CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,184
COMMITMENTS
2,065 1,060 35 8,077 9,083 10,177 10,178 7 6
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 212)
405 25 -194 -6 381 205 212 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 10.4 0.3 79.3 89.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 2 6 9 14 16
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,310
COMMITMENTS
17,760 11,410 600 14,950 21,300 33,310 33,310 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -200)
-200 -200 0 0 0 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 34.3 1.8 44.9 63.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 3 8 5 15 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,810
COMMITMENTS
6,284 19,445 221 26,285 13,144 32,790 32,810 20 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 651)
50 -250 201 400 700 651 651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 59.3 0.7 80.1 40.1 99.9 100.0 0.1 0.0
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 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,915
COMMITMENTS
5,417 666 3,296 20,197 24,953 28,910 28,915 5 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 6,207)
964 -124 801 4,437 5,530 6,202 6,207 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 2.3 11.4 69.8 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 5 5 10 12 21 20
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,069
COMMITMENTS
7,764 1,610 0 30,305 36,454 38,069 38,064 0 5
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 4.2 0.0 79.6 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 10 10 14 12
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,748
COMMITMENTS
3,663 14,048 675 17,400 7,025 21,738 21,748 10 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,870)
0 2,300 100 1,770 -530 1,870 1,870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 64.6 3.1 80.0 32.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 9 3 8 4 15 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,057
COMMITMENTS
6,807 2,772 0 9,250 13,285 16,057 16,057 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,160)
610 -90 0 550 1,250 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 17.3 0.0 57.6 82.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 6 4 12 9
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,463
COMMITMENTS
7,710 6,165 200 7,532 9,098 15,443 15,463 20 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 241)
343 -850 0 -101 1,091 241 241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 39.9 1.3 48.7 58.8 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 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 22,175
COMMITMENTS
7,969 6,850 1,150 13,056 14,175 22,175 22,175 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,243)
-507 50 -250 2,000 1,443 1,243 1,243 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 30.9 5.2 58.9 63.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 3 9 5 16 11
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,420
COMMITMENTS
8,670 7,150 100 6,650 8,170 15,420 15,420 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,850)
300 100 0 1,550 1,750 1,850 1,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 46.4 0.6 43.1 53.0 100.0 100.0 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 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,068,157
COMMITMENTS
997,397 54,048 634,469 3395882 4364367 5027748 5052884 40,409 15,273
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 38,414)
-72,083 17,103 15,194 92,858 6,740 35,969 39,037 2,445 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 1.1 12.5 67.0 86.1 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
52 15 53 136 129 200 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,588,152
COMMITMENTS
109,805 49,098 711,642 764,473 826,750 1585920 1587490 2,232 662
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 97,999)
-3,399 -4,572 59,176 42,280 43,525 98,057 98,130 -58 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.1 44.8 48.1 52.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 11 28 59 52 89 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,142
COMMITMENTS
1,350 898 420 151,426 168,053 153,196 169,371 21,946 5,771
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -20,166)
-2,411 898 -30 -16,434 -20,420 -18,875 -19,552 -1,291 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.2 86.5 96.0 87.5 96.7 12.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 31 22 35 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,384
COMMITMENTS
539 0 124 98,977 99,864 99,640 99,988 3,744 3,396
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,058)
-260 0 -35 -3,776 -3,974 -4,071 -4,009 13 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 95.7 96.6 96.4 96.7 3.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 29 28 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,117
COMMITMENTS
1,324 1,289 1,398 118,025 125,624 120,747 128,311 16,370 8,806
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -9,833)
1,034 32 -372 -9,452 -13,382 -8,790 -13,722 -1,043 3,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 1.0 86.1 91.6 88.1 93.6 11.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 25 26 28 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 892,744
COMMITMENTS
0 524 3,523 873,504 885,297 877,027 889,344 15,717 3,400
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -30,706)
-18 54 -20 -29,285 -18,877 -29,323 -18,843 -1,383 -11,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 97.8 99.2 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
0 4 4 51 37 55 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,725
COMMITMENTS
5,647 1,210 1,156 347,283 351,580 354,086 353,946 5,639 5,779
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -15,408)
-2,853 982 -600 -8,713 -14,429 -12,166 -14,047 -3,242 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.3 96.5 97.7 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 1 34 46 36 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,551
COMMITMENTS
694 0 1,204 261,497 268,618 263,395 269,822 9,156 2,729
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,303)
-423 -625 -104 -6,074 -5,020 -6,601 -5,749 -702 -1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.4 95.9 98.6 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 0 1 34 37 35 38
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,510
COMMITMENTS
1,760 0 824 107,940 102,683 110,524 103,507 4,986 12,003
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -747)
485 -310 -342 -872 -2,731 -729 -3,383 -18 2,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.7 93.4 88.9 95.7 89.6 4.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 23 23 25 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,280
COMMITMENTS
2,449 5,204 1,348 87,893 84,882 91,690 91,434 4,590 4,846
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,498)
101 -650 57 -7,848 -6,812 -7,690 -7,405 -808 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.4 1.4 91.3 88.2 95.2 95.0 4.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 22 23 25 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,743
COMMITMENTS
1,360 930 140 83,873 87,925 85,373 88,995 8,370 4,748
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,385)
773 -635 -217 -8,031 -6,420 -7,475 -7,272 90 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 0.1 89.5 93.8 91.1 94.9 8.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 15 17 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 155,311
COMMITMENTS
0 0 0 149,187 153,562 149,187 153,562 6,124 1,749
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,858)
0 0 0 -8,540 -7,753 -8,540 -7,753 682 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.9 96.1 98.9 3.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 25 25 25 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 423,399
COMMITMENTS
10,245 2,782 516 400,011 412,709 410,772 416,007 12,627 7,392
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,506)
7,522 1,860 -1,382 -13,017 1,091 -6,877 1,569 2,371 -6,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.7 0.1 94.5 97.5 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 1 1 54 40 58 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,484
COMMITMENTS
0 2,114 1,179 77,205 73,688 78,384 76,981 5,100 6,503
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,402)
0 -1,075 165 -2,983 -3,838 -2,818 -4,748 -3,584 -1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 1.4 92.5 88.3 93.9 92.2 6.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 17 21 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,423
COMMITMENTS
674 0 2,060 68,098 64,716 70,832 66,776 1,591 5,647
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,886)
-50 -248 545 -292 -3,115 203 -2,818 -2,089 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 2.8 94.0 89.4 97.8 92.2 2.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 18 17 20 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,866
COMMITMENTS
7,078 0 0 72,393 77,190 79,471 77,190 1,395 3,676
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -50,405)
-24,329 -11,129 0 -26,972 -39,153 -51,301 -50,282 896 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 89.5 95.5 98.3 95.5 1.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 17 13 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,047
COMMITMENTS
30,167 11,129 0 58,378 76,802 88,545 87,931 502 1,116
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -43,710)
-16,529 -93 -10,571 -16,492 -32,147 -43,592 -42,811 -118 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 12.5 0.0 65.6 86.2 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 0 23 29 30 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,317
COMMITMENTS
0 0 0 43,914 41,765 43,914 41,765 403 2,552
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -13,237)
-341 0 0 -12,648 -13,504 -12,989 -13,504 -248 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 94.2 99.1 94.2 0.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 17 15 17 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,832
COMMITMENTS
617 0 688 244,783 239,633 246,088 240,321 5,744 11,511
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 2,505)
617 -667 202 417 2,471 1,236 2,006 1,269 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 97.2 95.2 97.7 95.4 2.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 33 30 34 31
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,999
COMMITMENTS
745 143 256 64,404 67,589 65,405 67,988 7,594 5,011
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,677)
-397 143 67 -1,658 -2,668 -1,988 -2,458 -689 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.4 88.2 92.6 89.6 93.1 10.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 13 15 14
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,334
COMMITMENTS
0 1,894 588 79,944 79,228 80,532 81,710 4,802 3,624
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -16,323)
0 -2,543 -60 -15,221 -13,700 -15,281 -16,303 -1,042 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.7 93.7 92.8 94.4 95.8 5.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 22 22 23 23
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,015
COMMITMENTS
3,462 476 481 115,341 121,895 119,284 122,852 8,731 5,163
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,737)
-1,503 -509 -167 -6,385 -7,586 -8,055 -8,262 318 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 0.4 90.1 95.2 93.2 96.0 6.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 16 20 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,831
COMMITMENTS
553 619 450 97,283 101,742 98,286 102,811 5,545 1,020
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -864)
-403 -95 217 -905 -755 -1,091 -633 227 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.4 93.7 98.0 94.7 99.0 5.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 19 20 21 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,706
COMMITMENTS
0 1,444 1,532 112,052 116,875 113,584 119,851 16,122 9,855
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -10,468)
-301 -3,642 239 -9,401 -5,580 -9,463 -8,983 -1,005 -1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.2 86.4 90.1 87.6 92.4 12.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 1 24 20 25 23
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,701
COMMITMENTS
1,302 0 0 12,019 14,845 13,321 14,845 2,380 856
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,967)
-1,271 0 -124 -5,841 -8,079 -7,236 -8,203 -731 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.0 76.5 94.5 84.8 94.5 15.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 11 10 14 10
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,147
COMMITMENTS
0 0 0 16,198 16,868 16,198 16,868 949 279
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -9,734)
-403 -2,108 0 -8,649 -7,099 -9,052 -9,207 -682 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 98.4 94.5 98.4 5.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 10 16 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 172,616
COMMITMENTS
8,201 5,248 1,785 153,435 159,657 163,421 166,690 9,195 5,926
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,593)
-444 1,577 758 -5,491 -10,017 -5,177 -7,682 -3,416 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.0 1.0 88.9 92.5 94.7 96.6 5.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 4 37 32 41 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 83,480
COMMITMENTS
0 0 0 75,995 75,899 75,995 75,899 7,485 7,581
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,561)
0 0 0 -3,065 -327 -3,065 -327 -496 -3,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 90.9 91.0 90.9 9.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 22 17 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,618
COMMITMENTS
0 0 0 88,065 88,409 88,065 88,409 4,553 4,209
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -5,488)
0 0 0 -6,024 -6,041 -6,024 -6,041 536 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 95.5 95.1 95.5 4.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 25 17 25 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 123,666
COMMITMENTS
4,214 0 0 99,900 117,587 104,114 117,587 19,552 6,079
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,902)
-1,066 0 0 -2,973 -4,983 -4,039 -4,983 -863 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 80.8 95.1 84.2 95.1 15.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 159,473
COMMITMENTS
27,092 10,674 16,724 115,178 131,571 158,994 158,969 479 504
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,319)
-1,914 678 82 -526 -3,253 -2,358 -2,492 39 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.7 10.5 72.2 82.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 13 19 45 46 67 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,544
COMMITMENTS
3,027 104 436 40,057 43,004 43,520 43,544 24 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 475)
139 104 24 288 347 451 475 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.2 1.0 92.0 98.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 1 3 26 24 31 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 404,698
COMMITMENTS
12,687 2,696 608 391,403 401,394 404,698 404,698 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,609)
-2,255 2,064 -1,569 2,215 -2,104 -1,609 -1,609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.7 0.2 96.7 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 22 21 25 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,428,181
COMMITMENTS
32,392 114,460 44,760 1351029 1268961 1428181 1428181 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -68,213)
-2,448 17,409 -14,444 -51,321 -71,178 -68,213 -68,213 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 8.0 3.1 94.6 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 6 3 38 39 47 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,972
COMMITMENTS
106 3,569 1,121 55,745 52,282 56,972 56,972 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,270)
-562 -2,345 171 -5,879 -4,096 -6,270 -6,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.3 2.0 97.8 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 7 5 23 21 29 29
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 347,215
COMMITMENTS
4,616 728 8,632 333,967 337,855 347,215 347,215 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -35,510)
-3,152 0 0 -32,358 -35,102 -35,510 -35,102 0 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 2.5 96.2 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 25 25 29 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,490
COMMITMENTS
835 264 0 23,981 24,974 24,816 25,238 674 252
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,973)
-64 98 -42 -1,611 -2,008 -1,717 -1,952 -256 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.0 0.0 94.1 98.0 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 0 21 22 25 25
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,140
COMMITMENTS
350 0 0 58,438 58,972 58,788 58,972 352 168
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,485)
-50 0 0 -3,484 -3,640 -3,534 -3,640 49 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.8 99.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 26 26 27 26
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,580
COMMITMENTS
360 0 0 75,983 76,457 76,343 76,457 237 123
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,661)
10 0 0 -4,645 -4,660 -4,635 -4,660 -26 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.2 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 27 27 28 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,815
COMMITMENTS
700 600 0 29,541 30,015 30,241 30,615 574 200
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,479)
-50 -100 0 -1,565 -1,399 -1,615 -1,499 136 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 0.0 95.9 97.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 15 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 321,344
COMMITMENTS
14,568 0 736 306,040 320,608 321,344 321,344 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,416)
-3,552 0 736 -3,600 -7,152 -6,416 -6,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.2 95.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 18 23 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,872
COMMITMENTS
547 774 43 5,729 5,712 6,319 6,529 553 343
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -116)
-165 0 -44 73 -138 -136 -182 20 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.3 0.6 83.4 83.1 92.0 95.0 8.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 16 20 18
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,745
COMMITMENTS
830 0 325 12,110 13,360 13,265 13,685 480 60
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,035)
75 0 -75 -970 -940 -970 -1,015 -65 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 2.4 88.1 97.2 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 9 14 12 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,781
COMMITMENTS
0 750 0 36,501 35,911 36,501 36,661 280 120
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,040)
0 -175 -50 -2,990 -2,935 -3,040 -3,160 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 99.2 97.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 22 21 22 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,896
COMMITMENTS
1,175 100 0 24,511 25,666 25,686 25,766 210 130
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -215)
425 0 -75 -595 -250 -245 -325 30 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.4 0.0 94.7 99.1 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 22 19 24 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,808
COMMITMENTS
1,171 142 105 18,858 20,181 20,134 20,428 674 380
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -80)
456 -858 -42 -725 863 -311 -37 231 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.7 0.5 90.6 97.0 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 1 17 19 21 22
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,869
COMMITMENTS
395 4,239 507 55,761 51,880 56,663 56,626 206 243
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,818)
-375 -95 -63 -2,571 -2,725 -3,009 -2,883 191 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.5 0.9 98.1 91.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 2 29 22 33 25
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,036
COMMITMENTS
1,348 14,746 1,670 70,997 57,502 74,015 73,918 21 118
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,500)
-105 -1,817 -419 -2,983 -1,294 -3,507 -3,530 7 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 19.9 2.3 95.9 77.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 4 4 33 29 43 35
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,875
COMMITMENTS
850 0 0 43,885 44,875 44,735 44,875 140 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,580)
-75 0 0 -3,540 -3,580 -3,615 -3,580 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.8 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 10 23 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,365
COMMITMENTS
1,480 2,100 0 47,650 47,265 49,130 49,365 235 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,620)
-100 0 0 -3,625 -3,620 -3,725 -3,620 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.3 0.0 96.5 95.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 11 23 12
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 281,447
COMMITMENTS
38,854 400 1,551 241,042 279,496 281,447 281,447 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -18,670)
3,487 -4,080 0 -22,157 -14,590 -18,670 -18,670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.1 0.6 85.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 22 26 24 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,253
COMMITMENTS
4,911 1,304 1,309 17,228 21,139 23,448 23,752 805 501
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,046)
337 -474 -294 -2,047 -1,674 -2,004 -2,442 -42 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 5.4 5.4 71.0 87.2 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 24 30 29 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,773
COMMITMENTS
711 262 0 39,062 39,511 39,773 39,773 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,166)
-132 -100 0 -3,034 -3,066 -3,166 -3,166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.7 0.0 98.2 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 17 13 20 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 295,938
COMMITMENTS
3,504 15,692 3,108 289,326 277,138 295,938 295,938 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -15,584)
-3,504 -408 0 -11,672 -15,176 -15,176 -15,584 -408 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.3 1.1 97.8 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 14 18 16 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,132
COMMITMENTS
622 732 1,018 16,581 16,321 18,221 18,071 911 1,061
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,509)
-161 0 -21 -1,815 -1,404 -1,997 -1,425 488 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 5.3 86.7 85.3 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 16 16 19 18
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,418
COMMITMENTS
508 469 185 8,667 8,665 9,360 9,319 1,058 1,099
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -841)
-21 105 -105 -780 -1,031 -906 -1,031 65 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.5 1.8 83.2 83.2 89.8 89.5 10.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 12 15 14 18
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 72,540
COMMITMENTS
2,688 0 0 69,852 72,540 72,540 72,540 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -11,368)
-352 0 -408 -10,200 -10,960 -10,960 -11,368 -408 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 12 10 14 10
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,479
COMMITMENTS
580 1,530 170 12,437 11,233 13,187 12,933 292 546
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,087)
99 -273 -21 -1,103 -983 -1,025 -1,277 -62 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.4 1.3 92.3 83.3 97.8 95.9 2.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 19 20 22 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 142,815
COMMITMENTS
0 9,310 0 142,815 133,505 142,815 142,815 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -10,257)
-2,040 408 -408 -7,809 -9,033 -10,257 -9,033 0 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 19 12 19 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,357
COMMITMENTS
1,022 463 2,120 19,215 19,774 22,357 22,357 0 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,331)
-664 0 128 -795 -1,459 -1,331 -1,331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.1 9.5 85.9 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 19 14 22 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,710
COMMITMENTS
300 1,580 0 14,045 13,130 14,345 14,710 365 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -470)
0 -100 0 -435 -365 -435 -465 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.7 0.0 95.5 89.3 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,510
COMMITMENTS
155 1,530 105 13,830 12,875 14,090 14,510 420 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -660)
0 -100 0 -625 -555 -625 -655 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.5 0.7 95.3 88.7 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 11 15 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,630
COMMITMENTS
420 175 30 19,015 19,425 19,465 19,630 165 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,485)
-5 -50 -20 -1,455 -1,415 -1,480 -1,485 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 0.2 96.9 99.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 21 16 24 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,018
COMMITMENTS
400 175 0 13,385 13,813 13,785 13,988 233 30
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -423)
25 0 -50 -375 -403 -400 -453 -23 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 0.0 95.5 98.5 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 19 13 21 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,455
COMMITMENTS
50 350 50 22,995 22,995 23,095 23,395 360 60
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,060)
0 -230 50 -1,080 -880 -1,030 -1,060 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 0.2 98.0 98.0 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 17 13 19 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,885
COMMITMENTS
0 640 10 16,720 16,170 16,730 16,820 155 65
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,005)
0 -105 0 -930 -900 -930 -1,005 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.1 99.0 95.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 14 12 15 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,291
COMMITMENTS
330 400 0 17,846 17,876 18,176 18,276 115 15
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -934)
20 -35 -20 -874 -879 -874 -934 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.2 0.0 97.6 97.7 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 15 12 16 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,635
COMMITMENTS
1,685 2,737 105 106,815 105,718 108,605 108,560 30 75
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,123)
-340 472 0 -7,733 -8,124 -8,073 -7,652 -50 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 0.1 98.3 97.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 2 36 30 41 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,931
COMMITMENTS
2,254 6,367 415 125,237 121,054 127,906 127,836 25 95
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -10,065)
-780 -768 -125 -9,100 -8,716 -10,005 -9,609 -60 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.0 0.3 97.9 94.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 8 4 39 34 45 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 180,388
COMMITMENTS
11,950 23,210 7,844 160,566 149,298 180,360 180,352 28 36
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,584)
-357 -405 -585 -5,396 -5,590 -6,338 -6,580 -246 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 12.9 4.3 89.0 82.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 13 12 41 44 58 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,696
COMMITMENTS
6,037 6,424 1,788 109,787 109,444 117,612 117,656 84 40
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,882)
-126 223 -263 -4,384 -4,877 -4,773 -4,917 -109 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.5 1.5 93.3 93.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 7 1 39 34 42 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,735
COMMITMENTS
1,630 825 100 32,930 33,785 34,660 34,710 75 25
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,845)
-215 -375 20 -2,695 -2,480 -2,890 -2,835 45 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.4 0.3 94.8 97.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 21 11 24 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,495
COMMITMENTS
740 345 30 29,670 30,120 30,440 30,495 55 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,920)
-135 50 0 -1,775 -1,960 -1,910 -1,910 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 0.1 97.3 98.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 22 13 24 16
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,850
COMMITMENTS
1,100 200 250 28,371 29,400 29,721 29,850 129 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,526)
-50 0 0 -1,416 -1,521 -1,466 -1,521 -60 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.7 0.8 95.0 98.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 25 26 28 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 21,146
COMMITMENTS
2,325 0 0 18,821 21,026 21,146 21,026 0 120
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -580)
-75 0 0 -505 -580 -580 -580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.0 89.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 19 17 21 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,974
COMMITMENTS
1,960 1,604 223 24,395 25,135 26,578 26,962 396 12
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,267)
-496 63 -108 -708 -1,041 -1,312 -1,086 45 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.9 0.8 90.4 93.2 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 3 19 20 25 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,813
COMMITMENTS
910 25 334 16,904 18,096 18,148 18,455 665 358
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,502)
-431 25 25 -1,561 -1,399 -1,967 -1,349 465 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.1 1.8 89.9 96.2 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 19 18 22 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,932
COMMITMENTS
2,986 5,448 530 31,235 28,931 34,751 34,909 181 23
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,264)
88 -120 -200 -2,907 -2,967 -3,019 -3,287 -245 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 15.6 1.5 89.4 82.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 3 27 23 32 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,060
COMMITMENTS
268 0 15 18,147 19,015 18,430 19,030 630 30
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,933)
152 -250 -152 -2,148 -1,561 -2,148 -1,963 215 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.1 95.2 99.8 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 23 19 25 21
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,055
COMMITMENTS
0 1,734 85 21,788 20,236 21,873 22,055 182 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,720)
-160 -138 0 -1,515 -1,437 -1,675 -1,575 -45 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.4 98.8 91.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 20 13 21 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,584
COMMITMENTS
0 0 0 12,720 13,087 12,720 13,087 864 497
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -129)
0 -50 0 -556 -181 -556 -231 427 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 96.3 93.6 96.3 6.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,155
COMMITMENTS
100 750 0 33,743 33,405 33,843 34,155 312 0
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -410)
0 85 -35 -368 -443 -403 -393 -7 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.2 0.0 98.8 97.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 0 28 24 29 27
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,425
COMMITMENTS
419 0 42 15,614 16,138 16,075 16,180 350 245
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -900)
12 -50 -12 -1,240 -1,033 -1,240 -1,095 340 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.3 95.1 98.3 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 15 22 16
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,424
COMMITMENTS
755 0 0 12,669 13,420 13,424 13,420 0 4
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 360)
66 0 -21 320 377 365 356 -5 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 94.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 16 22 16
Updated January 13, 2017