CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 8,564
COMMITMENTS
1,725 429 25 6,805 8,104 8,555 8,558 9 6
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -150)
0 -150 0 -152 0 -152 -150 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.0 0.3 79.5 94.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 5 9 12 14
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,280
COMMITMENTS
17,230 11,380 500 15,550 21,400 33,280 33,280 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -900)
-600 100 -100 -200 -900 -900 -900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 34.2 1.5 46.7 64.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 3 8 5 15 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,989
COMMITMENTS
13,984 23,795 20 24,985 15,174 38,989 38,989 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 4,229)
4,500 2,250 -101 -150 2,080 4,249 4,229 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 61.0 0.1 64.1 38.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 10 2 9 5 16 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 35,227
COMMITMENTS
5,555 1,206 4,546 25,096 29,460 35,197 35,212 30 15
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,542)
814 -67 51 660 1,558 1,525 1,542 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.4 12.9 71.2 83.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 7 8 10 12 24 22
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 37,509
COMMITMENTS
7,739 1,817 0 29,770 35,682 37,509 37,499 0 10
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 145)
-25 45 0 170 100 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.8 0.0 79.4 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 10 10 13 11
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,830
COMMITMENTS
7,275 14,350 275 22,280 15,205 29,830 29,830 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,252)
-738 -2,198 -400 2,400 3,850 1,262 1,252 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 48.1 0.9 74.7 51.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 2 8 5 16 12
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,075
COMMITMENTS
4,390 5,070 0 11,685 11,005 16,075 16,075 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 3,268)
1,598 1,648 0 1,685 1,620 3,283 3,268 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 31.5 0.0 72.7 68.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 0 8 3 12 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,914
COMMITMENTS
8,295 6,615 0 7,619 9,299 15,914 15,914 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 684)
703 400 0 1 284 704 684 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 41.6 0.0 47.9 58.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 8 8 14 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 26,761
COMMITMENTS
9,208 10,050 700 16,852 16,011 26,761 26,761 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 4,120)
1,065 150 0 3,055 3,970 4,120 4,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 37.6 2.6 63.0 59.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 3 11 6 18 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,070
COMMITMENTS
7,770 5,800 100 9,200 11,170 17,070 17,070 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,350)
-500 -1,250 0 1,850 2,600 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 34.0 0.6 53.9 65.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 8 3 15 7
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,185,640
COMMITMENTS
1073841 60,791 820,861 3249037 4289596 5143739 5171248 41,901 14,392
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 49,245)
26,997 -11,123 156,041 -133,610 -94,711 49,428 50,207 -183 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.2 15.8 62.7 82.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
56 15 56 134 129 201 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,987,455
COMMITMENTS
110,137 35,602 910,361 964,846 1040336 1985344 1986299 2,110 1,155
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 384,797)
3,547 452 198,532 182,734 185,168 384,813 384,151 -16 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.8 45.8 48.5 52.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 13 28 57 53 87 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,901
COMMITMENTS
475 742 360 143,656 159,244 144,491 160,346 21,410 5,555
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -14,496)
-2,491 -78 -148 -11,949 -15,325 -14,588 -15,551 92 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.2 86.6 96.0 87.1 96.7 12.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 32 27 34 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,330
COMMITMENTS
0 0 0 94,636 94,878 94,636 94,878 3,694 3,452
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -8,802)
-1,812 0 0 -7,166 -8,692 -8,978 -8,692 176 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 96.5 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 27 29 27 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,453
COMMITMENTS
609 742 1,073 115,611 121,782 117,293 123,597 16,160 9,856
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -7,159)
489 -1,260 -175 -6,769 -3,220 -6,455 -4,655 -704 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.8 86.6 91.3 87.9 92.6 12.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 28 26 31 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 893,378
COMMITMENTS
0 882 4,523 870,994 883,770 875,517 889,175 17,861 4,203
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -37,693)
0 -88 241 -41,027 -38,802 -40,786 -38,649 3,093 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 97.5 98.9 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 4 4 48 35 52 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,301
COMMITMENTS
5,770 0 368 366,810 376,052 372,948 376,420 12,353 8,881
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -8,285)
-1,397 -1,220 -31 -11,307 -9,248 -12,735 -10,499 4,450 2,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.1 95.2 97.6 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 0 1 35 43 37 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,643
COMMITMENTS
1,481 0 2,020 282,337 288,676 285,838 290,696 6,805 1,947
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -12,681)
-932 -308 62 -9,603 -12,146 -10,473 -12,392 -2,208 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.7 96.5 98.6 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 0 3 37 43 40 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,099
COMMITMENTS
1,069 0 1,043 111,457 112,709 113,569 113,752 9,530 9,347
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,333)
-1,336 -752 224 -2,253 1,279 -3,365 751 2,032 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.8 90.5 91.6 92.3 92.4 7.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
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 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,296
COMMITMENTS
2,230 5,679 1,297 83,257 80,551 86,784 87,527 6,512 5,769
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,659)
-321 1,953 -405 -5,626 -6,509 -6,352 -4,961 1,693 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.1 1.4 89.2 86.3 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 20 21 22 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,429
COMMITMENTS
0 0 0 15,715 17,261 15,715 17,261 1,714 168
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -11,904)
-189 -352 -400 -10,726 -11,056 -11,315 -11,808 -589 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 99.0 90.2 99.0 9.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 16 14 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,847
COMMITMENTS
0 686 933 83,550 87,110 84,483 88,729 8,364 4,118
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -7,517)
-882 -521 413 -6,694 -6,765 -7,163 -6,873 -354 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.0 90.0 93.8 91.0 95.6 9.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 20 18 22 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,169
COMMITMENTS
0 0 0 159,558 164,272 159,558 164,272 7,611 2,897
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -7,218)
0 0 0 -7,044 -8,452 -7,044 -8,452 -174 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 98.3 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 24 27 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 484,445
COMMITMENTS
26,915 49 2,142 444,792 472,322 473,849 474,513 10,596 9,932
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 10,656)
2,328 -2,305 533 6,377 12,407 9,238 10,635 1,418 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.4 91.8 97.5 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 1 3 55 45 62 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,118
COMMITMENTS
194 217 1,136 75,958 78,899 77,288 80,252 9,830 6,866
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,752)
194 -2,200 288 -10,483 -3,904 -10,001 -5,816 4,249 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 1.3 87.2 90.6 88.7 92.1 11.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 17 20 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,006
COMMITMENTS
915 0 801 73,579 72,081 75,295 72,882 1,711 4,124
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,417)
423 0 -292 -1,698 -87 -1,567 -379 150 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.0 95.5 93.6 97.8 94.6 2.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 18 18 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,088
COMMITMENTS
30,006 812 0 68,764 96,820 98,770 97,632 318 1,456
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -33,287)
-18,827 -2,810 -8,571 -5,170 -21,756 -32,568 -33,137 -719 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 0.8 0.0 69.4 97.7 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 2 0 18 40 26 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,806
COMMITMENTS
0 308 0 43,430 40,916 43,430 41,224 376 2,582
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -8,201)
0 31 -31 -7,904 -8,171 -7,935 -8,171 -266 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.1 93.4 99.1 94.1 0.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 15 17 16
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,404
COMMITMENTS
233 0 694 245,814 244,229 246,741 244,923 6,663 8,481
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -8,195)
13 0 -35 -10,097 -8,742 -10,119 -8,777 1,924 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 97.0 96.4 97.4 96.7 2.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 34 32 35 33
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,974
COMMITMENTS
0 2,212 583 82,169 77,607 82,752 80,402 3,222 5,572
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -9,023)
0 -1,950 232 -9,015 -8,589 -8,783 -10,307 -240 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.7 95.6 90.3 96.3 93.5 3.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 23 23 24 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,722
COMMITMENTS
3,601 0 401 121,755 128,948 125,757 129,349 7,965 4,373
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -6,553)
-162 -641 -51 -5,354 -4,688 -5,567 -5,380 -986 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.3 91.1 96.4 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 17 17 20 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,865
COMMITMENTS
0 0 0 91,344 96,988 91,344 96,988 9,521 3,877
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,429)
-476 0 0 451 -1,692 -25 -1,692 -2,404 -737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 96.2 90.6 96.2 9.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 17 17 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,809
COMMITMENTS
217 341 0 108,872 110,289 109,089 110,630 4,720 3,179
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,473)
-364 -674 0 591 -2,464 227 -3,138 -1,700 1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 95.7 96.9 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 22 19 23 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,194
COMMITMENTS
0 741 2,198 121,195 127,519 123,393 130,458 15,801 8,736
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,478)
-23 -2,827 204 -3,626 -771 -3,445 -3,394 -1,033 -1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.6 87.1 91.6 88.6 93.7 11.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 26 19 27 21
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 11,250
COMMITMENTS
336 336 0 10,200 10,174 10,536 10,510 714 740
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,704)
-1,302 0 -56 -3,990 -5,332 -5,348 -5,388 -356 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.0 0.0 90.7 90.4 93.7 93.4 6.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 13 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 175,668
COMMITMENTS
9,897 3,696 2,910 153,469 160,997 166,276 167,603 9,392 8,065
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,583)
1,013 -1,343 551 -6,438 -6,243 -4,874 -7,035 -709 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.1 1.7 87.4 91.6 94.7 95.4 5.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 36 32 40 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 85,398
COMMITMENTS
0 0 0 76,526 78,520 76,526 78,520 8,872 6,878
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,772)
0 0 0 -4,471 -3,982 -4,471 -3,982 -301 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 91.9 89.6 91.9 10.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 21 19 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,253
COMMITMENTS
0 0 0 92,758 91,927 92,758 91,927 4,495 5,326
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,998)
0 0 0 -3,437 -5,477 -3,437 -5,477 439 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 94.5 95.4 94.5 4.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 24 16 24 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 122,682
COMMITMENTS
3,082 0 0 105,891 116,729 108,973 116,729 13,709 5,953
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -10,236)
-1,132 0 0 -9,343 -10,094 -10,475 -10,094 239 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 86.3 95.1 88.8 95.1 11.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 20 16 22 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,326
COMMITMENTS
2,630 0 0 58,839 61,366 61,469 61,366 1,857 1,960
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -589)
62 0 0 -1,270 -579 -1,208 -579 619 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 92.9 96.9 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 12 17 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 153,449
COMMITMENTS
23,686 14,249 16,046 113,220 122,982 152,952 153,277 497 171
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -6,598)
-1,185 -893 872 -6,177 -6,476 -6,490 -6,497 -108 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 9.3 10.5 73.8 80.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 12 19 45 48 68 69
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,132
COMMITMENTS
1,577 595 1,008 39,547 40,529 42,132 42,132 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,951)
10 282 -417 -1,368 -1,791 -1,776 -1,927 -175 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.4 2.4 93.9 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 4 26 22 32 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 381,164
COMMITMENTS
17,440 8 5,616 358,108 375,540 381,164 381,164 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -21,635)
3,121 0 24 -24,092 -21,659 -20,947 -21,635 -688 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.5 94.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 2 22 23 28 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,359,422
COMMITMENTS
32,765 121,254 44,762 1281895 1193406 1359422 1359422 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -100,021)
1,429 15,176 -15,363 -86,087 -99,834 -100,021 -100,021 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.9 3.3 94.3 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 5 4 39 42 48 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,699
COMMITMENTS
572 5,536 1,743 57,384 52,420 59,699 59,699 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,985)
21 -314 274 -2,280 -1,945 -1,985 -1,985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.3 2.9 96.1 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 9 6 23 21 30 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 297,274
COMMITMENTS
6,664 7,624 328 290,282 289,322 297,274 297,274 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -16,293)
0 -344 0 -16,293 -15,949 -16,293 -16,293 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.6 0.1 97.6 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 16 15 19 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 299,131
COMMITMENTS
1,056 5,816 8,224 289,851 285,091 299,131 299,131 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -26,766)
-2,856 5,088 -408 -23,502 -31,446 -26,766 -26,766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.9 2.7 96.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 23 25 26 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,532
COMMITMENTS
531 220 40 22,859 22,807 23,430 23,067 102 465
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,105)
-204 -124 40 -898 -1,234 -1,062 -1,318 -43 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.9 0.2 97.1 96.9 99.6 98.0 0.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 1 20 25 25 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,566
COMMITMENTS
310 0 0 51,937 52,426 52,247 52,426 319 140
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,674)
-40 0 0 -5,601 -5,646 -5,641 -5,646 -33 -28
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: 37)
1 0 0 27 28 28 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,466
COMMITMENTS
335 200 0 69,918 70,151 70,253 70,351 213 115
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -6,819)
-40 150 0 -6,755 -6,961 -6,795 -6,811 -24 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.0 99.2 99.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 0 27 28 28 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,595
COMMITMENTS
700 600 0 30,266 30,780 30,966 31,380 629 215
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -650)
0 0 0 -875 -665 -875 -665 225 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.9 0.0 95.8 97.4 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 21 16 22 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 325,088
COMMITMENTS
18,392 0 736 303,512 323,536 322,640 324,272 2,448 816
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,888)
368 0 0 -928 1,072 -560 1,072 2,448 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.2 93.4 99.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 19 24 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,792
COMMITMENTS
508 907 82 6,543 6,417 7,133 7,406 659 386
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 507)
0 43 0 381 464 381 507 126 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.6 1.1 84.0 82.4 91.5 95.0 8.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 21 16 23 18
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,185
COMMITMENTS
715 0 325 12,675 13,805 13,715 14,130 470 55
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -880)
-115 0 0 -755 -875 -870 -875 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 2.3 89.4 97.3 96.7 99.6 3.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 7 16 10 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,114
COMMITMENTS
0 760 0 36,751 36,167 36,751 36,927 363 187
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -135)
0 0 0 -493 -200 -493 -200 358 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 99.0 97.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 24 24 24 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,981
COMMITMENTS
1,175 100 0 25,436 26,708 26,611 26,808 370 173
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -165 -48 -165 -48 160 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 0.0 94.3 99.0 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 21 19 23 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,434
COMMITMENTS
1,314 149 208 18,383 19,401 19,905 19,758 529 676
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 100)
-22 65 22 -6 -218 -6 -131 106 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.7 1.0 90.0 94.9 97.4 96.7 2.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 20 18 24 21
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,964
COMMITMENTS
375 4,383 297 55,283 51,083 55,955 55,763 9 201
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,066)
-20 -407 -35 -3,008 -2,632 -3,063 -3,074 -3 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.8 0.5 98.8 91.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 30 23 34 26
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,411
COMMITMENTS
1,183 14,920 1,806 71,398 57,665 74,387 74,391 24 20
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,791)
40 -664 -11 -3,789 -3,030 -3,760 -3,705 -31 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 20.1 2.4 96.0 77.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 6 8 36 31 47 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,225
COMMITMENTS
775 0 0 41,165 42,035 41,940 42,035 285 190
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,435)
-90 0 0 -5,320 -5,435 -5,410 -5,435 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.5 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 22 12 23 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,000
COMMITMENTS
1,385 2,400 0 48,390 47,600 49,775 50,000 225 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,245)
-95 0 0 -4,140 -4,245 -4,235 -4,245 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.8 0.0 96.8 95.2 99.6 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 13 24 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 273,216
COMMITMENTS
37,407 400 1,551 234,258 271,265 273,216 273,216 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -29,427)
-4,568 0 0 -24,859 -29,427 -29,427 -29,427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.1 0.6 85.7 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 23 29 25 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,619
COMMITMENTS
5,734 1,011 1,303 16,725 21,972 23,762 24,286 857 333
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,192)
-310 -441 -24 -1,881 -1,643 -2,215 -2,108 23 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 4.1 5.3 67.9 89.2 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 5 25 30 30 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 37,799
COMMITMENTS
1,347 267 75 36,377 37,457 37,799 37,799 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,699)
-339 27 -100 -2,260 -2,626 -2,699 -2,699 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.7 0.2 96.2 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 15 16 20 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 295,853
COMMITMENTS
4,680 15,692 3,108 288,065 277,053 295,853 295,853 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -7,217)
2,232 0 0 -9,449 -7,217 -7,217 -7,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.3 1.1 97.4 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 18 19 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 18,812
COMMITMENTS
730 646 1,102 16,129 15,981 17,961 17,729 851 1,083
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,070)
148 40 -40 -1,115 -1,050 -1,007 -1,050 -63 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.4 5.9 85.7 85.0 95.5 94.2 4.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 15 17 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 138,583
COMMITMENTS
352 0 0 138,231 138,583 138,583 138,583 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 11 12 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,623
COMMITMENTS
466 490 80 9,102 8,997 9,648 9,567 975 1,056
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -475)
-42 21 -105 -265 -328 -412 -412 -63 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.6 0.8 85.7 84.7 90.8 90.1 9.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 14 15 17
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 78,460
COMMITMENTS
1,760 0 0 76,700 78,460 78,460 78,460 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -9,384)
-1,632 0 0 -7,752 -9,384 -9,384 -9,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 14 14 14
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,627
COMMITMENTS
286 1,089 170 13,005 12,136 13,461 13,395 166 232
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,017)
-234 -401 0 -402 -239 -636 -640 -381 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.0 1.2 95.4 89.1 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 21 22 23 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 150,936
COMMITMENTS
0 8,790 0 150,936 142,146 150,936 150,936 0 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,265)
0 -1,224 0 -4,265 -3,041 -4,265 -4,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 100.0 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 20 14 20 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,621
COMMITMENTS
498 538 2,046 19,053 19,037 21,597 21,621 24 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,245)
-500 0 -25 -644 -1,220 -1,169 -1,245 -76 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.5 9.5 88.1 88.0 99.9 100.0 0.1 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 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,370
COMMITMENTS
520 0 500 12,980 13,850 14,000 14,350 370 20
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 320)
220 -30 -220 340 570 340 320 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 3.5 90.3 96.4 97.4 99.9 2.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 14 18 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,435
COMMITMENTS
485 0 490 13,140 13,925 14,115 14,415 320 20
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 495)
210 0 -225 530 720 515 495 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 3.4 91.0 96.5 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 18 13 20 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 456,685
COMMITMENTS
0 57,076 79,503 375,795 319,180 455,297 455,758 1,388 927
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 17.4 82.3 69.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 3 14 13 17 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,465
COMMITMENTS
350 130 25 21,799 22,310 22,174 22,465 291 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,575)
-70 -45 -5 1,584 1,625 1,509 1,575 66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 0.1 97.0 99.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 20 17 23 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,808
COMMITMENTS
420 125 15 19,100 19,668 19,535 19,808 273 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 4,540)
20 -50 15 4,525 4,605 4,560 4,570 -20 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.1 96.4 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 20 16 23 18
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,940
COMMITMENTS
200 575 0 18,395 18,305 18,595 18,880 345 60
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,845)
75 -25 -100 -2,805 -2,720 -2,830 -2,845 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.0 0.0 97.1 96.6 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 15 20 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,450
COMMITMENTS
275 300 0 12,885 12,970 13,160 13,270 290 180
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.2 0.0 95.8 96.4 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 13 12 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,100
COMMITMENTS
0 750 75 16,985 16,260 17,060 17,085 40 15
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -860)
0 -40 65 -900 -880 -835 -855 -25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.4 99.3 95.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 1 15 14 16 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,801
COMMITMENTS
125 500 25 18,576 18,261 18,726 18,786 75 15
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -825)
-30 -50 0 -760 -775 -790 -825 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.7 0.1 98.8 97.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 13 16 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,042
COMMITMENTS
495 2,722 710 108,802 106,610 110,007 110,042 35 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,153)
-115 -160 35 -5,058 -5,013 -5,138 -5,138 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.5 0.6 98.9 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 6 4 36 32 42 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,961
COMMITMENTS
600 5,955 725 125,556 120,261 126,881 126,941 80 20
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -7,887)
-384 -672 -458 -7,095 -6,732 -7,937 -7,862 50 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.7 0.6 98.9 94.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 7 5 40 35 46 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 188,070
COMMITMENTS
9,382 29,994 6,360 172,293 151,660 188,035 188,014 35 56
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,037)
-1,267 5,350 -3,718 2,950 -3,681 -2,035 -2,049 -2 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.9 3.4 91.6 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 12 11 38 48 55 64
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,359
COMMITMENTS
575 8,675 2,850 120,860 112,834 124,285 124,359 74 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,269)
-3,622 2,081 747 4,154 -1,559 1,279 1,269 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.0 2.3 97.2 90.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 9 2 38 31 42 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,990
COMMITMENTS
1,475 175 25 40,335 41,765 41,835 41,965 155 25
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 6,600)
-425 -450 -25 6,970 7,075 6,520 6,600 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 0.1 96.1 99.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 23 12 25 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,985
COMMITMENTS
645 225 25 37,170 37,735 37,840 37,985 145 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 6,970)
-140 -120 -5 7,025 7,095 6,880 6,970 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.1 97.9 99.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 23 13 25 16
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,872
COMMITMENTS
1,000 100 250 27,390 28,522 28,640 28,872 232 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -455)
-75 -100 0 -363 -355 -438 -455 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.3 0.9 94.9 98.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 28 26 30 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 22,336
COMMITMENTS
2,325 0 0 20,011 22,041 22,336 22,041 0 295
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 395)
0 0 0 395 220 395 220 0 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.0 89.6 98.7 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 19 18 21 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,812
COMMITMENTS
1,677 2,200 12 23,745 23,577 25,434 25,789 378 23
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,280)
-369 -70 -30 -1,850 -2,185 -2,249 -2,285 -31 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.5 0.0 92.0 91.3 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 1 20 21 25 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,472
COMMITMENTS
1,021 50 168 16,653 17,939 17,842 18,157 630 315
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,365)
111 25 -166 -1,275 -1,181 -1,330 -1,322 -35 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.3 0.9 90.2 97.1 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 18 20 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,464
COMMITMENTS
2,048 4,633 645 30,606 28,186 33,299 33,464 165 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,783)
-786 -1,044 -42 -2,934 -2,697 -3,762 -3,783 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 13.8 1.9 91.5 84.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 4 31 26 36 32
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,098
COMMITMENTS
129 0 15 19,339 20,068 19,483 20,083 615 15
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,038)
-139 0 0 -884 -1,013 -1,023 -1,013 -15 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 96.2 99.9 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 23 20 25 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,421
COMMITMENTS
0 1,498 85 21,175 19,838 21,260 21,421 161 0
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,742)
0 -211 0 -1,721 -1,531 -1,721 -1,742 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.4 98.9 92.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 20 16 21 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,225
COMMITMENTS
0 0 0 13,629 13,907 13,629 13,907 596 318
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -851)
0 0 0 -795 -823 -795 -823 -56 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 97.8 95.8 97.8 4.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 13 16 13
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,655
COMMITMENTS
84 575 0 32,284 32,025 32,368 32,600 287 55
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -987)
-16 -125 0 -821 -917 -837 -1,042 -150 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 0.0 98.9 98.1 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 0 30 24 32 27
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,656
COMMITMENTS
432 0 34 16,869 17,372 17,335 17,406 321 250
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 525)
13 0 -13 545 558 545 545 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.2 95.5 98.4 98.2 98.6 1.8 1.4
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 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,057
COMMITMENTS
690 0 0 12,302 12,980 12,992 12,980 65 77
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -252)
-65 0 0 -172 -250 -237 -250 -15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 94.2 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 14 21 14
Updated February 10, 2017