CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,150
COMMITMENTS
1,711 476 0 4,429 5,673 6,140 6,149 10 1
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -158)
125 18 -148 -135 -28 -158 -158 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 7.7 0.0 72.0 92.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 0 8 7 13 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 34,756
COMMITMENTS
9,642 5,189 4,330 20,684 25,237 34,656 34,756 100 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,615)
-983 460 -437 -1,199 -2,623 -2,620 -2,600 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 14.9 12.5 59.5 72.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 9 9 12 13 27 25
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,260
COMMITMENTS
18,510 11,660 600 15,150 22,000 34,260 34,260 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -200)
90 -10 -240 -50 50 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 34.0 1.8 44.2 64.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 3 8 5 16 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,215
COMMITMENTS
6,435 17,230 195 21,565 10,750 28,195 28,175 20 40
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 300)
200 -150 0 100 450 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 61.1 0.7 76.4 38.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 3 10 4 18 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,434
COMMITMENTS
2,624 493 3,200 23,610 25,741 29,434 29,434 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -9)
-851 -522 403 439 110 -9 -9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.7 10.9 80.2 87.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 3 5 11 9 20 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 69,004
COMMITMENTS
7,465 3,250 4,831 56,688 60,877 68,984 68,958 20 46
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,197)
-22 -888 -28 -1,147 -282 -1,197 -1,197 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.7 7.0 82.2 88.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 7 19 16 28 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,110
COMMITMENTS
3,400 8,860 400 14,300 8,850 18,100 18,110 10 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 300)
100 200 0 200 100 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 48.9 2.2 79.0 48.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 1 7 5 14 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,374
COMMITMENTS
8,770 8,520 200 9,384 9,654 18,354 18,374 20 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 186)
505 0 -70 -249 256 186 186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 46.4 1.1 51.1 52.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 1 8 8 16 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,285
COMMITMENTS
8,609 7,200 1,400 9,276 10,685 19,285 19,285 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 791)
641 500 0 150 291 791 791 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 37.3 7.3 48.1 55.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 3 9 4 19 9
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,695
COMMITMENTS
7,370 6,095 100 4,225 5,500 11,695 11,695 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,150)
600 400 0 550 750 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 52.1 0.9 36.1 47.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 1 7 4 13 8
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,808,840
COMMITMENTS
893,536 69,027 615,486 3253432 4102106 4762454 4786619 46,386 22,221
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -235,375)
-120,372 7,159 -49,197 -63,126 -192,276 -232,695 -234,314 -2,680 -1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 1.4 12.8 67.7 85.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
55 18 59 139 126 206 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,464,783
COMMITMENTS
98,963 29,522 604,586 758,045 829,858 1461595 1463966 3,188 818
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -257,783)
-14,103 -22,287 -125,031 -118,596 -110,292 -257,731 -257,610 -52 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.0 41.3 51.8 56.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 12 31 57 54 90 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,300
COMMITMENTS
8,118 645 4,527 206,399 227,379 219,044 232,551 17,256 3,749
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,164)
-5,276 -661 1,714 4,379 1,575 817 2,628 1,347 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.3 1.9 87.3 96.2 92.7 98.4 7.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 1 6 38 32 46 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,116
COMMITMENTS
1,511 536 1,091 105,121 108,541 107,723 110,168 4,393 1,948
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,518)
-960 0 276 2,730 1,654 2,046 1,930 -528 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 1.0 93.8 96.8 96.1 98.3 3.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 25 32 29 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,161
COMMITMENTS
1,815 4,774 2,032 155,408 153,311 159,255 160,117 12,906 12,044
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,443)
121 2,631 -777 4,822 973 4,166 2,827 -1,723 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.8 1.2 90.3 89.1 92.5 93.0 7.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 2 28 35 31 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 871,463
COMMITMENTS
427 261 1,949 855,263 858,035 857,639 860,245 13,824 11,218
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -4,969)
-179 -823 -174 -3,952 -8,519 -4,305 -9,516 -664 4,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 98.1 98.5 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 2 51 36 54 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,284
COMMITMENTS
3,403 6,240 712 372,172 367,603 376,287 374,555 5,997 7,729
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 5,269)
2,557 1,158 -312 2,774 4,578 5,019 5,424 250 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.6 0.2 97.4 96.2 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 3 36 41 40 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,098
COMMITMENTS
980 95 3,204 262,641 267,325 266,825 270,624 5,273 1,474
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 12,598)
-2,433 91 1,044 15,163 11,212 13,774 12,347 -1,176 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.2 96.5 98.2 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 1 2 46 46 51 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,457
COMMITMENTS
2,796 300 893 86,630 83,095 90,319 84,288 3,138 9,169
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,044)
232 -420 -442 1,496 1,841 1,286 979 -242 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 1.0 92.7 88.9 96.6 90.2 3.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 21 24 24 27
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,006
COMMITMENTS
0 19,386 790 108,129 90,806 108,919 110,982 6,087 4,024
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 6,013)
0 7,519 -1,474 10,753 -573 9,279 5,472 -3,266 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 0.7 94.0 79.0 94.7 96.5 5.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 1 26 25 27 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,805
COMMITMENTS
0 810 0 22,817 23,151 22,817 23,961 1,988 844
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 120 180 120 180 30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 92.0 93.3 92.0 96.6 8.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 12 15 12 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,668
COMMITMENTS
0 5,383 882 99,550 100,202 100,432 106,467 10,236 4,201
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 766)
0 361 0 1,011 287 1,011 648 -245 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.8 90.0 90.5 90.8 96.2 9.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 17 19 18 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 147,380
COMMITMENTS
0 0 0 141,025 142,117 141,025 142,117 6,355 5,263
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 6,892)
0 0 0 7,696 7,928 7,696 7,928 -804 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 96.4 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 27 27 27 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,803
COMMITMENTS
0 0 0 58,867 60,392 58,867 60,392 4,936 3,411
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 5,453)
0 0 0 4,482 4,265 4,482 4,265 971 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 94.7 92.3 94.7 7.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 14 15 14
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,591
COMMITMENTS
1,330 0 0 11,485 12,951 12,815 12,951 1,776 1,640
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 60)
60 0 0 -60 0 0 0 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 78.7 88.8 87.8 88.8 12.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 12 13 14 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 431,065
COMMITMENTS
12,108 2,966 8,790 400,310 413,270 421,208 425,026 9,857 6,039
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 7,321)
4,097 441 -664 4,723 8,863 8,156 8,640 -835 -1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 2.0 92.9 95.9 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 3 4 49 46 55 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,630
COMMITMENTS
566 2,287 1,228 63,774 65,097 65,568 68,612 8,062 5,018
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -454)
116 -640 160 -641 -188 -365 -668 -89 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 1.7 86.6 88.4 89.1 93.2 10.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 17 17 21 21
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,294
COMMITMENTS
0 930 0 16,533 15,818 16,533 16,748 1,761 1,546
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 90.4 86.5 90.4 91.5 9.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 13 15 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,811
COMMITMENTS
1,504 1,292 1,351 63,688 61,999 66,543 64,642 3,268 5,169
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -661)
-30 782 -380 -162 -1,033 -572 -631 -89 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.9 1.9 91.2 88.8 95.3 92.6 4.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 16 23 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,629
COMMITMENTS
18,532 6,750 510 94,689 107,138 113,731 114,398 1,898 1,231
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 15,489)
8,800 -1,830 510 5,579 17,395 14,889 16,075 600 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.8 0.4 81.9 92.7 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 1 26 35 31 39
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,477
COMMITMENTS
30,207 18,795 1,446 100,372 110,902 132,025 131,143 1,452 2,334
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 17,379)
9,005 -1,751 671 7,259 18,062 16,935 16,982 444 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 14.1 1.1 75.2 83.1 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 8 4 37 42 48 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,705
COMMITMENTS
692 0 0 50,161 48,566 50,853 48,566 852 3,139
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -810)
90 0 0 -749 -690 -659 -690 -151 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.0 93.9 98.4 93.9 1.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 19 22 21 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,285
COMMITMENTS
220 0 1,044 233,220 227,626 234,484 228,670 4,801 10,615
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 10,813)
220 -323 -54 11,652 11,297 11,818 10,920 -1,005 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 97.5 95.1 98.0 95.6 2.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 35 33 36 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 28,865
COMMITMENTS
0 811 840 26,031 24,381 26,871 26,032 1,994 2,833
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 935)
0 -150 330 455 544 785 724 150 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 2.9 90.2 84.5 93.1 90.2 6.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 18 17 19 20
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,383
COMMITMENTS
3,417 210 1,008 52,583 57,414 57,008 58,632 7,375 5,751
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 3,036)
803 -96 96 1,709 2,824 2,608 2,824 428 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.3 1.6 81.7 89.2 88.5 91.1 11.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 16 15 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,745
COMMITMENTS
0 3,960 895 80,992 73,738 81,887 78,593 3,858 7,152
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,696)
0 367 -216 1,519 1,659 1,303 1,810 393 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 1.0 94.5 86.0 95.5 91.7 4.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 1 20 25 21 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,384
COMMITMENTS
8,901 598 118 112,613 124,470 121,632 125,186 8,752 5,198
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,792)
674 598 -485 1,694 1,888 1,883 2,001 -91 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.5 0.1 86.4 95.5 93.3 96.0 6.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 21 15 25 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,064
COMMITMENTS
0 0 0 85,466 88,152 85,466 88,152 7,598 4,912
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,098)
0 0 0 852 1,061 852 1,061 246 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 94.7 91.8 94.7 8.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 16 17 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,519
COMMITMENTS
2,170 0 0 109,135 114,066 111,305 114,066 4,214 1,453
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 5,447)
1,153 0 -37 4,326 5,451 5,442 5,414 5 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 94.5 98.7 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 20 18 22 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,884
COMMITMENTS
0 6,647 985 117,301 114,850 118,286 122,482 14,598 10,402
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 5,335)
0 1,862 -12 4,903 3,593 4,891 5,443 444 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.7 88.3 86.4 89.0 92.2 11.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 2 27 25 29 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,918
COMMITMENTS
4,456 0 0 33,588 40,615 38,044 40,615 2,874 303
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 240)
248 0 0 -128 240 120 240 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.0 82.1 99.3 93.0 99.3 7.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 19 16 23 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,739
COMMITMENTS
633 0 0 32,913 33,943 33,546 33,943 1,193 796
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 721)
633 0 0 361 601 994 601 -273 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 94.7 97.7 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 18 11 20 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,597
COMMITMENTS
12,903 5,618 1,782 168,657 181,424 183,342 188,824 10,255 4,773
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 9,370)
3,930 858 721 5,680 10,648 10,331 12,227 -961 -2,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.9 0.9 87.1 93.7 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 4 5 42 35 50 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 98,819
COMMITMENTS
3,110 0 0 89,371 92,868 92,481 92,868 6,338 5,951
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,088)
-428 0 0 2,622 1,957 2,194 1,957 -106 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 90.4 94.0 93.6 94.0 6.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 21 23 22 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,220
COMMITMENTS
0 0 0 80,227 78,995 80,227 78,995 2,993 4,225
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,928)
0 0 0 1,256 2,142 1,256 2,142 672 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 94.9 96.4 94.9 3.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 16 23 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 123,944
COMMITMENTS
6,188 0 0 104,413 119,796 110,601 119,796 13,343 4,148
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 225)
0 0 0 193 -1,480 193 -1,480 32 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 84.2 96.7 89.2 96.7 10.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 21 17 23 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,699
COMMITMENTS
30,417 11,461 14,333 113,320 132,066 158,070 157,860 629 838
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,160)
1,550 -903 85 -472 1,938 1,163 1,121 -3 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.2 9.0 71.4 83.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 16 22 49 50 72 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 47,505
COMMITMENTS
4,414 424 743 42,348 46,338 47,505 47,505 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,391)
954 424 -1,657 -2,688 -2,158 -3,391 -3,391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.9 1.6 89.1 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 4 24 23 29 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 343,412
COMMITMENTS
10,493 6,858 8,657 324,262 327,897 343,412 343,412 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -26,452)
920 -14,742 8,025 -35,397 -19,735 -26,452 -26,452 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.0 2.5 94.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 21 19 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,536,745
COMMITMENTS
83,765 90,843 42,309 1410671 1403593 1536745 1536745 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 24,227)
10,920 14,856 -6,051 19,358 15,422 24,227 24,227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.9 2.8 91.8 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 6 4 38 44 45 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,144
COMMITMENTS
1,447 7,025 2,735 60,962 55,384 65,144 65,144 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,947)
-814 -550 -473 -1,561 -1,925 -2,847 -2,947 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.8 4.2 93.6 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 9 6 26 24 33 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 363,918
COMMITMENTS
0 5,476 0 363,918 358,442 363,918 363,918 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 15,347)
0 -321 0 15,347 15,668 15,347 15,347 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: 26)
0 3 0 16 17 16 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 461,057
COMMITMENTS
6,577 728 8,632 445,848 451,697 461,057 461,057 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -4,376)
2,336 0 0 -6,712 -4,376 -4,376 -4,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 1.9 96.7 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 29 27 33 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,794
COMMITMENTS
920 104 126 30,074 31,186 31,120 31,416 674 378
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -341)
21 -286 -42 -320 8 -341 -320 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.4 94.6 98.1 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 1 24 25 29 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,170
COMMITMENTS
140 0 0 55,723 56,155 55,863 56,155 307 15
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,650)
0 0 0 1,650 1,650 1,650 1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.2 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 30 30 31 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,463
COMMITMENTS
0 0 0 76,133 76,345 76,133 76,345 330 118
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 34 30 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,468
COMMITMENTS
150 975 0 26,702 26,373 26,852 27,348 616 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.5 0.0 97.2 96.0 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 18 16 19 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 301,952
COMMITMENTS
11,920 0 0 290,032 301,952 301,952 301,952 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 6,216)
0 0 0 6,216 6,216 6,216 6,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 21 20 23 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,100
COMMITMENTS
925 1,141 150 5,728 5,704 6,803 6,995 297 105
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -126)
0 0 0 -168 -126 -168 -126 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.1 2.1 80.7 80.3 95.8 98.5 4.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 17 14 21 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,395
COMMITMENTS
2,250 0 0 4,965 7,095 7,215 7,095 180 300
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 135)
0 0 0 75 135 75 135 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 0.0 0.0 67.1 95.9 97.6 95.9 2.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 12 15 15 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,725
COMMITMENTS
1,205 250 550 8,425 9,805 10,180 10,605 545 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,430)
-50 0 25 1,455 1,405 1,430 1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.3 5.1 78.6 91.4 94.9 98.9 5.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 3 13 15 16 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,347
COMMITMENTS
250 1,350 0 38,521 37,877 38,771 39,227 576 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 1,500 1,500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.4 0.0 97.9 96.3 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 0 21 21 23 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,175
COMMITMENTS
1,560 250 0 26,435 27,910 27,995 28,160 180 15
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 935)
0 100 0 935 835 935 935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.9 0.0 93.8 99.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 26 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,840
COMMITMENTS
568 1,023 189 19,597 19,313 20,354 20,525 486 315
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -18)
-63 -105 105 -184 3 -142 3 124 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.9 0.9 94.0 92.7 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 21 24 24 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,047
COMMITMENTS
1,170 2,297 1,647 53,183 51,935 56,000 55,879 47 168
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 56)
-30 -790 485 -390 361 65 56 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.1 2.9 94.9 92.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 4 31 29 36 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,036
COMMITMENTS
1,578 19,241 1,180 73,193 55,547 75,951 75,968 85 68
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -218)
-160 418 404 -462 -1,060 -218 -238 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 25.3 1.6 96.3 73.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 7 4 37 33 43 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,350
COMMITMENTS
765 0 0 44,570 45,320 45,335 45,320 15 30
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 830)
180 0 0 650 830 830 830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.3 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 27 11 28 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,610
COMMITMENTS
1,210 800 0 50,385 50,810 51,595 51,610 15 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,025)
180 400 0 845 625 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.6 0.0 97.6 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 16 28 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 312,237
COMMITMENTS
44,244 13,932 3,208 264,785 295,097 312,237 312,237 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,408)
2,341 -408 -400 467 3,216 2,408 2,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.5 1.0 84.8 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 2 24 31 27 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,700
COMMITMENTS
4,412 2,084 1,618 20,587 22,829 26,617 26,531 83 169
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -672)
382 -43 -484 -570 -191 -672 -718 0 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.8 6.1 77.1 85.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 6 25 30 31 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,122
COMMITMENTS
3,596 28 254 32,272 35,840 36,122 36,122 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,674)
-677 26 76 2,275 1,572 1,674 1,674 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.1 0.7 89.3 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 4 16 15 23 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 304,269
COMMITMENTS
3,152 20,001 0 301,117 284,268 304,269 304,269 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 408)
0 0 0 408 408 408 408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.6 0.0 99.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 20 17 21 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,903
COMMITMENTS
763 474 1,018 18,614 18,990 20,395 20,482 508 421
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -15)
-43 388 0 28 -403 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.3 4.9 89.0 90.8 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 16 20 20 22
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,960
COMMITMENTS
145 0 126 8,823 9,476 9,094 9,602 866 358
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 209)
21 0 -21 188 209 188 188 21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 1.3 88.6 95.1 91.3 96.4 8.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 15 11 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,482
COMMITMENTS
811 82 512 8,144 9,171 9,467 9,765 1,015 717
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 116)
0 82 0 433 392 433 474 -317 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.8 4.9 77.7 87.5 90.3 93.2 9.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 18 18 22 20
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 114,869
COMMITMENTS
12,053 0 816 101,592 113,645 114,461 114,461 408 408
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,135)
385 0 0 750 1,135 1,135 1,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.7 88.4 98.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 18 16 23 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,889
COMMITMENTS
501 1,823 320 14,798 13,302 15,619 15,445 270 444
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -147)
21 83 0 -209 -230 -188 -147 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.5 2.0 93.1 83.7 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 21 25 26 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 173,367
COMMITMENTS
398 9,705 793 172,176 162,869 173,367 173,367 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -809)
-760 -1,155 0 -49 346 -809 -809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.6 0.5 99.3 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 20 18 22 22
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,495
COMMITMENTS
0 525 0 9,435 8,955 9,435 9,480 60 15
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 99.4 94.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 16 12 16 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,623
COMMITMENTS
2,912 413 1,530 21,181 23,680 25,623 25,623 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,978)
-573 -52 0 -2,405 -2,926 -2,978 -2,978 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.6 6.0 82.7 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 17 14 19 16
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 230,123
COMMITMENTS
0 3,864 0 230,123 226,259 230,123 230,123 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -15,720)
0 0 0 -15,720 -15,720 -15,720 -15,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 14 16 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,285
COMMITMENTS
400 1,780 0 10,350 9,490 10,750 11,270 535 15
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 15.8 0.0 91.7 84.1 95.3 99.9 4.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 13 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,695
COMMITMENTS
155 1,780 155 10,835 9,745 11,145 11,680 550 15
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 15.2 1.3 92.6 83.3 95.3 99.9 4.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 13 15 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 683,119
COMMITMENTS
35,379 20,257 145,428 500,523 516,044 681,330 681,729 1,790 1,390
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,100)
-1,932 -188 -9 880 -879 -1,060 -1,075 -40 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.0 21.3 73.3 75.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 6 20 19 27 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,710
COMMITMENTS
80 0 0 15,295 15,710 15,375 15,710 335 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 470)
80 0 0 390 490 470 490 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 97.4 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 13 16 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,553
COMMITMENTS
375 0 50 19,988 20,503 20,413 20,553 140 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 325)
0 0 0 320 325 320 325 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 97.3 99.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 18 18 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,761
COMMITMENTS
400 50 0 13,107 13,711 13,507 13,761 254 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 110)
0 0 0 105 110 105 110 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.0 95.2 99.6 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 16 16 19 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,340
COMMITMENTS
0 525 0 22,900 22,695 22,900 23,220 440 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 98.1 97.2 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 15 15 15 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,755
COMMITMENTS
0 75 0 15,440 15,500 15,440 15,575 315 180
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.0 98.4 98.0 98.9 2.0 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 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,405
COMMITMENTS
0 525 110 16,990 16,745 17,100 17,380 305 25
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -15)
0 -10 10 -30 -25 -20 -25 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.6 97.6 96.2 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 2 14 10 16 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,397
COMMITMENTS
480 330 105 17,482 17,937 18,067 18,372 330 25
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 15)
10 0 0 0 5 10 5 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 0.6 95.0 97.5 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 10 16 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,481
COMMITMENTS
3,455 2,065 275 99,736 101,021 103,466 103,361 15 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,315)
0 185 0 2,315 2,160 2,315 2,345 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.0 0.3 96.4 97.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 3 39 33 46 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,104
COMMITMENTS
3,655 5,762 883 124,566 122,339 129,104 128,984 0 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 4,065)
190 180 30 3,845 3,855 4,065 4,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.5 0.7 96.5 94.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 7 6 45 37 54 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 190,811
COMMITMENTS
8,974 21,162 10,461 171,325 159,128 190,759 190,751 52 60
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 4,813)
-1,157 1,384 107 5,875 3,317 4,825 4,808 -12 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.1 5.5 89.8 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 16 10 46 51 61 69
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 131,041
COMMITMENTS
7,332 4,380 2,274 121,389 124,387 130,995 131,041 46 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,853)
75 -1,101 158 2,620 3,796 2,853 2,853 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.3 1.7 92.6 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 7 6 42 34 49 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,530
COMMITMENTS
1,685 1,025 110 35,680 36,395 37,475 37,530 55 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 615)
25 0 0 545 615 570 615 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.7 0.3 95.1 97.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 23 15 25 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,740
COMMITMENTS
1,160 220 55 32,415 33,465 33,630 33,740 110 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -160)
25 0 0 -295 -160 -270 -160 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.7 0.2 96.1 99.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 23 14 25 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 35,021
COMMITMENTS
1,300 200 250 33,312 34,561 34,862 35,011 159 10
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 536)
0 200 0 536 336 536 536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.6 0.7 95.1 98.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 30 29 33 31
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,411
COMMITMENTS
1,125 0 0 19,286 20,291 20,411 20,291 0 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,370)
0 0 0 1,370 1,370 1,370 1,370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 94.5 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 19 22 19
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,382
COMMITMENTS
2,906 1,963 613 22,533 23,776 26,052 26,352 330 30
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,000)
-130 0 -25 1,145 1,005 990 980 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.4 2.3 85.4 90.1 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 2 24 26 30 29
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,370
COMMITMENTS
2,421 0 59 18,729 20,991 21,209 21,050 161 320
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 703)
105 0 0 598 713 703 713 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.3 87.6 98.2 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 20 23 23 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,941
COMMITMENTS
2,155 5,525 1,122 36,394 33,282 39,671 39,929 270 12
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 746)
95 343 177 474 226 746 746 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 13.8 2.8 91.1 83.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 5 31 27 37 32
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,987
COMMITMENTS
75 528 120 22,235 22,339 22,430 22,987 557 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 71)
0 56 0 76 35 76 91 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.3 0.5 96.7 97.2 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 26 22 28 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,691
COMMITMENTS
100 1,767 304 23,997 22,600 24,401 24,671 290 20
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 230)
100 -50 40 85 220 225 210 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.2 1.2 97.2 91.5 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 23 17 25 20
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,673
COMMITMENTS
124 150 0 14,239 14,305 14,363 14,455 310 218
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
10 0 0 -10 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.0 97.0 97.5 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 14 19 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,839
COMMITMENTS
200 650 0 37,315 37,149 37,515 37,799 324 40
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 731)
100 150 0 631 581 731 731 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.7 0.0 98.6 98.2 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 31 26 33 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,681
COMMITMENTS
463 150 54 16,134 16,463 16,651 16,667 30 14
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -608)
-150 0 52 -510 -660 -608 -608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 0.3 96.7 98.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 20 24 22
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,623
COMMITMENTS
967 0 6 13,635 14,597 14,608 14,603 15 20
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 180)
-150 0 0 330 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 93.2 99.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 19 23 20
Updated November 4, 2016