CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,503
COMMITMENTS
1,736 606 225 4,522 5,671 6,483 6,502 20 1
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 9.3 3.5 69.5 87.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 1 9 7 15 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,681
COMMITMENTS
17,613 7,530 519 10,479 20,632 28,611 28,681 70 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,224)
-550 45 0 1,754 1,179 1,204 1,224 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 26.3 1.8 36.5 71.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 8 2 8 12 22 20
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,275
COMMITMENTS
17,900 29,145 650 15,725 4,480 34,275 34,275 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 500)
400 1,400 0 100 -900 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 85.0 1.9 45.9 13.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 3 9 4 17 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 22,895
COMMITMENTS
5,040 17,985 1,720 16,115 3,150 22,875 22,855 20 40
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 975)
350 1,150 -75 700 -100 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 78.6 7.5 70.4 13.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 9 4 9 3 19 12
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 22,979
COMMITMENTS
3,268 985 280 19,431 21,714 22,979 22,979 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 575)
105 -125 0 470 700 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 4.3 1.2 84.6 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 2 1 10 6 17 9
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 45,992
COMMITMENTS
6,225 4,878 2,750 36,997 38,324 45,972 45,952 20 40
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,165)
280 350 150 735 665 1,165 1,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 10.6 6.0 80.4 83.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 10 2 12 12 17 22
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 15,560
COMMITMENTS
6,075 8,660 650 8,825 6,250 15,550 15,560 10 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
-1,000 0 0 1,000 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 55.7 4.2 56.7 40.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 2 6 5 15 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,550
COMMITMENTS
5,775 5,370 320 8,435 8,860 14,530 14,550 20 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 36.9 2.2 58.0 60.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 1 8 8 16 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,965
COMMITMENTS
6,715 6,800 600 9,650 9,565 16,965 16,965 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 40.1 3.5 56.9 56.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 2 9 5 18 10
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,591,717
COMMITMENTS
961,250 108,845 562,381 3017127 3895083 4540758 4566309 50,959 25,408
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,691)
59,041 12,739 -62,812 35,623 79,293 31,852 29,220 -30,161 -27,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 2.4 12.2 65.7 84.8 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
59 19 61 137 123 211 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,315
COMMITMENTS
58,564 73,649 13,632 121,899 108,911 194,095 196,192 2,220 123
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,004)
-688 6,867 2,219 4,473 -3,082 6,004 6,004 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 37.5 6.9 62.1 55.5 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 15 15 31 32 54 54
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,574
COMMITMENTS
17,333 1,606 1,857 187,420 220,090 206,610 223,553 22,964 6,021
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,630)
-880 373 -238 4,704 4,336 3,586 4,471 2,044 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.7 0.8 81.6 95.9 90.0 97.4 10.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 2 5 33 30 42 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,278
COMMITMENTS
1,262 3,927 3,658 112,773 109,259 117,693 116,844 4,585 5,434
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 892)
292 -126 1,058 -292 642 1,058 1,574 -166 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.2 3.0 92.2 89.4 96.3 95.6 3.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 22 29 28 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,220
COMMITMENTS
4,734 608 1,779 155,279 165,795 161,792 168,182 14,428 8,038
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 310)
-799 0 56 2,214 486 1,471 542 -1,161 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.3 1.0 88.1 94.1 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 3 29 34 33 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 789,109
COMMITMENTS
2,380 1,255 3,987 772,210 779,512 778,577 784,754 10,532 4,355
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 23,029)
1,393 275 85 20,981 23,033 22,459 23,393 570 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.2 0.5 97.9 98.8 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 2 2 54 38 58 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,749
COMMITMENTS
248 6,099 561 337,320 330,929 338,129 337,589 5,620 6,160
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,205)
0 -428 246 8,674 9,594 8,920 9,412 285 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.8 0.2 98.1 96.3 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 2 40 47 43 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,366
COMMITMENTS
121 2,176 920 235,480 240,348 236,521 243,444 8,845 1,922
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,024)
121 -191 125 623 849 869 783 155 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.4 96.0 98.0 96.4 99.2 3.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 3 42 41 45 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,153
COMMITMENTS
1,229 663 1,514 77,719 73,478 80,462 75,655 3,691 8,498
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 667)
-90 663 -300 1,043 414 653 777 14 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.8 1.8 92.4 87.3 95.6 89.9 4.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 20 21 22 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,831
COMMITMENTS
0 12,454 1,763 99,141 89,302 100,904 103,519 4,927 2,312
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 769)
-560 -408 -126 867 1,305 181 771 588 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.8 1.7 93.7 84.4 95.3 97.8 4.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 6 4 29 28 33 34
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,397
COMMITMENTS
0 4,012 636 83,948 84,254 84,584 88,902 8,813 4,495
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,952)
-191 1,143 -174 4,838 3,229 4,473 4,198 -1,521 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.7 89.9 90.2 90.6 95.2 9.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 21 21 22 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 137,470
COMMITMENTS
0 0 0 131,994 132,937 131,994 132,937 5,476 4,533
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,662)
0 0 0 2,435 3,401 2,435 3,401 -773 -1,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.0 96.7 96.0 96.7 4.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 28 28 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,802
COMMITMENTS
0 0 0 49,505 52,846 49,505 52,846 7,297 3,956
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 107)
0 0 0 256 76 256 76 -149 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.2 93.0 87.2 93.0 12.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 14 17 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 393,447
COMMITMENTS
5,201 4,338 4,290 376,822 376,585 386,313 385,213 7,134 8,234
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 16,299)
1,857 -4,176 1,501 12,888 20,920 16,246 18,245 53 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.1 1.1 95.8 95.7 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 3 3 51 43 57 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,944
COMMITMENTS
842 1,835 657 61,290 64,664 62,789 67,156 9,155 4,788
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 616)
0 -37 -147 308 248 161 64 455 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.6 0.9 85.2 89.9 87.3 93.3 12.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 17 17 20 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,739
COMMITMENTS
3,499 1,575 1,027 54,143 56,541 58,669 59,143 5,070 4,596
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 820)
-364 155 0 460 -191 96 -36 724 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.5 1.6 84.9 88.7 92.0 92.8 8.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 17 17 20 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,674
COMMITMENTS
2,542 1,240 0 38,207 39,303 40,749 40,543 925 1,131
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,240)
1,736 248 0 7,318 9,848 9,054 10,096 186 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 3.0 0.0 91.7 94.3 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 17 19 19 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,971
COMMITMENTS
17,308 9,220 0 62,207 70,511 79,515 79,731 456 240
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,240)
1,736 248 0 7,624 9,178 9,360 9,426 -120 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 11.5 0.0 77.8 88.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 7 0 31 30 36 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,836
COMMITMENTS
0 780 0 34,776 31,748 34,776 32,528 60 2,308
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,012)
0 0 0 1,012 1,012 1,012 1,012 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.0 99.8 91.1 99.8 93.4 0.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 16 21 16 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,716
COMMITMENTS
0 143 973 208,575 201,471 209,548 202,587 5,168 12,129
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 603)
0 -155 145 0 -1,623 145 -1,633 458 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.5 97.1 93.8 97.6 94.4 2.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 33 30 34 31
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 24,945
COMMITMENTS
0 337 0 23,280 19,918 23,280 20,255 1,665 4,690
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 93.3 79.8 93.3 81.2 6.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 11 13 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,168
COMMITMENTS
574 2,000 887 37,694 36,912 39,155 39,799 5,013 4,369
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 180)
-527 -93 527 150 462 150 896 30 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 4.5 2.0 85.3 83.6 88.7 90.1 11.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 17 19 19 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,354
COMMITMENTS
0 167 1,993 75,034 75,013 77,027 77,173 6,327 6,181
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -160)
0 -2,190 1,040 -3,105 714 -2,065 -436 1,905 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.2 2.4 90.0 90.0 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 21 26 22 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,871
COMMITMENTS
8,055 0 640 107,499 114,702 116,194 115,342 5,677 6,529
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,937)
-93 0 62 2,370 2,745 2,339 2,807 598 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.5 88.2 94.1 95.3 94.6 4.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 20 18 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,358
COMMITMENTS
0 0 0 87,647 90,539 87,647 90,539 5,711 2,819
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 662)
0 0 0 662 173 662 173 0 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.9 97.0 93.9 97.0 6.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,092
COMMITMENTS
1,424 0 217 92,078 97,302 93,719 97,519 5,373 1,573
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,013)
661 0 217 104 1,254 982 1,471 31 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.2 92.9 98.2 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 21 19 23 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,419
COMMITMENTS
2,914 434 849 88,718 94,857 92,481 96,140 14,938 11,279
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,085)
306 -434 -168 3,195 2,468 3,333 1,866 -1,248 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.4 0.8 82.6 88.3 86.1 89.5 13.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 27 26 29 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,643
COMMITMENTS
4,666 0 0 30,797 35,798 35,463 35,798 1,180 845
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,170)
1,334 0 0 1,016 2,170 2,350 2,170 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 0.0 0.0 84.0 97.7 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 0 17 16 21 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,199
COMMITMENTS
330 0 0 36,989 38,017 37,319 38,017 880 182
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.0 96.8 99.5 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 13 19 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,406
COMMITMENTS
7,419 6,036 1,458 163,689 167,493 172,566 174,987 7,840 5,419
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,198)
-636 571 -436 3,100 3,307 2,028 3,442 1,170 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 3.3 0.8 90.7 92.8 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 6 5 43 35 48 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 103,828
COMMITMENTS
3,174 0 0 93,453 97,029 96,627 97,029 7,201 6,799
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -463)
151 0 0 -584 -585 -433 -585 -30 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 90.0 93.5 93.1 93.5 6.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 21 21 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,950
COMMITMENTS
0 0 0 77,772 78,822 77,772 78,822 6,178 5,128
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 310)
0 0 0 294 310 294 310 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.6 93.9 92.6 93.9 7.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 19 20 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,334
COMMITMENTS
0 513 31 60,070 60,112 60,101 60,656 6,233 5,678
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 489)
-242 513 -239 726 305 245 579 244 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 90.6 90.6 90.6 91.4 9.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 17 22 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 118,040
COMMITMENTS
6,087 0 0 102,149 116,993 108,236 116,993 9,804 1,047
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,357)
0 0 0 5,645 5,724 5,645 5,724 -288 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 0.0 86.5 99.1 91.7 99.1 8.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 25 17 27 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 128,284
COMMITMENTS
27,393 9,260 6,965 93,274 111,300 127,632 127,525 652 759
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 804)
160 766 -62 643 58 741 762 63 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 7.2 5.4 72.7 86.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 14 18 45 46 66 69
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,825
COMMITMENTS
2,281 537 800 39,744 41,488 42,825 42,825 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,350)
662 0 0 688 1,350 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 1.3 1.9 92.8 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 23 22 26 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 344,785
COMMITMENTS
5,424 11,736 320 339,041 332,729 344,785 344,785 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 11,807)
3,808 6,664 0 7,999 5,143 11,807 11,807 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.4 0.1 98.3 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 20 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,530,398
COMMITMENTS
30,087 78,653 68,295 1432016 1383450 1530398 1530398 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,541)
464 -4,966 2,361 2,716 8,146 5,541 5,541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 5.1 4.5 93.6 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 7 4 38 40 46 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,087
COMMITMENTS
4,825 4,123 3,436 54,826 55,528 63,087 63,087 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -7,461)
718 -768 -193 -7,986 -6,338 -7,461 -7,299 0 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 6.5 5.4 86.9 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 7 25 22 36 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 287,631
COMMITMENTS
1,280 8 320 286,031 287,303 287,631 287,631 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -28,266)
-1,248 0 0 -27,018 -25,770 -28,266 -25,770 0 -2,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.1 99.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 17 18 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 447,162
COMMITMENTS
4,241 2,248 8,632 434,289 436,282 447,162 447,162 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 18,509)
0 0 0 18,509 18,509 18,509 18,509 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.5 1.9 97.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 29 26 32 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,955
COMMITMENTS
751 42 464 30,069 30,904 31,284 31,410 671 545
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 484)
22 0 -255 696 718 463 463 21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.1 1.5 94.1 96.7 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 2 23 24 29 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,795
COMMITMENTS
140 0 0 52,332 52,775 52,472 52,775 323 20
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,510)
0 0 0 1,570 1,510 1,570 1,510 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.1 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 30 29 31 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,499
COMMITMENTS
40 25 0 74,118 74,355 74,158 74,380 341 119
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,675)
0 0 0 1,735 1,675 1,735 1,675 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 33 30 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,032
COMMITMENTS
200 1,075 0 25,262 24,837 25,462 25,912 570 120
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,369)
-325 -100 0 -1,030 -1,269 -1,355 -1,369 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 4.1 0.0 97.0 95.4 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 19 15 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 291,576
COMMITMENTS
11,944 0 384 279,248 291,192 291,576 291,576 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -8,736)
0 0 0 -8,736 -8,736 -8,736 -8,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.1 95.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 25 19 27 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,815
COMMITMENTS
1,471 1,120 171 6,152 6,482 7,794 7,773 21 42
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,808)
-69 -736 -69 -1,667 -1,024 -1,805 -1,829 -3 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 14.3 2.2 78.7 82.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 17 15 22 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,665
COMMITMENTS
3,150 0 0 5,395 8,485 8,545 8,485 120 180
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,675)
-600 0 0 -1,075 -1,675 -1,675 -1,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 0.0 0.0 62.3 97.9 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 10 15 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,205
COMMITMENTS
1,275 350 480 8,870 10,195 10,625 11,025 580 180
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,120)
0 50 0 1,120 1,070 1,120 1,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 3.1 4.3 79.2 91.0 94.8 98.4 5.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 12 13 14 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,119
COMMITMENTS
350 1,475 0 34,239 33,524 34,589 34,999 530 120
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -2,551)
-100 -150 0 -2,911 -2,401 -3,011 -2,551 460 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 4.2 0.0 97.5 95.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 22 19 24 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,536
COMMITMENTS
685 150 0 23,576 24,271 24,261 24,421 275 115
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -973)
-25 75 0 -983 -1,063 -1,008 -988 35 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.6 0.0 96.1 98.9 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 23 23 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,560
COMMITMENTS
0 1,026 168 19,923 18,710 20,091 19,904 469 656
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,379)
-115 -100 -46 -1,129 -1,311 -1,290 -1,457 -89 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 0.8 96.9 91.0 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 1 23 20 24 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,322
COMMITMENTS
1,071 2,471 1,722 49,529 48,002 52,322 52,195 0 127
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -2,819)
-260 411 -55 -1,957 -3,177 -2,272 -2,821 -547 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 4.7 3.3 94.7 91.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 33 27 37 31
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,376
COMMITMENTS
1,693 10,880 1,024 64,617 55,472 67,334 67,376 42 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -4,042)
-96 -512 -75 -3,492 -3,335 -3,663 -3,922 -379 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 16.1 1.5 95.9 82.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 7 5 35 32 43 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,205
COMMITMENTS
665 0 0 46,520 47,205 47,185 47,205 20 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 245)
0 0 0 245 245 245 245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 11 28 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,170
COMMITMENTS
1,165 0 0 51,985 53,170 53,150 53,170 20 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 295)
0 0 0 295 295 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 16 27 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 309,493
COMMITMENTS
51,597 15,105 4,665 253,231 289,723 309,493 309,493 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -31,349)
-2,421 -2,256 -1,155 -23,637 -26,058 -27,213 -29,469 -4,136 -1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 4.9 1.5 81.8 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 27 29 30 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,200
COMMITMENTS
3,357 1,875 1,601 20,159 21,618 25,117 25,094 83 106
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,924)
363 -351 -133 -1,694 -1,261 -1,464 -1,745 -460 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 7.4 6.4 80.0 85.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 6 23 30 29 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,439
COMMITMENTS
2,169 179 50 31,220 33,210 33,439 33,439 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 190)
181 -159 24 -15 325 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.5 0.1 93.4 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 2 14 14 19 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 277,598
COMMITMENTS
760 20,385 0 276,838 257,213 277,598 277,598 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,576)
0 0 0 1,576 1,576 1,576 1,576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 7.3 0.0 99.7 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 0 20 17 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,361
COMMITMENTS
252 1,018 0 19,005 17,880 19,257 18,898 104 463
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -83)
0 0 0 -83 -42 -83 -42 0 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.3 0.0 98.2 92.4 99.5 97.6 0.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 18 19 19
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,595
COMMITMENTS
1,193 0 617 9,513 9,881 11,323 10,498 272 1,097
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 633)
0 0 0 633 633 633 633 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 5.3 82.0 85.2 97.7 90.5 2.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 2 18 18 22 20
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 128,488
COMMITMENTS
6,242 1,658 1,944 119,918 124,502 128,104 128,104 384 384
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,167)
1,961 0 0 -3,128 -1,167 -1,167 -1,167 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 1.3 1.5 93.3 96.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 16 14 20 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,308
COMMITMENTS
230 1,874 319 16,508 14,588 17,057 16,781 251 527
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 260)
0 -21 0 260 260 260 239 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 10.8 1.8 95.4 84.3 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 3 21 26 24 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 188,075
COMMITMENTS
768 9,318 408 186,899 178,349 188,075 188,075 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,826)
0 0 0 5,826 5,826 5,826 5,826 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.0 0.2 99.4 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 19 19 21 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,640
COMMITMENTS
0 325 200 10,380 10,095 10,580 10,620 60 20
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 1.9 97.6 94.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 18 13 19 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,015
COMMITMENTS
1,931 610 1,282 24,802 26,123 28,015 28,015 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 381)
381 0 -27 27 408 381 381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 2.2 4.6 88.5 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 19 17 21 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 237,370
COMMITMENTS
0 4,184 0 237,370 233,186 237,370 237,370 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,952)
0 0 0 1,952 1,952 1,952 1,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 17 15 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,650
COMMITMENTS
400 1,580 0 9,690 9,050 10,090 10,630 560 20
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 14.8 0.0 91.0 85.0 94.7 99.8 5.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,030
COMMITMENTS
205 1,580 155 10,210 9,265 10,570 11,000 460 30
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 14.3 1.4 92.6 84.0 95.8 99.7 4.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 14 16 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 5,712
COMMITMENTS
2,100 168 0 3,612 5,544 5,712 5,712 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 2.9 0.0 63.2 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 0 10 7 15 8
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,115
COMMITMENTS
0 0 0 15,840 16,095 15,840 16,095 275 20
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.3 99.9 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 13 15 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,871
COMMITMENTS
200 0 50 19,501 19,821 19,751 19,871 120 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 825)
0 0 0 825 825 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.3 98.1 99.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 18 18 20 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,824
COMMITMENTS
150 50 0 13,407 13,774 13,557 13,824 267 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 545)
0 0 0 545 545 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.4 0.0 97.0 99.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 16 17 18 18
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,730
COMMITMENTS
0 400 0 19,270 19,100 19,270 19,500 460 230
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 0 0 0 0 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 0.0 97.7 96.8 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 14 14 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,440
COMMITMENTS
0 215 75 17,100 17,110 17,175 17,400 265 40
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 300)
0 75 0 300 225 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.4 98.1 98.1 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 15 11 16 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,587
COMMITMENTS
435 75 40 17,837 18,432 18,312 18,547 275 40
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 75 0 0 -75 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.4 0.2 96.0 99.2 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 10 16 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,808
COMMITMENTS
3,640 1,370 170 92,998 95,133 96,808 96,673 0 135
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -550)
75 -75 0 -625 -475 -550 -550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 1.4 0.2 96.1 98.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 2 38 35 44 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,789
COMMITMENTS
3,305 3,065 1,345 107,124 107,234 111,774 111,644 15 145
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -160)
75 545 -20 -215 -685 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.7 1.2 95.8 95.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 7 5 44 37 51 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 180,560
COMMITMENTS
11,300 17,709 10,469 158,703 152,328 180,472 180,506 88 54
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,387)
1,496 1,279 -463 5,334 5,569 6,367 6,385 20 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 9.8 5.8 87.9 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 12 12 44 47 59 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,334
COMMITMENTS
7,207 4,038 2,793 114,271 117,503 124,271 124,334 63 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,415)
1,140 -19 636 1,639 2,798 3,415 3,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 3.2 2.2 91.9 94.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 5 4 39 34 44 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,205
COMMITMENTS
1,610 950 165 33,420 34,090 35,195 35,205 10 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 210)
-75 0 0 285 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.7 0.5 94.9 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 24 14 26 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,880
COMMITMENTS
1,010 220 130 29,740 30,530 30,880 30,880 0 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -60)
-75 0 0 15 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.7 0.4 96.3 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 25 13 27 16
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 34,495
COMMITMENTS
1,200 0 250 32,661 34,170 34,111 34,420 384 75
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 635)
0 0 0 425 725 425 725 210 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 0.7 94.7 99.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 29 28 31 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,271
COMMITMENTS
525 0 0 14,746 15,151 15,271 15,151 0 120
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -530)
0 0 0 -530 -520 -530 -520 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.0 96.6 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 21 18 23 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,588
COMMITMENTS
2,409 2,269 421 23,598 23,898 26,428 26,588 160 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 165)
75 0 0 -25 200 50 200 115 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 8.5 1.6 88.8 89.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 27 25 33 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,899
COMMITMENTS
1,616 0 53 19,015 20,526 20,684 20,579 215 320
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,175)
150 0 0 1,025 1,175 1,175 1,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 0.3 91.0 98.2 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 23 24 25
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,309
COMMITMENTS
1,392 3,485 1,265 32,328 30,547 34,985 35,297 324 12
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 666)
80 240 -41 617 467 656 666 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 9.9 3.6 91.6 86.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 5 27 26 33 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,321
COMMITMENTS
160 35 30 21,693 22,256 21,883 22,321 438 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,280 1,280 1,280 1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.2 0.1 97.2 99.7 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 27 21 28 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,325
COMMITMENTS
0 2,363 196 24,009 21,766 24,205 24,325 120 0
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.7 0.8 98.7 89.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 22 16 23 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,324
COMMITMENTS
129 200 0 14,639 15,032 14,768 15,232 556 92
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.3 0.0 95.5 98.1 96.4 99.4 3.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 19 16 20 18
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,588
COMMITMENTS
100 500 0 36,154 36,033 36,254 36,533 334 55
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 70)
0 0 -300 370 370 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.4 0.0 98.8 98.5 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 29 27 30 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,959
COMMITMENTS
436 150 18 14,805 15,644 15,259 15,812 700 147
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.9 0.1 92.8 98.0 95.6 99.1 4.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 17 21 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,289
COMMITMENTS
941 0 18 12,310 13,247 13,269 13,265 20 24
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.0 0.1 92.6 99.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 23 19 24 20
Updated September 16, 2016