CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,463
COMMITMENTS
1,430 125 0 6,029 7,332 7,459 7,457 4 6
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -160)
-25 -50 0 -125 -110 -150 -160 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 1.7 0.0 80.8 98.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 0 6 9 12 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,384
COMMITMENTS
16,640 9,859 500 14,244 21,025 31,384 31,384 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -67)
0 100 0 -67 -167 -67 -67 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 31.4 1.6 45.4 67.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 3 9 6 17 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,136
COMMITMENTS
16,276 20,903 20 27,840 23,213 44,136 44,136 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -100)
-100 0 0 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 47.4 0.0 63.1 52.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 2 9 6 17 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,775
COMMITMENTS
3,852 5,760 3,654 33,269 31,286 40,775 40,700 0 75
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,107)
-1,384 -608 -451 743 -48 -1,092 -1,107 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 14.1 9.0 81.6 76.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 8 12 12 26 23
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,981
COMMITMENTS
7,989 845 0 30,992 38,136 38,981 38,981 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -472)
0 -1,432 -340 -132 1,300 -472 -472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.2 0.0 79.5 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 9 10 12 14
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,118
COMMITMENTS
6,275 15,873 363 27,480 17,882 34,118 34,118 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 220)
-80 20 -100 400 300 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 46.5 1.1 80.5 52.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 3 8 5 14 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,910
COMMITMENTS
3,950 6,390 0 19,960 17,520 23,910 23,910 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -100)
-500 -300 0 400 200 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 26.7 0.0 83.5 73.3 100.0 100.0 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 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,530
COMMITMENTS
8,230 6,820 0 9,300 10,710 17,530 17,530 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -200)
-200 -100 0 0 -100 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 38.9 0.0 53.1 61.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 0 8 8 14 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,220
COMMITMENTS
10,585 14,620 700 15,934 11,900 27,220 27,220 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,956)
-54 -1,830 0 -1,902 -126 -1,956 -1,956 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 53.7 2.6 58.5 43.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 3 9 7 16 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,195
COMMITMENTS
9,345 6,730 100 8,750 11,365 18,195 18,195 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 400)
300 930 0 100 -530 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 37.0 0.5 48.1 62.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 19,037
COMMITMENTS
857 1,478 62 18,109 17,498 19,027 19,037 10 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -998)
-818 76 -357 177 -717 -998 -998 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.8 0.3 95.1 91.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 2 12 11 16 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,528,502
COMMITMENTS
1110626 70,034 805,746 3571516 4640365 5487888 5516145 40,614 12,357
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -145,208)
8,414 11,415 -85,440 -71,294 -73,549 -148,320 -147,574 3,112 2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.3 14.6 64.6 83.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
67 13 58 130 123 207 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,621,777
COMMITMENTS
112,692 31,118 734,133 772,196 855,840 1619020 1621091 2,756 686
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -27)
-26,092 -27,407 42,997 8,800 10,677 25,706 26,267 -25,733 -26,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.9 45.3 47.6 52.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 11 29 57 54 88 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,484
COMMITMENTS
1,571 2,099 2,992 171,352 182,900 175,915 187,991 17,569 5,493
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 4,215)
-152 -1,012 463 3,038 4,288 3,349 3,739 866 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 1.5 88.6 94.5 90.9 97.2 9.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 6 33 31 39 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,779
COMMITMENTS
2,912 0 248 95,406 97,717 98,566 97,965 4,213 4,814
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 4,435)
209 0 124 4,471 1,558 4,804 1,682 -369 2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 92.8 95.1 95.9 95.3 4.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 31 32 33 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,022
COMMITMENTS
1,440 1,535 2,362 179,480 181,726 183,282 185,623 12,740 10,399
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 37,503)
642 275 -28 40,572 37,505 41,186 37,752 -3,683 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 1.2 91.6 92.7 93.5 94.7 6.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 26 26 28 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,037,480
COMMITMENTS
717 16,289 10,077 1015731 1007967 1026525 1034333 10,955 3,147
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -29,570)
416 -1,189 370 -30,706 -30,165 -29,920 -30,984 350 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.6 1.0 97.9 97.2 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 4 52 37 56 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 461,266
COMMITMENTS
8,218 0 524 437,016 453,531 445,758 454,055 15,508 7,211
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 16,782)
-1,213 0 272 18,768 15,995 17,827 16,267 -1,045 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.1 94.7 98.3 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 0 2 38 48 41 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,269
COMMITMENTS
6,085 0 2,052 343,035 362,587 351,172 364,639 19,097 5,630
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 458)
-1,143 0 29 -2,520 74 -3,634 103 4,092 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.6 92.6 97.9 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 0 3 39 45 45 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,268
COMMITMENTS
310 3,521 1,227 172,202 162,828 173,739 167,576 3,529 9,692
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 9,329)
310 929 22 9,725 10,893 10,057 11,844 -728 -2,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 0.7 97.1 91.9 98.0 94.5 2.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 2 30 32 33 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,061
COMMITMENTS
9,428 4,109 985 96,190 101,175 106,603 106,269 4,458 4,792
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,788)
759 1,188 -331 801 -353 1,229 504 559 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.7 0.9 86.6 91.1 96.0 95.7 4.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 24 25 27 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,818
COMMITMENTS
0 479 31 35,472 35,676 35,503 36,186 1,315 632
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,332)
0 0 0 1,301 1,368 1,301 1,368 31 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.1 96.3 96.9 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 12 18 13 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,132
COMMITMENTS
693 992 1,434 98,066 98,844 100,193 101,270 7,939 6,862
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,752)
-582 -30 340 1,938 1,572 1,696 1,882 1,056 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 1.3 90.7 91.4 92.7 93.7 7.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 20 19 22 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 168,116
COMMITMENTS
0 0 0 159,669 164,844 159,669 164,844 8,447 3,272
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -692)
0 0 0 -1,232 -1,500 -1,232 -1,500 540 808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 98.1 95.0 98.1 5.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 26 27 26 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,746
COMMITMENTS
0 0 0 61,738 63,389 61,738 63,389 9,008 7,357
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 9,421)
0 0 0 8,073 6,590 8,073 6,590 1,348 2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.3 89.6 87.3 89.6 12.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,378
COMMITMENTS
3,096 1,442 0 21,644 22,269 24,740 23,711 638 1,667
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 837)
403 0 0 620 139 1,023 139 -186 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.7 0.0 85.3 87.7 97.5 93.4 2.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 12 16 14 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 601,098
COMMITMENTS
48,585 9,201 9,182 534,693 574,862 592,460 593,245 8,638 7,853
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 20,551)
7,427 916 2,162 11,739 19,870 21,328 22,948 -777 -2,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.5 1.5 89.0 95.6 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 3 7 53 54 64 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,069
COMMITMENTS
0 4,564 180 126,718 121,519 126,898 126,263 10,171 10,806
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 3,055)
0 -400 -826 910 4,220 84 2,994 2,971 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.1 92.4 88.7 92.6 92.1 7.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 2 23 19 25 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,871
COMMITMENTS
0 1,073 372 80,458 78,234 80,830 79,679 3,041 4,192
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,658)
0 825 -93 2,404 1,930 2,311 2,662 347 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 95.9 93.3 96.4 95.0 3.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 17 20 18 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,718
COMMITMENTS
46,017 3,967 0 118,242 154,954 164,259 158,921 3,459 8,797
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 25,807)
19,220 1,803 0 4,169 19,545 23,389 21,348 2,418 4,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 2.4 0.0 70.5 92.4 97.9 94.8 2.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 7 0 18 37 28 44
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,711
COMMITMENTS
74,379 11,063 770 114,516 178,310 189,665 190,143 6,046 5,568
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 26,340)
15,364 2,403 620 5,366 20,481 21,350 23,504 4,990 2,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 5.7 0.4 58.5 91.1 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 12 3 28 47 40 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,625
COMMITMENTS
621 0 60 79,178 77,241 79,859 77,301 766 3,324
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 469)
402 0 0 66 593 468 593 1 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 98.2 95.8 99.0 95.9 1.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 19 25 21 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,521
COMMITMENTS
186 465 824 273,354 278,564 274,364 279,853 13,157 7,668
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 474)
186 -883 -122 -2,354 2,489 -2,290 1,484 2,764 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.3 95.1 96.9 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 31 29 32 31
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 28,178
COMMITMENTS
1,456 2,640 0 23,370 22,938 24,826 25,578 3,352 2,600
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -661 -248 -661 -248 630 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 9.4 0.0 82.9 81.4 88.1 90.8 11.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 12 11 14 14
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,139
COMMITMENTS
0 4,740 149 125,598 122,374 125,747 127,263 6,392 4,876
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,294)
0 608 -306 1,405 64 1,099 366 1,195 1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.1 95.0 92.6 95.2 96.3 4.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 23 21 24 24
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,965
COMMITMENTS
0 1,524 486 31,373 31,099 31,859 33,109 2,106 856
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 164)
0 -546 5 -213 643 -208 102 372 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.4 92.4 91.6 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 13 16 15 18
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,023
COMMITMENTS
3,965 1,695 719 135,607 138,940 140,291 141,354 6,732 5,669
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 216)
241 -529 -140 632 757 733 88 -517 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.2 0.5 92.2 94.5 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 20 16 23 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,084
COMMITMENTS
132 0 240 118,470 123,805 118,842 124,045 8,242 3,039
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 3,023)
132 0 240 2,431 2,349 2,803 2,589 220 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 93.2 97.4 93.5 97.6 6.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 18 23 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,604
COMMITMENTS
0 207 93 71,865 71,065 71,958 71,365 646 1,239
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,460)
0 0 0 1,460 740 1,460 740 0 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 99.0 97.9 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 13 15 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,028
COMMITMENTS
0 862 62 111,980 112,640 112,042 113,564 7,986 6,464
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 4,128)
0 129 -186 2,503 1,528 2,317 1,471 1,811 2,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.1 93.3 93.8 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 22 20 23 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,747
COMMITMENTS
0 6,658 8,654 149,908 147,315 158,562 162,627 13,185 9,120
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 12,736)
-31 1,229 1,777 7,643 8,602 9,389 11,608 3,347 1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 5.0 87.3 85.8 92.3 94.7 7.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 4 31 23 35 28
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,329
COMMITMENTS
0 0 0 17,930 17,753 17,930 17,753 399 576
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 153)
0 0 0 91 153 91 153 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 96.9 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 10 16 10 16
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,553
COMMITMENTS
0 434 0 23,159 24,538 23,159 24,972 2,394 581
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 124)
0 0 0 31 93 31 93 93 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 90.6 96.0 90.6 97.7 9.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 14 14 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,447
COMMITMENTS
3,822 0 0 25,227 29,915 29,049 29,915 2,398 1,532
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -391 -31 -391 -31 360 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 80.2 95.1 92.4 95.1 7.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 15 11 18 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 198,397
COMMITMENTS
19,387 11,562 2,579 166,200 174,772 188,166 188,913 10,231 9,484
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 289)
180 2,950 0 -2,289 -2,853 -2,109 97 2,398 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.8 1.3 83.8 88.1 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 5 3 34 31 39 37
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,188
COMMITMENTS
0 0 0 27,200 28,584 27,200 28,584 1,988 604
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 341)
0 0 0 310 -19 310 -19 31 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 97.9 93.2 97.9 6.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 11 13 11
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 85,611
COMMITMENTS
0 0 0 70,635 76,011 70,635 76,011 14,976 9,600
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,186)
0 0 0 -637 -626 -637 -626 1,823 1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.5 88.8 82.5 88.8 17.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 107,865
COMMITMENTS
0 0 0 101,357 103,825 101,357 103,825 6,508 4,040
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 6,754)
0 0 0 6,138 6,506 6,138 6,506 616 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 96.3 94.0 96.3 6.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 19 28 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 38,635
COMMITMENTS
1,369 0 0 33,351 32,172 34,720 32,172 3,915 6,463
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 362)
0 0 0 362 -5,160 362 -5,160 0 5,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 86.3 83.3 89.9 83.3 10.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 10 12 10
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 122,876
COMMITMENTS
2,409 0 0 109,797 112,003 112,206 112,003 10,670 10,873
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,473)
287 0 0 1,849 2,589 2,136 2,589 337 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 89.4 91.2 91.3 91.2 8.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 15 24 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,004
COMMITMENTS
6,256 0 0 63,606 73,810 69,862 73,810 8,142 4,194
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 5,971)
0 0 0 1,690 5,997 1,690 5,997 4,281 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 81.5 94.6 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 16 17 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 150,312
COMMITMENTS
20,249 11,347 15,120 113,951 122,219 149,321 148,686 991 1,626
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -69)
262 -372 -385 -518 -467 -641 -1,224 571 1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.5 10.1 75.8 81.3 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 11 17 42 48 63 68
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,696
COMMITMENTS
6,456 105 156 39,083 45,435 45,696 45,696 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -3,373)
-926 -226 -131 -2,315 -3,016 -3,373 -3,373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.2 0.3 85.5 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 2 2 30 25 37 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 392,782
COMMITMENTS
24,800 3,952 1,552 366,430 387,278 392,782 392,782 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -29,727)
-160 344 -656 -28,911 -29,415 -29,727 -29,727 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.0 0.4 93.3 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 25 24 29 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,307,313
COMMITMENTS
30,580 160,729 16,074 1251059 1117310 1297713 1294113 9,600 13,200
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 28,963)
4,240 6,280 -1,552 16,675 11,035 19,363 15,763 9,600 13,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.3 1.2 95.7 85.5 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 4 36 40 45 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,950
COMMITMENTS
1,355 6,471 1,730 67,865 62,749 70,950 70,950 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,411)
30 403 -210 1,591 1,218 1,411 1,411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.1 2.4 95.7 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 8 6 24 24 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 305,024
COMMITMENTS
2,202 11,233 4,635 298,187 289,156 305,024 305,024 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -424)
0 328 0 -424 -752 -424 -424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 1.5 97.8 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 1 15 15 17 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 366,996
COMMITMENTS
1,176 33,479 7,122 357,498 325,195 365,796 365,796 1,200 1,200
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 12,185)
784 0 0 10,201 10,985 10,985 10,985 1,200 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.1 1.9 97.4 88.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 21 25 23 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,009
COMMITMENTS
361 263 252 21,898 21,475 22,511 21,990 498 1,019
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 140)
127 0 42 -104 -242 65 -200 75 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.1 1.1 95.2 93.3 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 2 22 19 27 22
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,812
COMMITMENTS
645 15,000 0 63,831 49,420 64,476 64,420 336 392
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,920)
110 2,400 -50 1,763 -822 1,823 1,528 97 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 23.1 0.0 98.5 76.3 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 27 27 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,037
COMMITMENTS
750 15,000 0 82,858 68,620 83,608 83,620 429 417
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,474)
110 2,400 -50 2,155 -138 2,215 2,212 259 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.8 0.0 98.6 81.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 0 27 27 30 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,460
COMMITMENTS
700 1,050 0 33,477 33,260 34,177 34,310 283 150
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,010)
0 0 0 -1,090 -1,010 -1,090 -1,010 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.0 0.0 97.1 96.5 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 23 18 24 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 276,824
COMMITMENTS
13,464 0 2,336 261,024 274,488 276,824 276,824 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 3,960)
0 0 0 3,960 3,960 3,960 3,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.8 94.3 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 20 24 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,806
COMMITMENTS
80 66 0 6,365 6,613 6,445 6,679 361 127
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,597)
0 0 0 1,597 1,553 1,597 1,553 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.0 93.5 97.2 94.7 98.1 5.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 14 15 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,895
COMMITMENTS
724 617 22 7,127 6,552 7,873 7,191 22 704
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 126)
22 44 -44 148 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 7.8 0.3 90.3 83.0 99.7 91.1 0.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 1 19 18 24 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,967
COMMITMENTS
900 1,282 0 6,902 6,385 7,802 7,667 165 300
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -50)
0 250 0 -50 0 -50 250 0 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 16.1 0.0 86.6 80.1 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 13 13 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,750
COMMITMENTS
530 100 300 12,365 13,265 13,195 13,665 555 85
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -275)
0 0 0 -410 -315 -410 -315 135 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.7 2.2 89.9 96.5 96.0 99.4 4.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 10 14 13 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,372
COMMITMENTS
0 1,360 0 43,277 41,922 43,277 43,282 95 90
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 225)
0 310 0 135 -75 135 235 90 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 99.8 96.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 25 25 25 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,691
COMMITMENTS
825 0 0 25,686 26,691 26,511 26,691 180 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 470)
0 0 0 470 470 470 470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.2 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 21 23 23 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,754
COMMITMENTS
819 194 422 16,959 17,629 18,200 18,245 554 509
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 206)
0 0 0 206 206 206 206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.0 2.3 90.4 94.0 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 25 19 28 22
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,869
COMMITMENTS
280 7,468 150 60,345 52,987 60,775 60,605 94 264
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,302)
0 448 0 1,295 854 1,295 1,302 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 12.3 0.2 99.1 87.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 1 31 24 33 28
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,662
COMMITMENTS
970 15,854 1,295 77,346 62,442 79,611 79,591 51 71
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,170)
-115 527 200 2,089 1,448 2,174 2,175 -4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 19.9 1.6 97.1 78.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 7 9 32 30 45 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,450
COMMITMENTS
1,385 445 300 48,395 50,505 50,080 51,250 1,370 200
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,120)
60 0 0 140 1,120 200 1,120 920 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 0.6 94.1 98.2 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 20 9 23 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,935
COMMITMENTS
1,720 2,545 475 58,415 58,915 60,610 61,935 1,325 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,015)
40 0 0 -145 1,015 -105 1,015 1,120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.1 0.8 94.3 95.1 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 25 13 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 306,109
COMMITMENTS
44,678 1,200 1,160 260,271 303,749 306,109 306,109 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 424)
416 0 0 8 424 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.4 0.4 85.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 23 28 25 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,883
COMMITMENTS
5,603 1,191 823 17,736 22,618 24,161 24,631 722 252
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 263)
65 -3 23 175 243 263 263 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 4.8 3.3 71.3 90.9 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 5 24 31 29 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 37,172
COMMITMENTS
1,227 154 276 35,669 36,742 37,172 37,172 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -563)
-1 51 -51 -511 -563 -563 -563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.7 96.0 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 16 16 20 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 313,093
COMMITMENTS
9,450 22,749 2,331 301,312 282,813 313,093 307,893 0 5,200
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,888)
0 5,464 0 1,888 -8,776 1,888 -3,312 0 5,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.3 0.7 96.2 90.3 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 18 18 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 18,994
COMMITMENTS
1,506 650 847 16,196 15,962 18,549 17,459 445 1,535
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 0)
320 44 -255 -65 -49 0 -260 0 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.4 4.5 85.3 84.0 97.7 91.9 2.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 18 18 22 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 152,062
COMMITMENTS
392 14,040 0 150,070 138,022 150,462 152,062 1,600 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,601)
0 0 0 -3,201 -1,601 -3,201 -1,601 1,600 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.2 0.0 98.7 90.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 10 14 11
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,170
COMMITMENTS
880 764 324 13,715 13,392 14,919 14,480 251 690
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 840)
0 199 -1 695 523 694 720 146 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.0 2.1 90.4 88.3 98.3 95.5 1.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 20 20 24 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 170,934
COMMITMENTS
14,040 5,922 0 155,294 165,012 169,334 170,934 1,600 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -3,593)
0 0 0 -5,193 -3,593 -5,193 -3,593 1,600 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.5 0.0 90.9 96.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 20 17 21 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,332
COMMITMENTS
0 564 1,255 17,077 16,513 18,332 18,332 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,228)
0 -231 -101 -1,127 -896 -1,228 -1,228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 6.8 93.2 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 18 16 20 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 171,579
COMMITMENTS
0 2,601 0 171,579 168,978 171,579 171,579 0 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -6,720)
0 -320 0 -6,720 -6,400 -6,720 -6,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,955
COMMITMENTS
620 0 245 14,050 15,585 14,915 15,830 1,040 125
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -490 -425 -490 -425 190 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.5 88.1 97.7 93.5 99.2 6.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 21 13 24 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,255
COMMITMENTS
315 160 620 15,875 16,300 16,810 17,080 445 175
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 175)
-140 160 140 10 -300 10 0 165 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.9 3.6 92.0 94.5 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 25 14 29 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 551,783
COMMITMENTS
0 68,719 75,599 475,804 406,362 551,403 550,679 380 1,104
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 9,828)
0 146 -432 10,260 10,111 9,828 9,825 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 13.7 86.2 73.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 4 19 19 23 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,605
COMMITMENTS
180 0 0 10,905 11,605 11,085 11,605 520 0
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 355)
0 0 0 215 355 215 355 140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.0 100.0 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 13 14 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,843
COMMITMENTS
1,325 0 0 30,597 32,815 31,922 32,815 921 28
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 525)
-100 0 0 355 525 255 525 270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 93.2 99.9 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 17 18 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,874
COMMITMENTS
1,325 0 0 27,932 29,850 29,257 29,850 617 24
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 210)
0 0 0 -5 210 -5 210 215 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 93.5 99.9 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 16 13 19 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,160
COMMITMENTS
0 375 0 13,670 13,535 13,670 13,910 490 250
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -425)
0 -50 0 -735 -465 -735 -515 310 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 96.5 95.6 96.5 98.2 3.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 13 15 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,830
COMMITMENTS
0 150 0 9,225 9,570 9,225 9,720 605 110
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -425)
0 -50 0 -735 -425 -735 -475 310 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 93.8 97.4 93.8 98.9 6.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 12 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,169
COMMITMENTS
0 2,375 75 24,054 21,453 24,129 23,903 40 266
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 536)
0 0 0 536 270 536 270 0 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 0.3 99.5 88.8 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 1 17 19 18 23
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,260
COMMITMENTS
100 2,200 25 26,095 23,716 26,220 25,941 40 319
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 299)
0 0 0 299 30 299 30 0 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.4 0.1 99.4 90.3 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 17 17 18 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,454
COMMITMENTS
295 3,572 480 111,249 108,092 112,024 112,144 430 310
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,560)
0 720 -50 1,205 665 1,155 1,335 405 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.2 0.4 98.9 96.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 6 3 36 34 40 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 133,018
COMMITMENTS
580 6,372 980 130,388 124,956 131,948 132,308 1,070 710
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -397)
0 250 325 -1,767 -1,682 -1,442 -1,107 1,045 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.8 0.7 98.0 93.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 8 5 39 33 46 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 199,386
COMMITMENTS
10,363 25,591 12,828 175,420 158,089 198,611 196,508 775 2,878
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,129)
1,052 910 700 -1,121 -3,177 632 -1,567 497 2,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 12.8 6.4 88.0 79.3 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 16 11 43 41 60 60
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,602
COMMITMENTS
2,234 9,466 2,685 122,124 113,312 127,043 125,463 559 2,139
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,886)
421 940 -265 1,240 -898 1,396 -223 490 2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.4 2.1 95.7 88.8 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 7 4 37 33 43 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,670
COMMITMENTS
1,035 750 5 49,075 48,950 50,115 49,705 555 965
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,060)
-50 0 0 685 120 635 120 425 940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 0.0 96.9 96.6 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 21 12 24 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,715
COMMITMENTS
755 650 0 46,500 45,955 47,255 46,605 460 1,110
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,150)
0 0 0 765 65 765 65 385 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 0.0 97.5 96.3 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 21 11 23 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,999
COMMITMENTS
375 0 225 27,904 28,587 28,504 28,812 495 187
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 90)
0 0 0 -242 -27 -242 -27 332 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.8 96.2 98.6 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 27 26 28 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 22,336
COMMITMENTS
1,750 0 0 20,586 22,276 22,336 22,276 0 60
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,075 1,075 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 92.2 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,051
COMMITMENTS
1,385 1,925 0 25,762 25,844 27,147 27,769 904 282
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,179)
25 0 0 1,124 957 1,149 957 30 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.9 0.0 91.8 92.1 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,414
COMMITMENTS
1,118 0 7 15,634 16,967 16,759 16,974 655 440
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 286)
0 0 0 256 116 256 116 30 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 89.8 97.4 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 16 17 18 18
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,389
COMMITMENTS
1,490 5,856 395 33,875 29,725 35,760 35,976 629 413
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,547)
-50 899 0 1,152 348 1,102 1,247 445 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.1 1.1 93.1 81.7 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 1 28 21 31 26
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,814
COMMITMENTS
0 190 110 23,508 23,096 23,618 23,396 196 418
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 896)
-110 190 110 765 292 765 592 131 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.5 98.7 97.0 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 21 25 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,940
COMMITMENTS
0 1,535 85 20,420 19,059 20,505 20,679 435 261
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 90)
0 0 0 -225 -155 -225 -155 315 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.4 97.5 91.0 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 22 15 23 18
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,562
COMMITMENTS
0 0 0 14,214 14,392 14,214 14,392 348 170
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.8 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 11 16 11
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,134
COMMITMENTS
185 525 0 32,498 32,124 32,683 32,649 451 485
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 10)
5 0 -5 -318 -20 -318 -25 328 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.6 0.0 98.1 97.0 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 28 23 30 24
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,951
COMMITMENTS
583 0 0 18,149 18,604 18,732 18,604 219 347
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 345)
-30 0 0 360 333 330 333 15 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 95.8 98.2 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 22 18 24 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,755
COMMITMENTS
975 0 0 14,915 16,168 15,890 16,168 865 587
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 675)
-10 0 0 640 648 630 648 45 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 89.0 96.5 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 19 15 21 15
Updated May 5, 2017