CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,867
COMMITMENTS
1,614 429 0 6,244 7,432 7,858 7,861 9 6
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 25)
25 25 0 0 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 5.5 0.0 79.4 94.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 0 5 9 12 13
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,130
COMMITMENTS
16,980 11,959 600 14,550 19,571 32,130 32,130 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 100)
100 100 0 0 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 37.2 1.9 45.3 60.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 3 8 5 15 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 39,936
COMMITMENTS
13,776 20,313 20 26,140 19,603 39,936 39,936 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 392)
392 50 0 0 342 392 392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 50.9 0.0 65.5 49.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 10 2 9 6 17 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 33,761
COMMITMENTS
2,856 2,018 3,427 27,398 28,285 33,682 33,731 79 30
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 2,592)
74 845 147 2,315 1,601 2,535 2,592 57 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 6.0 10.2 81.2 83.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 8 9 11 11 25 22
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,450
COMMITMENTS
7,989 2,402 0 30,461 36,038 38,450 38,440 0 10
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 205)
0 200 0 205 55 205 255 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.2 0.0 79.2 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 0 10 11 13 16
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,730
COMMITMENTS
8,425 14,933 275 26,030 19,522 34,730 34,730 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 43.0 0.8 74.9 56.2 100.0 100.0 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 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,595
COMMITMENTS
4,290 8,540 0 17,305 13,055 21,595 21,595 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 39.5 0.0 80.1 60.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 7 0 8 4 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,860
COMMITMENTS
8,708 6,265 0 6,152 8,595 14,860 14,860 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -619)
134 -350 0 -753 -269 -619 -619 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 42.2 0.0 41.4 57.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 0 7 8 14 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,659
COMMITMENTS
8,998 11,000 700 17,960 15,959 27,659 27,659 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 555)
232 350 0 323 205 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 39.8 2.5 64.9 57.7 100.0 100.0 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 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,070
COMMITMENTS
7,620 5,850 100 10,350 12,120 18,070 18,070 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 100)
50 50 0 50 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 32.4 0.6 57.3 67.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 9 3 17 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 13,748
COMMITMENTS
285 1,249 1,028 12,434 11,470 13,748 13,748 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 2,611)
0 396 -11 2,622 2,226 2,611 2,611 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.1 7.5 90.4 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 6 2 10 11 13 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,260,912
COMMITMENTS
948,464 73,264 823,589 3452777 4348301 5224830 5245154 36,082 15,758
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 127,697)
37,061 40,293 121 91,285 86,868 128,467 127,282 -770 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 1.4 15.7 65.6 82.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
63 11 59 135 126 205 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,747,209
COMMITMENTS
166,663 61,874 743,834 834,534 938,877 1745031 1744585 2,177 2,623
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 29,826)
-5,943 -5,559 34,316 2,106 1,565 30,480 30,322 -654 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.5 42.6 47.8 53.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 11 25 56 51 84 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,545
COMMITMENTS
2,958 1,240 847 154,596 171,999 158,401 174,086 22,144 6,459
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -9,440)
1,283 -126 -319 -12,864 -8,624 -11,900 -9,069 2,460 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.7 0.5 85.6 95.3 87.7 96.4 12.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 4 30 25 34 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,130
COMMITMENTS
466 0 90 90,240 93,010 90,796 93,100 5,334 3,030
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,672)
-2,339 0 0 -4,794 -5,677 -7,133 -5,677 2,461 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 93.9 96.8 94.5 96.8 5.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 26 28 27 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,997
COMMITMENTS
0 2,400 824 115,098 120,103 115,922 123,327 16,075 8,670
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,663)
-589 -101 -202 -8,279 -11,119 -9,070 -11,422 407 2,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.6 87.2 91.0 87.8 93.4 12.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 24 23 26 26
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 977,499
COMMITMENTS
184 3,291 6,334 959,918 966,022 966,436 975,647 11,063 1,852
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,356)
172 873 -70 -2,942 -4,756 -2,840 -3,953 -1,516 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.6 98.2 98.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 5 52 39 57 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,119
COMMITMENTS
5,658 807 1,348 364,888 375,909 371,894 378,064 15,225 9,055
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -19,215)
-537 807 -421 -21,441 -20,681 -22,399 -20,295 3,184 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.3 94.3 97.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 1 30 37 32 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,774
COMMITMENTS
3,138 0 1,783 290,289 295,594 295,210 297,377 6,564 4,397
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -13,782)
573 -687 1 -15,121 -16,491 -14,547 -17,177 765 3,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.6 96.2 98.0 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 0 3 37 40 40 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,120
COMMITMENTS
0 1,146 1,150 122,776 115,529 123,926 117,825 7,194 13,295
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,118)
-341 -2,955 -515 -5,796 -4,412 -6,652 -7,882 1,534 2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.9 93.6 88.1 94.5 89.9 5.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 26 26 28 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,817
COMMITMENTS
5,217 5,923 1,005 93,701 93,857 99,923 100,785 4,894 4,032
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,211)
88 -1,167 -90 -1,371 -1,757 -1,373 -3,014 -1,838 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.7 1.0 89.4 89.5 95.3 96.2 4.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 23 21 26 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,913
COMMITMENTS
0 0 0 12,993 13,851 12,993 13,851 920 62
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,972)
0 0 0 -8,396 -8,894 -8,396 -8,894 -576 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 99.6 93.4 99.6 6.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 12 11 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,893
COMMITMENTS
2,245 0 209 76,817 81,782 79,271 81,991 8,622 5,902
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,517)
1,566 -2,314 -291 -7,953 -4,919 -6,678 -7,524 161 1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.2 87.4 93.0 90.2 93.3 9.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 16 18 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,983
COMMITMENTS
0 0 0 157,409 161,900 157,409 161,900 7,574 3,083
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -10,324)
0 0 0 -10,113 -10,514 -10,113 -10,514 -211 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 98.1 95.4 98.1 4.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 24 26 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 530,483
COMMITMENTS
19,061 1,962 6,186 491,420 511,177 516,667 519,325 13,816 11,158
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -13,390)
1,868 -579 -418 -18,531 -13,059 -17,081 -14,056 3,691 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 1.2 92.6 96.4 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 1 6 48 44 56 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,470
COMMITMENTS
334 2,847 1,518 89,380 89,622 91,232 93,987 10,238 7,483
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -210)
334 56 29 -2,669 134 -2,306 219 2,096 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.8 1.5 88.1 88.3 89.9 92.6 10.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 19 17 21 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,884
COMMITMENTS
0 177 185 74,110 73,088 74,295 73,450 2,589 3,434
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,057)
-248 -505 185 -3,648 -3,927 -3,711 -4,247 -1,346 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 96.4 95.1 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 16 16 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,520
COMMITMENTS
38,254 3,441 0 91,739 125,622 129,993 129,063 527 1,457
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -39,930)
-28,483 434 -1,554 -9,636 -38,653 -39,673 -39,773 -257 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 2.6 0.0 70.3 96.2 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 6 0 18 40 27 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,615
COMMITMENTS
0 0 0 65,879 63,977 65,879 63,977 736 2,638
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,383)
0 -463 0 -4,743 -3,841 -4,743 -4,304 360 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 96.0 98.9 96.0 1.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 14 21 14 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 258,579
COMMITMENTS
0 922 773 249,887 247,466 250,660 249,161 7,919 9,418
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,161)
0 -1,028 -92 -9,767 -7,803 -9,859 -8,923 1,698 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.3 96.6 95.7 96.9 96.4 3.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 31 30 32 31
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,286
COMMITMENTS
0 2,140 245 90,173 90,311 90,418 92,696 8,868 6,590
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,696)
0 -2,476 -62 -13,703 -5,751 -13,765 -8,289 6,069 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.2 90.8 91.0 91.1 93.4 8.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 16 20 17 21
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,179
COMMITMENTS
4,701 0 309 123,719 131,499 128,729 131,808 8,450 5,371
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,205)
833 -1,451 -92 -4,348 -4,671 -3,607 -6,214 -598 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.2 90.2 95.9 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 15 15 17 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,109
COMMITMENTS
0 0 0 93,742 98,937 93,742 98,937 8,367 3,172
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,045)
-775 0 0 -2,532 -4,562 -3,307 -4,562 -738 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 96.9 91.8 96.9 8.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 16 18 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,812
COMMITMENTS
151 0 214 115,006 116,772 115,371 116,986 5,441 3,826
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,185)
-66 -1,934 -32 -3,910 -2,365 -4,008 -4,331 -177 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 95.2 96.7 95.5 96.8 4.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 21 17 22 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,941
COMMITMENTS
1,360 962 1,372 122,377 132,112 125,109 134,446 17,832 8,495
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,251)
-1,546 -3,161 794 -4,465 -4,394 -5,217 -6,761 -34 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 1.0 85.6 92.4 87.5 94.1 12.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 25 20 27 22
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,423
COMMITMENTS
0 248 0 15,257 15,989 15,257 16,237 1,166 186
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,028)
-336 -392 0 -4,268 -3,138 -4,604 -3,530 576 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 92.9 97.4 92.9 98.9 7.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 11 12 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,090
COMMITMENTS
682 0 0 26,317 28,346 26,999 28,346 2,091 744
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,862)
-94 0 -186 -3,929 -4,470 -4,209 -4,656 -653 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 90.5 97.4 92.8 97.4 7.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 11 13 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,616
COMMITMENTS
10,606 4,215 2,812 162,532 165,838 175,950 172,865 7,666 10,751
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -9,042)
-1,441 -1,402 221 -10,316 -11,561 -11,536 -12,742 2,494 3,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.3 1.5 88.5 90.3 95.8 94.1 4.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 31 26 35 30
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 87,224
COMMITMENTS
2,444 0 240 75,225 79,437 77,909 79,677 9,315 7,547
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,391)
1,898 0 -186 -5,891 -3,248 -4,179 -3,434 -212 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.3 86.2 91.1 89.3 91.3 10.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 17 19 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,424
COMMITMENTS
0 0 0 85,922 89,392 85,922 89,392 7,502 4,032
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,546)
0 0 0 -7,179 -5,232 -7,179 -5,232 1,633 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 95.7 92.0 95.7 8.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 15 20 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 124,508
COMMITMENTS
0 0 0 107,968 110,852 107,968 110,852 16,540 13,656
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,385)
-3,323 0 0 -6,591 -11,940 -9,914 -11,940 2,529 4,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.7 89.0 86.7 89.0 13.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 13 18 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 150,265
COMMITMENTS
22,649 11,169 15,036 112,277 123,859 149,961 150,063 304 202
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,435)
-873 -2,339 -569 -5,209 -3,552 -6,651 -6,460 216 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.4 10.0 74.7 82.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 11 17 44 47 65 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,282
COMMITMENTS
2,372 357 2,517 40,393 42,408 45,282 45,282 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 127)
-284 -1,063 1,516 -1,081 -326 151 127 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.8 5.6 89.2 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 3 27 26 32 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 386,183
COMMITMENTS
12,989 7,220 3,732 369,462 375,231 386,183 386,183 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -17,648)
-1,932 7,212 -5,300 -9,552 -19,560 -16,784 -17,648 -864 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.9 1.0 95.7 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 21 23 25 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,280,150
COMMITMENTS
27,040 121,404 28,201 1224909 1130545 1280150 1280150 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -67,865)
-283 -7,698 -1,102 -66,480 -59,065 -67,865 -67,865 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.5 2.2 95.7 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 3 36 40 44 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,229
COMMITMENTS
1,298 4,265 1,374 60,557 57,590 63,229 63,229 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,073)
-423 -900 -201 -1,449 -971 -2,073 -2,073 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.7 2.2 95.8 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 7 24 23 32 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 291,003
COMMITMENTS
608 13,338 328 290,067 277,337 291,003 291,003 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -12,208)
-6,664 1,944 0 -5,544 -14,152 -12,208 -12,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.6 0.1 99.7 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 1 15 14 17 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 285,798
COMMITMENTS
0 6,168 7,872 277,926 271,758 285,798 285,798 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -26,704)
-1,056 352 -352 -25,296 -26,704 -26,704 -26,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.8 97.2 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 21 23 22 25
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 21,453
COMMITMENTS
172 160 296 20,923 20,014 21,391 20,470 62 983
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,480)
-359 -129 256 -2,337 -3,125 -2,440 -2,998 -40 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 1.4 97.5 93.3 99.7 95.4 0.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 20 20 24 22
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,621
COMMITMENTS
270 1,850 0 49,012 47,531 49,282 49,381 339 240
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,546)
-40 1,800 0 -4,496 -6,326 -4,536 -4,526 -10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.7 0.0 98.8 95.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 26 24 27 26
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,178
COMMITMENTS
295 1,800 0 64,669 63,173 64,964 64,973 214 205
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,051)
-40 1,600 0 -8,012 -9,621 -8,052 -8,021 1 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 0.0 99.2 96.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 27 26 28 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,160
COMMITMENTS
700 550 0 31,943 32,425 32,643 32,975 517 185
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 460)
0 0 0 185 445 185 445 275 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.7 0.0 96.3 97.8 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 22 18 23 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 289,904
COMMITMENTS
17,576 0 736 269,480 288,464 287,792 289,200 2,112 704
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -10,072)
0 0 0 -12,184 -10,776 -12,184 -10,776 2,112 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.3 93.0 99.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,084
COMMITMENTS
466 777 40 6,983 6,584 7,489 7,401 595 683
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 307)
0 0 0 247 245 247 245 60 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.6 0.5 86.4 81.4 92.6 91.6 7.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 20 19 22 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,812
COMMITMENTS
0 635 0 38,549 38,000 38,549 38,635 263 177
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,625)
0 0 0 1,367 1,560 1,367 1,560 258 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 99.3 97.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 26 23 26 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,449
COMMITMENTS
1,100 50 0 25,029 26,236 26,129 26,286 320 163
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 300)
0 0 0 190 267 190 267 110 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 0.0 94.6 99.2 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 23 20 25 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,394
COMMITMENTS
1,272 40 442 18,241 19,237 19,955 19,719 439 675
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 54)
0 0 0 17 16 17 16 37 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.2 2.2 89.4 94.3 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 22 22 26 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,319
COMMITMENTS
380 4,135 327 53,593 49,675 54,300 54,137 19 182
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,112)
-20 -521 0 -4,099 -3,559 -4,119 -4,080 7 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.6 0.6 98.7 91.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 2 29 24 33 28
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,342
COMMITMENTS
716 16,580 1,323 72,280 56,370 74,319 74,273 23 69
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,771)
-57 200 -784 -3,917 -4,236 -4,758 -4,820 -13 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 22.3 1.8 97.2 75.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 8 6 33 30 41 40
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,725
COMMITMENTS
735 0 0 36,715 37,485 37,450 37,485 275 240
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,235)
-90 0 0 -5,135 -5,285 -5,225 -5,285 -10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.3 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 10 22 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,030
COMMITMENTS
1,310 2,400 0 44,505 43,630 45,815 46,030 215 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,685)
-125 0 0 -5,550 -5,685 -5,675 -5,685 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.2 0.0 96.7 94.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 14 24 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 267,600
COMMITMENTS
43,707 450 2,301 221,592 264,849 267,600 267,600 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -22,463)
-806 0 0 -21,657 -22,463 -22,463 -22,463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.2 0.9 82.8 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 24 27 27 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,860
COMMITMENTS
6,054 970 1,095 15,923 21,519 23,072 23,584 788 276
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,833)
-88 -130 -242 -1,458 -1,422 -1,787 -1,794 -46 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 4.1 4.6 66.7 90.2 96.7 98.8 3.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 23 30 28 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,045
COMMITMENTS
629 268 130 35,286 35,647 36,045 36,045 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,088)
-334 -22 -51 -1,703 -2,015 -2,088 -2,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 0.4 97.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 16 17 21 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 294,644
COMMITMENTS
4,680 15,692 3,108 286,856 275,844 294,644 294,644 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -15,720)
0 0 0 -15,720 -15,720 -15,720 -15,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 25)
1 1 1 17 17 19 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 18,383
COMMITMENTS
945 606 1,102 15,548 15,737 17,595 17,445 788 938
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -811)
215 -40 0 -986 -691 -771 -731 -40 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.3 6.0 84.6 85.6 95.7 94.9 4.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 15 19 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,584
COMMITMENTS
192 714 170 11,921 10,935 12,283 11,819 301 765
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,261)
-94 -510 0 -1,130 -1,221 -1,224 -1,731 -37 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.7 1.4 94.7 86.9 97.6 93.9 2.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 17 20 20 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 146,780
COMMITMENTS
0 6,280 0 146,780 140,500 146,780 146,780 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,974)
0 -1,760 0 -7,974 -6,214 -7,974 -7,974 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 16 18 17
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,047
COMMITMENTS
161 616 1,562 18,324 17,869 20,047 20,047 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,626)
-288 -83 -298 -920 -1,245 -1,506 -1,626 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 7.8 91.4 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 13 21 16
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 186,472
COMMITMENTS
0 3,232 0 186,472 183,240 186,472 186,472 0 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,130
COMMITMENTS
700 0 345 17,315 18,785 18,360 19,130 770 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,500)
200 0 -200 -1,900 -1,300 -1,900 -1,500 400 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.8 90.5 98.2 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 3 19 14 22 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,380
COMMITMENTS
550 0 500 18,030 18,880 19,080 19,380 300 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,495)
25 -35 -50 -1,450 -1,410 -1,475 -1,495 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 2.6 93.0 97.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 22 15 25 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 526,815
COMMITMENTS
8,687 71,002 77,052 440,044 377,699 525,783 525,753 1,032 1,062
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 9,870)
-1,014 23,374 -918 11,894 -12,599 9,961 9,857 -91 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.5 14.6 83.5 71.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 3 17 18 20 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,360
COMMITMENTS
180 0 0 11,880 12,360 12,060 12,360 300 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -520)
0 0 0 -480 -520 -480 -520 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 96.1 100.0 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 12 12 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,840
COMMITMENTS
0 75 0 32,557 32,735 32,557 32,810 283 30
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,335)
-50 -55 -25 -1,237 -1,285 -1,312 -1,365 -23 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.1 99.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,680
COMMITMENTS
70 75 15 30,325 30,590 30,410 30,680 270 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -798)
-50 -50 0 -730 -748 -780 -798 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 98.8 99.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 14 17 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,790
COMMITMENTS
0 550 0 15,310 15,180 15,310 15,730 480 60
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,845)
-200 -25 0 -2,780 -2,820 -2,980 -2,845 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 97.0 96.1 97.0 99.6 3.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 14 13 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,528
COMMITMENTS
0 250 75 19,348 19,188 19,423 19,513 105 15
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -542)
0 -50 0 -607 -492 -607 -542 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 99.1 98.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 11 16 12 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,647
COMMITMENTS
100 150 25 20,388 20,457 20,513 20,632 134 15
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -484)
-25 -50 0 -518 -434 -543 -484 59 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.1 98.7 99.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 12 15 13 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,184
COMMITMENTS
345 2,817 570 107,084 104,757 107,999 108,144 185 40
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,993)
-75 -235 -160 -6,913 -6,638 -7,148 -7,033 155 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.6 0.5 99.0 96.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 5 35 33 41 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,997
COMMITMENTS
470 6,947 715 125,722 119,330 126,907 126,992 90 5
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,586)
-230 -1,318 -10 -8,341 -7,238 -8,581 -8,566 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.5 0.6 99.0 94.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 7 5 38 34 43 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 190,830
COMMITMENTS
8,183 24,126 12,793 169,757 153,873 190,733 190,792 97 38
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 340)
-1,397 -7,685 5,771 -4,074 2,268 300 354 40 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.6 6.7 89.0 80.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 14 10 41 42 55 59
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,938
COMMITMENTS
415 8,998 2,330 119,136 110,570 121,881 121,898 57 40
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,712)
-60 -162 -250 -3,392 -3,340 -3,702 -3,752 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.4 1.9 97.7 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 7 2 37 33 39 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,255
COMMITMENTS
1,065 75 30 47,040 48,125 48,135 48,230 120 25
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,850)
-360 -100 5 -1,490 -1,755 -1,845 -1,850 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 0.1 97.5 99.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 24 12 26 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,925
COMMITMENTS
645 150 0 44,185 44,705 44,830 44,855 95 70
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,515)
-100 -150 -25 -1,415 -1,365 -1,540 -1,540 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 0.0 98.4 99.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 23 11 24 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,032
COMMITMENTS
950 0 250 28,667 29,722 29,867 29,972 165 60
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 685)
-50 -100 0 752 785 702 685 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.8 95.5 99.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 26 25 27 26
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 22,053
COMMITMENTS
2,200 0 0 19,853 21,843 22,053 21,843 0 210
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 50 200 50 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 90.0 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 20 19 22 19
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,880
COMMITMENTS
1,464 2,100 0 24,694 24,504 26,158 26,604 722 276
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 44)
-348 -100 -12 11 -115 -349 -227 393 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.8 0.0 91.9 91.2 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 18 18 20 20
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,765
COMMITMENTS
1,152 0 7 15,946 17,463 17,105 17,470 660 295
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,201)
131 -50 -161 -1,186 -957 -1,216 -1,168 15 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 89.8 98.3 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 17 19 18
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,425
COMMITMENTS
1,532 4,057 455 30,239 27,841 32,226 32,353 199 72
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,519)
-586 -941 -65 -2,904 -2,585 -3,555 -3,591 36 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.5 1.4 93.3 85.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 2 29 23 33 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,776
COMMITMENTS
45 0 5 19,481 19,656 19,531 19,661 245 115
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -839)
-84 0 -10 -810 -944 -904 -954 65 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.5 99.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 22 18 23 19
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,090
COMMITMENTS
0 1,430 85 20,484 19,575 20,569 21,090 521 0
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,797)
0 -243 0 -2,152 -1,554 -2,152 -1,797 355 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.4 97.1 92.8 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 21 16 22 19
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,496
COMMITMENTS
0 450 0 34,196 33,676 34,196 34,126 300 370
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 69)
-84 -125 0 145 -106 61 -231 8 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.1 97.6 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 27 22 27 23
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,356
COMMITMENTS
505 0 8 17,404 17,984 17,917 17,992 439 364
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -806)
13 0 -13 -934 -912 -934 -925 128 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 94.8 98.0 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 20 16 21 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,275
COMMITMENTS
665 0 0 11,880 13,230 12,545 13,230 730 45
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -682)
25 0 0 -1,377 -727 -1,352 -727 670 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 89.5 99.7 94.5 99.7 5.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 19 15 20 15
Updated March 10, 2017