CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 33,634
COMMITMENTS
9,670 5,187 2,593 21,292 25,843 33,554 33,623 80 11
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,574)
-1,223 -846 -218 -142 -510 -1,584 -1,574 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 15.4 7.7 63.3 76.8 99.8 100.0 0.2 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,110
COMMITMENTS
18,910 11,910 600 14,600 21,600 34,110 34,110 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 34.9 1.8 42.8 63.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 3 8 5 17 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,110
COMMITMENTS
6,824 18,745 71 23,195 11,294 30,090 30,110 20 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -120)
100 -120 -100 -120 100 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 62.3 0.2 77.0 37.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 3 9 5 18 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,423
COMMITMENTS
2,806 596 2,768 23,849 26,059 29,423 29,423 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 474)
-699 -33 64 1,109 443 474 474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.0 9.4 81.1 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 7 11 11 21 19
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 78,706
COMMITMENTS
7,499 3,301 3,849 67,357 71,525 78,706 78,675 0 31
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 548)
-9 -27 -16 573 591 548 548 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.2 4.9 85.6 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 8 8 19 16 28 28
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,435
COMMITMENTS
3,425 9,155 550 14,400 8,730 18,375 18,435 60 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 120 0 0 -120 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 49.7 3.0 78.1 47.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 2 7 5 15 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 7,197
COMMITMENTS
4,397 3,737 0 2,800 3,455 7,197 7,192 0 5
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 150)
150 150 0 0 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 51.9 0.0 38.9 48.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 0 5 3 12 8
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,475
COMMITMENTS
7,771 7,915 200 8,484 8,360 16,455 16,475 20 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -363)
-269 -50 0 -94 -313 -363 -363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 48.0 1.2 51.5 50.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 8 8 15 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,244
COMMITMENTS
8,538 6,950 1,400 10,306 11,894 20,244 20,244 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 10)
10 0 0 0 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 34.3 6.9 50.9 58.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 3 9 4 17 11
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 13,445
COMMITMENTS
8,270 6,750 100 5,075 6,595 13,445 13,445 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 50.2 0.7 37.7 49.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 1 8 3 14 7
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,622,682
COMMITMENTS
926,262 33,265 568,663 3084663 3994931 4579588 4596859 43,094 25,823
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -91,925)
57,536 -8,974 -71,349 -85,056 -26,816 -98,869 -107,139 6,944 15,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.7 12.3 66.7 86.4 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
52 15 57 137 127 203 186
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,489,605
COMMITMENTS
89,052 43,829 634,405 763,392 810,377 1486849 1488612 2,756 993
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -171,059)
-16,744 -5,588 -66,213 -88,027 -99,225 -170,983 -171,026 -76 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.9 42.6 51.2 54.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 17 33 54 53 91 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,256
COMMITMENTS
8,501 465 885 181,547 209,209 190,933 210,559 24,323 4,697
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 663)
24 0 -53 690 1,065 661 1,012 2 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 0.4 84.3 97.2 88.7 97.8 11.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 1 3 34 28 41 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,656
COMMITMENTS
1,396 292 372 117,893 119,396 119,661 120,060 3,995 3,596
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,359)
651 0 -248 2,061 2,464 2,464 2,216 -105 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.3 95.3 96.6 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 24 31 26 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,023
COMMITMENTS
2,062 2,182 2,119 146,481 153,700 150,662 158,001 13,361 6,022
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,310)
-578 -1,812 631 1,225 5,935 1,278 4,754 32 -3,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.3 1.3 89.3 93.7 91.9 96.3 8.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 2 28 35 31 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 873,615
COMMITMENTS
217 1,508 3,084 852,920 864,033 856,221 868,625 17,394 4,990
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 14,630)
0 422 475 13,936 14,023 14,411 14,920 219 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 97.6 98.9 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 5 4 48 34 53 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 374,500
COMMITMENTS
6,219 3,692 1,145 360,119 360,626 367,483 365,463 7,017 9,037
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,438)
-1,309 -28 294 237 40 -778 306 -660 -1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 0.3 96.2 96.3 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 1 41 42 43 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,177
COMMITMENTS
50 648 2,188 269,022 274,343 271,260 277,179 8,917 2,998
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,283)
-528 -233 45 1,940 1,054 1,457 866 -174 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.8 96.0 97.9 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 3 44 44 47 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,988
COMMITMENTS
463 956 1,657 102,315 92,301 104,435 94,914 2,553 12,074
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 233)
31 -662 202 31 2,308 264 1,848 -31 -1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.5 95.6 86.3 97.6 88.7 2.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 23 24 25 27
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,906
COMMITMENTS
3,037 17,879 338 104,280 88,307 107,655 106,524 4,251 5,382
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -583)
0 -1,107 0 800 221 800 -886 -1,383 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 16.0 0.3 93.2 78.9 96.2 95.2 3.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 27 25 31 28
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,443
COMMITMENTS
0 1,864 0 26,826 25,425 26,826 27,289 1,617 1,154
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 124 155 124 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 94.3 89.4 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 12 12 12 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,294
COMMITMENTS
1,114 3,396 538 95,228 98,478 96,880 102,412 10,414 4,882
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,947)
507 -270 -405 1,566 2,238 1,668 1,563 279 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.2 0.5 88.8 91.8 90.3 95.4 9.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 16 18 17 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 154,915
COMMITMENTS
0 0 0 150,102 149,648 150,102 149,648 4,813 5,267
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,791)
0 0 0 2,733 2,824 2,733 2,824 58 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 96.6 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,324
COMMITMENTS
0 0 0 57,157 57,159 57,157 57,159 4,167 4,165
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 406)
0 0 0 654 282 654 282 -248 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 93.2 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,826
COMMITMENTS
8,026 0 0 9,086 16,942 17,112 16,942 1,714 1,884
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 608)
248 0 0 -74 948 174 948 434 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 0.0 0.0 48.3 90.0 90.9 90.0 9.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 7 13 11 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 439,140
COMMITMENTS
18,250 1,588 1,250 411,160 427,828 430,660 430,666 8,480 8,474
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 7,373)
927 930 -943 7,903 4,848 7,887 4,835 -514 2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.4 0.3 93.6 97.4 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 2 4 53 47 58 52
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,168
COMMITMENTS
1,094 990 1,379 65,110 67,548 67,583 69,917 9,585 7,251
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,417)
1,094 -121 -273 3,658 2,952 4,479 2,558 -62 1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 1.8 84.4 87.5 87.6 90.6 12.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 16 22 18
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,022
COMMITMENTS
0 930 0 16,165 15,796 16,165 16,726 2,857 2,296
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 856)
0 0 0 0 856 0 856 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 85.0 83.0 85.0 87.9 15.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,771
COMMITMENTS
571 0 379 61,275 61,924 62,225 62,303 5,546 5,468
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,148)
-823 0 -1,276 1,153 2,270 -946 994 2,094 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.6 90.4 91.4 91.8 91.9 8.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 18 20 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,532
COMMITMENTS
36,617 10,478 0 88,969 113,582 125,586 124,060 946 2,472
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 18,437)
9,920 8,153 0 7,909 9,341 17,829 17,494 608 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 8.3 0.0 70.3 89.8 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 7 0 26 37 31 44
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,197
COMMITMENTS
37,554 9,890 8,423 85,704 114,069 131,681 132,382 1,516 815
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 17,081)
9,703 8,093 271 6,912 8,870 16,886 17,234 195 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 7.4 6.3 64.3 85.6 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 7 5 33 41 42 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,552
COMMITMENTS
1,095 0 0 49,843 49,848 50,938 49,848 614 1,704
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,645)
465 0 0 2,300 2,763 2,765 2,763 -120 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 96.7 96.7 98.8 96.7 1.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 0 22 25 25 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,680
COMMITMENTS
0 564 584 244,793 236,982 245,377 238,130 4,303 11,550
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,837)
0 -84 0 4,983 3,921 4,983 3,837 -1,146 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 98.0 94.9 98.3 95.4 1.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 39 33 40 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,430
COMMITMENTS
34 690 806 23,579 23,011 24,419 24,507 3,011 2,923
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 890)
34 -276 -34 620 985 620 675 270 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.5 2.9 86.0 83.9 89.0 89.3 11.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 14 18 15 21
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,014
COMMITMENTS
1,504 670 1,089 63,278 65,841 65,871 67,600 6,143 4,414
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,964)
-527 -1,007 338 1,331 2,517 1,142 1,848 822 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 1.5 87.9 91.4 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 17 17 19 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,014
COMMITMENTS
0 4,000 870 78,301 73,684 79,171 78,554 3,843 4,460
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,018)
0 62 77 62 1,034 139 1,173 879 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.0 94.3 88.8 95.4 94.6 4.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 2 23 27 25 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,959
COMMITMENTS
5,428 266 1,153 113,845 122,764 120,426 124,183 10,533 6,776
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,908)
-1,055 266 432 3,562 2,210 2,939 2,908 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 0.9 86.9 93.7 92.0 94.8 8.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 18 15 22 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,888
COMMITMENTS
0 0 0 86,407 91,352 86,407 91,352 8,481 3,536
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 366)
0 0 0 428 366 428 366 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 96.3 91.1 96.3 8.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,236
COMMITMENTS
2,411 0 0 111,479 115,452 113,890 115,452 4,346 2,784
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -617)
-96 0 0 -521 -583 -617 -583 0 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 94.3 97.6 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 22 18 26 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,487
COMMITMENTS
2,220 4,119 1,512 128,915 128,848 132,647 134,479 12,840 11,008
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,633)
10 1,448 413 3,210 219 3,633 2,080 0 1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.8 1.0 88.6 88.6 91.2 92.4 8.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 29 26 31 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,853
COMMITMENTS
3,991 0 0 27,488 33,395 31,479 33,395 2,374 458
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 31)
0 0 0 124 -31 124 -31 -93 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 0.0 81.2 98.6 93.0 98.6 7.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 0 18 16 23 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,523
COMMITMENTS
1,036 2,108 0 28,542 27,524 29,578 29,632 945 891
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 403)
31 0 0 372 217 403 217 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.9 0.0 93.5 90.2 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 19 13 22 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,094
COMMITMENTS
12,516 4,985 1,522 168,355 176,722 182,393 183,229 8,701 7,865
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 7,653)
-90 0 0 6,563 7,170 6,473 7,170 1,180 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.6 0.8 88.1 92.5 95.4 95.9 4.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 3 40 33 45 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 91,962
COMMITMENTS
0 0 0 84,234 82,980 84,234 82,980 7,728 8,982
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 990)
0 0 0 1,201 834 1,201 834 -211 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 90.2 91.6 90.2 8.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,936
COMMITMENTS
0 0 0 92,100 92,160 92,100 92,160 2,836 2,776
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,894)
0 0 0 4,624 4,826 4,624 4,826 270 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 97.1 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 21 26 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 126,840
COMMITMENTS
5,311 0 0 105,224 120,375 110,535 120,375 16,305 6,465
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 915)
304 0 0 168 1,374 472 1,374 443 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 83.0 94.9 87.1 94.9 12.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 18 15 20 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,169
COMMITMENTS
28,072 9,856 13,550 113,844 131,685 155,465 155,091 704 1,078
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 940)
670 -294 -844 1,107 1,887 933 749 7 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.3 8.7 72.9 84.3 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 13 18 47 47 68 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,346
COMMITMENTS
4,267 352 556 44,523 48,439 49,346 49,346 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -335)
79 -146 -127 -287 -63 -335 -335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.7 1.1 90.2 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 3 27 25 33 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 401,691
COMMITMENTS
25,484 0 4,138 372,069 397,553 401,691 401,691 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,076)
8,832 -1,904 688 -4,444 6,292 5,076 5,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 1.0 92.6 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 2 22 21 27 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,542,398
COMMITMENTS
78,172 92,515 45,804 1418422 1404079 1542398 1542398 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 24,076)
1,112 -408 408 22,556 24,076 24,076 24,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.0 3.0 92.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 5 37 40 45 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,900
COMMITMENTS
663 6,446 1,626 61,611 55,828 63,900 63,900 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -612)
-24 -49 -1 -587 -562 -612 -612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.1 2.5 96.4 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 5 22 26 30 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 333,935
COMMITMENTS
0 5,148 0 333,935 328,787 333,935 333,935 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -3,567)
0 0 0 -3,567 -3,567 -3,567 -3,567 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: 24)
0 3 0 16 16 16 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 436,723
COMMITMENTS
8,913 728 8,632 419,178 427,363 436,723 436,723 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 760)
0 0 0 760 760 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 2.0 96.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 30 28 34 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,081
COMMITMENTS
754 145 84 28,102 29,558 28,940 29,787 1,141 294
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -128)
0 102 -41 -86 -106 -127 -45 -1 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.3 93.4 98.3 96.2 99.0 3.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 24 23 28 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,977
COMMITMENTS
190 0 0 60,476 60,967 60,666 60,967 311 10
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 420)
0 0 0 420 420 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.2 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 29 31 30 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,059
COMMITMENTS
115 0 0 79,655 79,942 79,770 79,942 289 117
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.5 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 30 32 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,749
COMMITMENTS
800 875 0 29,277 29,754 30,077 30,629 672 120
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,730)
0 0 0 1,730 1,730 1,730 1,730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 0.0 95.2 96.8 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 18 14 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 292,496
COMMITMENTS
13,744 0 0 278,752 292,496 292,496 292,496 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,056)
4,680 0 0 -2,624 2,056 2,056 2,056 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 95.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 21 21 23 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,991
COMMITMENTS
757 774 87 5,466 5,768 6,310 6,629 681 362
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 497)
0 0 0 985 518 985 518 -488 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.1 1.2 78.2 82.5 90.3 94.8 9.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 17 16 20 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,745
COMMITMENTS
1,900 0 0 5,665 7,445 7,565 7,445 180 300
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.0 0.0 73.1 96.1 97.7 96.1 2.3 3.9
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,230
COMMITMENTS
1,355 100 425 11,940 13,605 13,720 14,130 510 100
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 600)
50 0 -50 600 650 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.7 3.0 83.9 95.6 96.4 99.3 3.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 12 16 15 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,452
COMMITMENTS
150 1,100 0 38,620 38,352 38,770 39,452 682 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 625)
-50 0 0 615 625 565 625 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 0.0 97.9 97.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 0 22 22 24 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,180
COMMITMENTS
600 250 0 25,400 25,920 26,000 26,170 180 10
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -40)
-60 0 0 20 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.0 97.0 99.0 99.3 100.0 0.7 0.0
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,366
COMMITMENTS
735 1,107 105 19,039 18,965 19,879 20,177 487 189
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 569)
-19 0 42 483 548 506 590 63 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.4 0.5 93.5 93.1 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 3 23 23 28 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,595
COMMITMENTS
715 1,517 2,622 56,236 55,278 59,573 59,417 22 178
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,362)
50 -211 -20 3,333 3,583 3,363 3,352 -1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.5 4.4 94.4 92.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 32 27 37 33
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,049
COMMITMENTS
875 16,429 3,432 74,692 59,138 78,999 78,999 50 50
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,307)
20 -610 231 2,059 2,706 2,310 2,327 -3 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 20.8 4.3 94.5 74.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 8 5 36 32 44 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,600
COMMITMENTS
780 0 0 44,810 45,600 45,590 45,600 10 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 760)
0 0 0 775 770 775 770 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 12 28 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,100
COMMITMENTS
1,430 1,900 0 51,660 51,200 53,090 53,100 10 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,375)
0 300 0 2,375 2,075 2,375 2,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.6 0.0 97.3 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 317,419
COMMITMENTS
61,106 9,100 1,560 254,753 306,759 317,419 317,419 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 11,329)
7,760 -400 0 3,569 11,729 11,329 11,329 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 2.9 0.5 80.3 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 20 29 23 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,125
COMMITMENTS
4,995 2,050 1,275 19,986 23,652 26,257 26,977 868 148
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -100)
593 -83 -492 -202 474 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 7.6 4.7 73.7 87.2 96.8 99.5 3.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 6 26 31 32 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,391
COMMITMENTS
489 290 450 38,452 38,651 39,391 39,391 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,686)
-77 -104 0 1,763 1,790 1,686 1,686 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.7 1.1 97.6 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 1 18 15 24 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 328,415
COMMITMENTS
7,008 19,593 0 321,407 308,822 328,415 328,415 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,329)
0 0 0 4,329 4,329 4,329 4,329 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.0 0.0 97.9 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 20 18 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 21,483
COMMITMENTS
805 732 1,018 19,132 19,313 20,955 21,063 528 420
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 108)
21 0 0 87 108 108 108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.4 4.7 89.1 89.9 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 19 19 22 21
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,813
COMMITMENTS
187 0 84 8,801 9,372 9,072 9,456 741 357
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 42 0 42 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.9 89.7 95.5 92.4 96.4 7.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 12 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,597
COMMITMENTS
636 280 395 8,573 9,268 9,604 9,943 993 654
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 103)
-21 0 21 103 82 103 103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.6 3.7 80.9 87.5 90.6 93.8 9.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 18 17 21 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 105,245
COMMITMENTS
4,965 0 408 99,872 104,837 105,245 105,245 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,336)
0 0 0 2,336 2,336 2,336 2,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.4 94.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 1 17 14 21 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,720
COMMITMENTS
604 1,782 318 14,508 13,285 15,430 15,385 290 335
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -82)
-82 0 0 0 -82 -82 -82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 11.3 2.0 92.3 84.5 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 4 21 23 26 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 181,166
COMMITMENTS
0 11,203 2,448 178,718 167,515 181,166 181,166 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,040)
0 -408 408 1,632 2,040 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 1.4 98.6 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 19 16 21 20
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,055
COMMITMENTS
0 485 50 8,945 8,510 8,995 9,045 60 10
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 80)
0 10 0 80 70 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.6 98.8 94.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 16 13 17 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,683
COMMITMENTS
2,313 440 1,836 21,534 23,407 25,683 25,683 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 224)
-182 26 0 406 198 224 224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.7 7.1 83.8 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 21 16 23 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 229,501
COMMITMENTS
0 3,864 0 229,501 225,637 229,501 229,501 0 0
CHANGES FROM 11/22/16 (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 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,185
COMMITMENTS
300 1,780 0 12,480 11,395 12,780 13,175 405 10
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,425)
0 0 0 2,415 2,425 2,415 2,425 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 13.5 0.0 94.7 86.4 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 14 15 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,265
COMMITMENTS
180 1,730 130 12,540 11,395 12,850 13,255 415 10
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,365)
0 50 0 2,360 2,315 2,360 2,365 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.0 1.0 94.5 85.9 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 14 15 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 712,526
COMMITMENTS
58,109 24,443 139,249 514,021 548,623 711,379 712,315 1,146 211
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,378)
-15,522 -191 9,402 4,790 -10,419 -1,331 -1,208 -46 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.4 19.5 72.1 77.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 5 19 18 25 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,030
COMMITMENTS
180 0 0 14,570 15,030 14,750 15,030 280 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 25)
100 0 0 -75 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.9 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 12 15 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,310
COMMITMENTS
350 50 50 17,770 18,210 18,170 18,310 140 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.3 97.1 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 16 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,626
COMMITMENTS
375 100 0 12,007 12,526 12,382 12,626 244 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 0.0 95.1 99.2 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 16 15 19 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,995
COMMITMENTS
0 575 0 24,310 24,360 24,310 24,935 685 60
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,350)
0 25 0 2,110 2,325 2,110 2,350 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 97.3 97.5 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 15 15 15 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,105
COMMITMENTS
0 540 85 16,760 16,455 16,845 17,080 260 25
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.5 98.0 96.2 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 15 10 16 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,047
COMMITMENTS
455 370 30 17,282 17,622 17,767 18,022 280 25
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.1 0.2 95.8 97.6 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 10 16 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,756
COMMITMENTS
2,895 2,255 140 110,706 111,256 113,741 113,651 15 105
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 12,002)
0 190 0 12,002 11,812 12,002 12,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.0 0.1 97.3 97.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 5 3 38 33 44 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 136,229
COMMITMENTS
3,662 7,325 608 131,959 128,191 136,229 136,124 0 105
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 11,720)
75 700 0 11,645 11,020 11,720 11,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.4 0.4 96.9 94.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 8 5 44 36 52 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 190,138
COMMITMENTS
10,466 19,457 9,591 170,028 161,035 190,085 190,083 53 55
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,235)
966 425 -148 412 960 1,230 1,237 5 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 10.2 5.0 89.4 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 11 12 44 50 60 68
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,704
COMMITMENTS
6,832 4,261 2,175 118,632 121,268 127,639 127,704 65 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 958)
-10 0 0 968 958 958 958 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.3 1.7 92.9 95.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 7 5 41 35 47 44
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,510
COMMITMENTS
1,720 1,075 80 35,700 36,355 37,500 37,510 10 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 290)
-100 0 0 390 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.9 0.2 95.2 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 24 17 26 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,230
COMMITMENTS
825 220 30 32,320 32,980 33,175 33,230 55 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 225)
-110 0 0 325 225 215 225 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.7 0.1 97.3 99.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 24 16 26 18
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 32,946
COMMITMENTS
1,250 200 250 31,297 32,486 32,797 32,936 149 10
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 26)
0 0 0 26 26 26 26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.6 0.8 95.0 98.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 31 28 34 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,651
COMMITMENTS
1,050 0 0 19,601 20,531 20,651 20,531 0 120
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 94.9 99.4 100.0 99.4 0.0 0.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,173
COMMITMENTS
2,524 1,482 509 24,750 26,179 27,783 28,170 390 3
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 639)
51 50 0 588 619 639 669 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.3 1.8 87.9 92.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 2 22 25 28 29
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,174
COMMITMENTS
1,928 0 14 18,080 19,870 20,022 19,884 152 290
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -23)
-33 0 0 10 -8 -23 -8 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.1 89.6 98.5 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 19 23 22 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,333
COMMITMENTS
2,330 5,984 880 36,890 33,469 40,100 40,333 233 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 403)
50 335 20 340 48 410 403 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 14.8 2.2 91.5 83.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 5 29 25 34 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,540
COMMITMENTS
30 444 183 22,107 21,913 22,320 22,540 220 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -23)
0 -146 20 -23 113 -3 -13 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.8 98.1 97.2 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 3 26 22 29 27
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,931
COMMITMENTS
165 1,674 219 24,290 23,038 24,674 24,931 257 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -5)
5 5 0 -10 20 -5 25 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.7 0.9 97.4 92.4 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 21 17 24 20
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,920
COMMITMENTS
0 100 0 14,459 14,593 14,459 14,693 461 227
CHANGES FROM 11/22/16 (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 0.7 0.0 96.9 97.8 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 21 14 21 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,422
COMMITMENTS
235 650 0 35,868 35,742 36,103 36,392 319 30
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 0.0 98.5 98.1 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,943
COMMITMENTS
465 100 44 16,414 16,799 16,923 16,943 20 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.3 96.9 99.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 19 24 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,889
COMMITMENTS
753 0 21 13,105 13,848 13,879 13,869 10 20
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -360)
0 0 0 -360 -360 -360 -360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.2 94.4 99.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 19 23 20
Updated December 2, 2016