122 -333 -1,375 -429 1,026 -682 -682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.7 0.6 87.5 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 3 10 12 15 18
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,399,878
COMMITMENTS
1128250 66,847 773,461 3459925 4543286 5361636 5383594 38,242 16,284
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -72,498)
10,744 10,968 9,014 -92,854 -94,602 -73,096 -74,620 598 2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 1.2 14.3 64.1 84.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
67 13 57 128 122 205 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,669,910
COMMITMENTS
135,032 50,381 748,163 783,512 868,602 1666707 1667147 3,202 2,763
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -11,287)
-30,752 -51,986 52,414 -7,639 13,303 14,023 13,731 -25,310 -25,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.0 44.8 46.9 52.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 13 28 52 49 83 79
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,233
COMMITMENTS
2,428 1,726 1,075 175,115 186,835 178,618 189,636 18,615 7,597
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,427)
-1,010 -276 -574 2,736 312 1,152 -538 1,275 2,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 0.5 88.8 94.7 90.6 96.1 9.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 31 28 33 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,585
COMMITMENTS
1,395 0 155 104,182 106,707 105,732 106,862 5,853 4,723
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,210)
-191 0 155 1,404 -1,036 1,368 -881 -158 2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.1 93.4 95.6 94.8 95.8 5.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 27 28 29 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,486
COMMITMENTS
0 5,752 780 140,266 143,868 141,046 150,400 17,440 8,086
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -468)
-185 4,003 -1,134 575 -3,307 -744 -438 276 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.5 88.5 90.8 89.0 94.9 11.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 3 27 27 30 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,041,332
COMMITMENTS
992 2,470 9,142 1020705 1027786 1030839 1039398 10,493 1,934
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -31,510)
917 -2,995 2,286 -35,047 -30,861 -31,844 -31,570 334 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.9 98.0 98.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 3 5 53 37 59 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 435,503
COMMITMENTS
10,236 1,442 809 409,596 423,874 420,641 426,125 14,862 9,378
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,126)
2,114 -64 -266 -144 878 1,704 548 422 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.3 0.2 94.1 97.3 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 2 3 33 43 37 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,117
COMMITMENTS
3,017 0 2,905 325,210 334,495 331,132 337,400 11,985 5,717
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 9,931)
-534 0 173 4,135 7,783 3,774 7,956 6,157 1,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.8 94.8 97.5 96.5 98.3 3.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 0 3 40 44 44 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,088
COMMITMENTS
0 2,568 1,673 159,379 149,023 161,052 153,264 5,036 12,824
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -292)
-435 139 -101 384 -2,215 -152 -2,177 -140 1,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.0 96.0 89.7 97.0 92.3 3.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 2 29 29 31 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,687
COMMITMENTS
9,109 5,773 1,490 101,986 104,993 112,585 112,256 4,102 4,431
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,655)
990 -1,692 509 192 3,627 1,691 2,444 964 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.9 1.3 87.4 90.0 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 22 24 26 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,265
COMMITMENTS
0 510 0 34,109 35,003 34,109 35,513 2,156 752
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 30)
0 60 0 -1,120 -210 -1,120 -150 1,150 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 94.1 96.5 94.1 97.9 5.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 18 13 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,743
COMMITMENTS
2,123 1,293 1,049 92,564 95,612 95,736 97,954 9,007 6,789
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 11,200)
370 -460 729 9,761 10,362 10,860 10,631 340 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 1.0 88.4 91.3 91.4 93.5 8.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 175,021
COMMITMENTS
0 0 0 167,365 172,950 167,365 172,950 7,656 2,071
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 435)
0 0 0 186 500 186 500 249 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 98.8 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 28 28 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,422
COMMITMENTS
1,712 0 0 50,938 55,086 52,650 55,086 6,772 4,336
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -487)
0 0 0 -487 -1,557 -487 -1,557 0 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 85.7 92.7 88.6 92.7 11.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 15 15 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,740
COMMITMENTS
3,220 450 0 19,023 21,794 22,243 22,244 1,497 1,496
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 90)
60 -90 0 -856 -218 -796 -308 886 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.9 0.0 80.1 91.8 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 11 16 13 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 570,555
COMMITMENTS
39,782 8,652 7,349 513,702 543,967 560,833 559,968 9,722 10,587
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 10,316)
4,928 512 1,026 3,231 8,203 9,185 9,741 1,131 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.5 1.3 90.0 95.3 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 3 8 54 50 65 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,969
COMMITMENTS
830 3,980 1,527 123,005 119,757 125,362 125,264 7,607 7,705
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,394)
830 -826 -66 3,630 6,377 4,394 5,485 0 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.0 1.1 92.5 90.1 94.3 94.2 5.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 4 22 19 26 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,517
COMMITMENTS
0 492 0 19,359 19,502 19,359 19,994 1,158 523
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -31 0 -31 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 94.4 95.1 94.4 97.5 5.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 14 16 15
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,912
COMMITMENTS
649 0 182 81,371 80,414 82,202 80,596 2,710 4,316
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,292)
-276 0 62 1,262 1,506 1,048 1,568 244 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 95.8 94.7 96.8 94.9 3.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 18 19 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,485
COMMITMENTS
31,830 5,698 0 116,525 138,400 148,355 144,098 2,130 6,387
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 12,322)
4,838 3,072 0 5,902 6,832 10,740 9,904 1,582 2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 3.8 0.0 77.4 92.0 98.6 95.8 1.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 8 0 23 37 30 45
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,933
COMMITMENTS
69,185 8,263 1,049 124,576 183,052 194,810 192,364 1,123 3,569
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 12,629)
5,683 3,599 -630 7,593 7,692 12,646 10,661 -17 1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 4.2 0.5 63.6 93.4 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 11 4 31 48 46 60
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,193
COMMITMENTS
0 0 0 83,308 81,452 83,308 81,452 885 2,741
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,932)
0 0 0 4,932 4,692 4,932 4,692 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 96.7 98.9 96.7 1.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 20 28 20 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 21,371
COMMITMENTS
0 0 0 21,033 20,082 21,033 20,082 338 1,289
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 30 -744 30 -744 -30 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 94.0 98.4 94.0 1.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 13 12 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,782
COMMITMENTS
0 1,390 945 276,981 277,576 277,926 279,911 9,856 7,871
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 3,777)
-216 1,390 -368 1,188 2,634 604 3,656 3,173 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.3 96.2 96.5 96.6 97.3 3.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 32 31 33 32
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 30,410
COMMITMENTS
960 2,268 93 26,635 24,858 27,688 27,219 2,722 3,191
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 426)
-30 -270 0 -125 510 -155 240 581 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 7.5 0.3 87.6 81.7 91.0 89.5 9.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 13 18 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,498
COMMITMENTS
0 3,004 825 105,422 104,594 106,247 108,423 8,251 6,075
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 5,615)
0 -1,020 732 4,793 4,325 5,525 4,037 90 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.7 92.1 91.4 92.8 94.7 7.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 20 21 22 24
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,512
COMMITMENTS
0 2,272 598 30,051 27,601 30,649 30,471 2,863 3,041
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 1.8 89.7 82.4 91.5 90.9 8.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 14 13 16 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,506
COMMITMENTS
4,723 468 1,980 135,327 143,299 142,030 145,747 9,476 5,759
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,110)
-829 -1,069 1,507 2,821 2,122 3,499 2,560 611 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 1.3 89.3 94.6 93.7 96.2 6.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 18 15 21 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,967
COMMITMENTS
0 0 0 112,935 118,188 112,935 118,188 9,032 3,779
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,325)
0 0 0 1,045 2,063 1,045 2,063 280 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 96.9 92.6 96.9 7.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 17 21 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,550
COMMITMENTS
0 300 0 52,506 51,987 52,506 52,287 1,044 1,263
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 8,750)
0 30 0 8,720 7,852 8,720 7,882 30 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.1 97.1 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 11 16 11 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,497
COMMITMENTS
489 300 866 111,686 115,830 113,041 116,996 6,456 2,501
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,265)
-243 -549 615 560 1,650 932 1,716 1,333 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.7 93.5 96.9 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 18 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,711
COMMITMENTS
943 4,326 1,488 143,713 141,266 146,144 147,080 10,567 9,631
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,213)
660 1,181 -245 4,715 2,109 5,130 3,045 -917 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.8 0.9 91.7 90.1 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 30 22 33 25
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,378
COMMITMENTS
0 0 0 16,041 15,864 16,041 15,864 337 514
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 620)
0 0 0 620 620 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 96.9 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 16 11 16
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,969
COMMITMENTS
0 308 0 24,046 25,507 24,046 25,815 1,923 154
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -120 -150 -120 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 92.6 98.2 92.6 99.4 7.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 17 16 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,136
COMMITMENTS
2,212 0 0 29,865 34,336 32,077 34,336 3,059 800
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 180)
0 0 0 -404 120 -404 120 584 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 85.0 97.7 91.3 97.7 8.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 17 14 19 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,825
COMMITMENTS
14,144 8,076 2,421 165,154 167,790 181,719 178,287 9,106 12,538
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 645)
0 1,533 90 -688 -1,889 -598 -266 1,243 911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.2 1.3 86.5 87.9 95.2 93.4 4.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 3 33 30 38 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 88,186
COMMITMENTS
368 0 420 74,204 78,896 74,992 79,316 13,194 8,870
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,581)
0 0 0 -632 469 -632 469 2,213 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.5 84.1 89.5 85.0 89.9 15.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,930
COMMITMENTS
0 0 0 90,639 95,898 90,639 95,898 9,291 4,032
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,234)
0 0 0 1,510 2,234 1,510 2,234 724 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 96.0 90.7 96.0 9.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 16 22 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 125,328
COMMITMENTS
0 0 0 110,308 110,798 110,308 110,798 15,020 14,530
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,124)
0 0 0 5,045 1,396 5,045 1,396 -921 2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 88.4 88.0 88.4 12.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 15 21 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,254
COMMITMENTS
5,992 0 0 53,444 60,621 59,436 60,621 6,818 5,633
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,586)
0 0 0 1,588 769 1,588 769 998 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 80.7 91.5 89.7 91.5 10.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 15 15 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,633
COMMITMENTS
21,951 10,453 15,384 118,032 128,984 155,367 154,821 1,266 1,811
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 3,384)
-1,118 -931 766 2,901 2,075 2,549 1,910 835 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 6.7 9.8 75.4 82.3 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 10 20 44 48 67 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 47,669
COMMITMENTS
6,944 376 291 40,433 47,002 47,669 47,669 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -2,951)
100 19 6 -3,057 -2,976 -2,951 -2,951 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.8 0.6 84.8 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 2 26 29 33 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 407,615
COMMITMENTS
19,728 4,712 3,928 383,959 398,975 407,615 407,615 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -20,919)
4,351 320 -2,064 -23,206 -19,175 -20,919 -20,919 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.2 1.0 94.2 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 21 22 25 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,317,403
COMMITMENTS
24,040 139,258 18,634 1263104 1150886 1305778 1308778 11,625 8,625
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 16,467)
-3,000 4,804 0 7,842 3,038 4,842 7,842 11,625 8,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 10.6 1.4 95.9 87.4 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 5 3 35 40 41 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,214
COMMITMENTS
1,368 3,537 2,656 66,190 64,021 70,214 70,214 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,154)
-394 -387 970 1,578 1,571 2,154 2,154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.0 3.8 94.3 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 8 8 23 24 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 303,219
COMMITMENTS
1,216 11,770 0 302,003 291,449 303,219 303,219 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,272)
0 -304 0 2,272 2,576 2,272 2,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.9 0.0 99.6 96.1 100.0 100.0 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 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 362,900
COMMITMENTS
392 6,168 7,872 354,636 348,860 362,900 362,900 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 22,379)
392 0 0 21,987 22,379 22,379 22,379 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.7 2.2 97.7 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 22 25 24 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,771
COMMITMENTS
346 223 233 23,832 23,506 24,411 23,962 360 809
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,391)
44 63 -63 1,410 1,200 1,391 1,200 0 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.9 0.9 96.2 94.9 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 21 20 26 22
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,288
COMMITMENTS
270 10,250 0 60,699 50,688 60,969 60,938 319 350
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,275)
0 2,400 0 4,225 1,645 4,225 4,045 50 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 16.7 0.0 99.0 82.7 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 30 26 31 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,769
COMMITMENTS
345 10,200 0 78,956 69,289 79,301 79,489 468 280
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 3,650)
0 2,400 0 3,391 1,175 3,391 3,575 259 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 12.8 0.0 99.0 86.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 30 27 32 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,235
COMMITMENTS
700 1,100 0 34,315 33,975 35,015 35,075 220 160
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 590)
0 0 0 590 590 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.1 0.0 97.4 96.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 23 17 24 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 275,240
COMMITMENTS
16,616 0 736 257,888 274,504 275,240 275,240 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,416)
800 0 0 1,616 2,416 2,416 2,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.3 93.7 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 20 20 23 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,753
COMMITMENTS
683 777 0 7,025 6,310 7,708 7,087 45 666
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 343)
257 40 -40 169 320 386 320 -43 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.0 0.0 90.6 81.4 99.4 91.4 0.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 0 20 20 24 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,872
COMMITMENTS
1,000 1,032 0 6,702 6,540 7,702 7,572 170 300
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 13.1 0.0 85.1 83.1 97.8 96.2 2.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 13 14 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,803
COMMITMENTS
0 1,100 0 43,798 42,593 43,798 43,693 5 110
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,185)
0 0 0 1,185 1,185 1,185 1,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 23 25 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,311
COMMITMENTS
1,000 0 0 25,131 26,311 26,131 26,311 180 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 95.5 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 22 22 24 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,972
COMMITMENTS
1,116 106 422 18,135 18,844 19,673 19,372 299 600
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 621)
0 20 0 601 601 601 621 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.5 2.1 90.8 94.4 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 23 20 26 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,596
COMMITMENTS
330 5,432 345 58,889 53,627 59,564 59,404 32 192
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,122)
0 554 -25 2,142 1,591 2,117 2,120 5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.1 0.6 98.8 90.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 31 25 35 30
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,317
COMMITMENTS
961 17,216 1,160 77,130 60,868 79,251 79,244 66 73
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,247)
100 230 0 1,137 1,015 1,237 1,245 10 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 21.7 1.5 97.2 76.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 7 5 33 31 42 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,285
COMMITMENTS
1,515 0 0 38,570 41,045 40,085 41,045 1,200 240
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,680)
60 0 0 695 1,680 755 1,680 925 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 93.4 99.4 97.1 99.4 2.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 9 22 9
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,780
COMMITMENTS
2,090 2,400 0 46,355 47,380 48,445 49,780 1,335 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,365)
60 0 0 1,185 2,365 1,245 2,365 1,120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.8 0.0 93.1 95.2 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 25 13 27 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 303,315
COMMITMENTS
53,888 450 1,910 247,517 300,955 303,315 303,315 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 12,869)
1,102 0 0 11,767 12,869 12,869 12,869 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.1 0.6 81.6 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 24 27 27 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,729
COMMITMENTS
6,768 1,105 898 17,295 23,430 24,961 25,433 768 296
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,016)
103 64 -84 1,017 1,016 1,036 996 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 4.3 3.5 67.2 91.1 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 23 31 28 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,002
COMMITMENTS
1,002 371 381 37,619 38,250 39,002 39,002 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 339)
54 128 0 285 211 339 339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 1.0 96.5 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 17 17 21 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 327,167
COMMITMENTS
6,681 16,084 3,108 317,378 307,600 327,167 326,792 0 375
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 11,426)
2,001 392 0 9,425 10,659 11,426 11,051 0 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.9 0.9 97.0 94.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 19 17 22 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,432
COMMITMENTS
819 606 1,102 17,680 17,743 19,601 19,451 831 981
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 981)
-126 0 0 1,064 938 938 938 43 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.0 5.4 86.5 86.8 95.9 95.2 4.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 17 17 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,301
COMMITMENTS
857 735 270 12,929 12,261 14,056 13,266 245 1,035
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 708)
751 -14 14 -196 250 569 250 139 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.1 1.9 90.4 85.7 98.3 92.8 1.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 20 19 23 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 175,484
COMMITMENTS
14,040 6,280 0 159,944 168,829 173,984 175,109 1,500 375
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 14,504)
14,040 0 0 -1,036 14,129 13,004 14,129 1,500 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.6 0.0 91.1 96.2 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 15 21 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,149
COMMITMENTS
0 795 1,356 17,793 16,998 19,149 19,149 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,384)
-134 28 -55 -1,195 -1,357 -1,384 -1,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 7.1 92.9 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 2 16 15 18 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 173,738
COMMITMENTS
0 2,921 0 173,738 170,817 173,738 173,738 0 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -12,734)
0 -311 0 -12,734 -12,423 -12,734 -12,734 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 13 14 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,085
COMMITMENTS
700 0 345 17,170 18,555 18,215 18,900 870 185
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 570)
50 0 -50 470 435 470 385 100 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.8 90.0 97.2 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 22 14 25 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,255
COMMITMENTS
550 0 500 17,855 18,570 18,905 19,070 350 185
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 490)
50 0 -50 440 355 440 305 50 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 2.6 92.7 96.4 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 3 25 15 28 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 552,334
COMMITMENTS
0 79,167 80,558 470,943 391,314 551,501 551,039 833 1,295
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -876)
0 3,165 -3,465 2,696 -709 -770 -1,009 -107 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.3 14.6 85.3 70.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 4 18 19 22 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,235
COMMITMENTS
180 0 0 11,620 12,235 11,800 12,235 435 0
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -10 125 -10 125 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 95.0 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 12 13 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,788
COMMITMENTS
1,425 0 0 33,384 35,725 34,809 35,725 979 63
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,313)
275 0 0 467 1,280 742 1,280 571 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 93.3 99.8 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 17 15 19 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,934
COMMITMENTS
1,395 0 15 30,847 32,900 32,257 32,915 677 19
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 689)
75 0 0 332 670 407 670 282 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 93.7 99.9 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 1 17 14 21 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,025
COMMITMENTS
0 550 0 15,465 15,375 15,465 15,925 560 100
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 190)
0 0 0 -170 150 -170 150 360 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 96.5 95.9 96.5 99.4 3.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,973
COMMITMENTS
0 650 75 20,858 19,988 20,933 20,713 40 260
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 680)
0 0 0 680 425 680 425 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.4 99.5 95.3 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 15 18 16 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,707
COMMITMENTS
100 450 25 23,542 22,987 23,667 23,462 40 245
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,625)
0 0 0 1,625 1,385 1,625 1,385 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.9 0.1 99.3 97.0 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 16 17 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,699
COMMITMENTS
640 3,237 525 105,444 103,877 106,609 107,639 1,090 60
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 890)
0 50 -50 -110 830 -160 830 1,050 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.0 0.5 97.9 96.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 3 36 35 41 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 132,517
COMMITMENTS
615 7,622 490 129,910 124,350 131,015 132,462 1,502 55
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,615)
-65 850 -125 3,333 3,840 3,143 4,565 1,472 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.8 0.4 98.0 93.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 8 5 39 34 44 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 200,617
COMMITMENTS
10,022 26,323 11,803 178,145 159,842 199,970 197,968 647 2,649
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 5,027)
514 1,627 -183 4,099 991 4,430 2,435 597 2,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 13.1 5.9 88.8 79.7 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 13 12 43 43 58 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,814
COMMITMENTS
1,323 9,168 2,330 123,270 114,226 126,923 125,724 891 2,090
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,351)
300 90 0 209 -789 509 -699 842 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.2 1.8 96.4 89.4 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 2 36 34 39 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,085
COMMITMENTS
1,015 650 30 48,365 48,225 49,410 48,905 675 1,180
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 490)
0 75 0 -65 -740 -65 -665 555 1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 0.1 96.6 96.3 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 22 13 25 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,695
COMMITMENTS
595 725 0 45,450 44,825 46,045 45,550 650 1,145
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 460)
0 75 0 -95 -690 -95 -615 555 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.6 0.0 97.3 96.0 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 21 11 22 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,624
COMMITMENTS
950 0 250 27,889 29,214 29,089 29,464 535 160
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -337)
0 0 0 -707 -427 -707 -427 370 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.8 94.1 98.6 98.2 99.5 1.8 0.5
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 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 21,414
COMMITMENTS
2,000 0 0 19,414 21,264 21,414 21,264 0 150
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 445)
0 0 0 445 415 445 415 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 90.7 99.3 100.0 99.3 0.0 0.7
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 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,936
COMMITMENTS
1,464 2,075 0 25,496 25,380 26,960 27,455 976 481
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -440)
0 0 0 -694 -645 -694 -645 254 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.4 0.0 91.3 90.9 96.5 98.3 3.5 1.7
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 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,965
COMMITMENTS
1,152 0 7 16,071 17,573 17,230 17,580 735 385
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -75 -90 -75 -90 75 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 89.5 97.8 95.9 97.9 4.1 2.1
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 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,757
COMMITMENTS
1,542 4,682 395 33,366 30,241 35,303 35,318 454 439
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 654)
-25 480 -25 454 -168 404 287 250 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 13.1 1.1 93.3 84.6 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 1 28 22 32 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,409
COMMITMENTS
45 0 5 23,129 22,926 23,179 22,931 230 478
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,170)
0 0 0 1,020 807 1,020 807 150 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.8 97.9 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 25 20 26 21
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,170
COMMITMENTS
0 1,605 85 21,669 20,370 21,754 22,060 416 110
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 80)
0 0 0 -191 -30 -191 -30 271 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.4 97.7 91.9 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 23 16 24 19
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,322
COMMITMENTS
180 525 5 34,672 34,258 34,857 34,788 465 534
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -110)
130 0 5 -455 -269 -320 -264 210 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.5 0.0 98.2 97.0 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 27 23 29 25
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,880
COMMITMENTS
805 0 8 17,842 18,480 18,655 18,488 225 392
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 430)
300 0 0 -25 378 275 378 155 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 94.5 97.9 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 21 18 23 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,505
COMMITMENTS
1,025 0 0 13,570 14,918 14,595 14,918 910 587
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,240)
330 0 0 670 1,178 1,000 1,178 240 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 87.5 96.2 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 19 15 21 15
Updated April 7, 2017