CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| 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 03/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,090
COMMITMENTS
16,940 12,109 600 14,550 19,381 32,090 32,090 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -40)
-40 150 0 0 -190 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 37.7 1.9 45.3 60.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 3 8 5 15 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,626
COMMITMENTS
14,166 20,313 20 26,440 20,293 40,626 40,626 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 690)
390 0 0 300 690 690 690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 50.0 0.0 65.1 50.0 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 33,417
COMMITMENTS
2,769 1,983 3,435 27,132 27,959 33,336 33,377 81 40
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -344)
-87 -35 7 -266 -327 -346 -354 2 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.9 10.3 81.2 83.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 8 9 11 12 25 23
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,298
COMMITMENTS
7,989 2,042 0 30,309 36,246 38,298 38,288 0 10
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -152)
0 -360 0 -152 208 -152 -152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 5.3 0.0 79.1 94.6 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,330
COMMITMENTS
7,725 14,333 275 26,330 19,722 34,330 34,330 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -400)
-700 -600 0 300 200 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 41.8 0.8 76.7 57.4 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,495
COMMITMENTS
3,890 8,240 0 17,605 13,255 21,495 21,495 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -100)
-400 -300 0 300 200 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 38.3 0.0 81.9 61.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 8 0 8 4 11 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,554
COMMITMENTS
8,653 6,315 0 5,901 8,239 14,554 14,554 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -306)
-55 50 0 -251 -356 -306 -306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 43.4 0.0 40.5 56.6 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,321
COMMITMENTS
8,984 11,950 700 17,637 14,671 27,321 27,321 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -338)
-14 950 0 -324 -1,288 -338 -338 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 43.7 2.6 64.6 53.7 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,420
COMMITMENTS
7,820 5,600 100 10,500 12,720 18,420 18,420 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 350)
200 -250 0 150 600 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 30.4 0.5 57.0 69.1 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 15,474
COMMITMENTS
785 1,831 1,353 13,336 12,291 15,474 15,474 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,726)
500 581 324 902 821 1,726 1,726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 11.8 8.7 86.2 79.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 6 3 11 11 16 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,340,855
COMMITMENTS
1017450 69,844 816,594 3467848 4439589 5301892 5326027 38,963 14,828
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 79,943)
68,986 -3,420 -6,995 15,071 91,288 77,062 80,873 2,881 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.3 15.3 64.9 83.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
64 11 61 135 127 207 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,773,114
COMMITMENTS
169,337 83,590 757,480 843,829 929,389 1770646 1770460 2,469 2,654
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 25,906)
2,674 21,716 13,646 9,294 -9,488 25,614 25,875 291 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.7 42.7 47.6 52.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
18 11 26 57 51 85 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,272
COMMITMENTS
3,832 1,058 1,399 161,590 180,337 166,821 182,794 21,451 5,478
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 7,727)
874 -182 552 6,994 8,338 8,420 8,708 -693 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.6 0.7 85.8 95.8 88.6 97.1 11.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 31 28 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,208
COMMITMENTS
584 0 368 94,002 97,900 94,954 98,268 6,254 2,940
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 5,078)
118 0 278 3,762 4,890 4,158 5,168 920 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 92.9 96.7 93.8 97.1 6.2 2.9
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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,825
COMMITMENTS
0 1,001 1,382 122,284 129,901 123,666 132,284 17,159 8,541
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 8,828)
0 -1,399 558 7,186 9,798 7,744 8,957 1,084 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.0 86.8 92.2 87.8 93.9 12.2 6.1
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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,008,610
COMMITMENTS
17 2,208 7,367 990,243 997,261 997,627 1006836 10,983 1,774
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 31,111)
-167 -1,083 1,033 30,325 31,239 31,191 31,189 -80 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.7 98.2 98.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 3 5 53 39 58 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 400,913
COMMITMENTS
7,836 0 402 377,381 392,250 385,619 392,652 15,294 8,261
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 13,794)
2,178 -807 -946 12,493 16,341 13,725 14,588 69 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.1 94.1 97.8 96.2 97.9 3.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 0 1 30 39 32 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,934
COMMITMENTS
1,191 85 2,622 298,801 300,395 302,614 303,102 6,320 5,832
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 7,160)
-1,947 85 839 8,512 4,801 7,404 5,725 -244 1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.8 96.7 97.2 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 3 35 40 38 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,473
COMMITMENTS
0 451 1,409 132,514 122,534 133,923 124,394 4,550 14,079
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 7,353)
0 -695 259 9,738 7,005 9,997 6,569 -2,644 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 95.7 88.5 96.7 89.8 3.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 2 27 27 29 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,870
COMMITMENTS
5,248 8,192 1,005 95,934 95,209 102,187 104,406 6,683 4,464
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 4,053)
31 2,269 0 2,233 1,352 2,264 3,621 1,789 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.5 0.9 88.1 87.5 93.9 95.9 6.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 22 22 25 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,441
COMMITMENTS
0 0 0 27,521 28,379 27,521 28,379 920 62
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 14,528)
0 0 0 14,528 14,528 14,528 14,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 99.8 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 13 13 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,495
COMMITMENTS
78 0 1,148 80,755 83,011 81,981 84,159 8,514 6,336
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 2,602)
-2,167 0 939 3,938 1,229 2,710 2,168 -108 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.3 89.2 91.7 90.6 93.0 9.4 7.0
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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,747
COMMITMENTS
0 0 0 156,871 161,570 156,871 161,570 7,876 3,177
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -236)
0 0 0 -538 -330 -538 -330 302 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 98.1 95.2 98.1 4.8 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 534,152
COMMITMENTS
30,140 4,696 5,435 485,587 513,325 521,162 523,456 12,990 10,696
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3,669)
11,079 2,734 -751 -5,833 2,148 4,495 4,131 -826 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.9 1.0 90.9 96.1 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 1 5 50 48 59 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,312
COMMITMENTS
824 3,356 1,642 97,381 95,191 99,847 100,189 8,465 8,123
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 6,842)
490 509 124 8,001 5,569 8,615 6,202 -1,773 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 1.5 89.9 87.9 92.2 92.5 7.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 3 20 18 23 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,327
COMMITMENTS
0 372 0 17,438 17,428 17,438 17,800 889 527
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 95.1 95.1 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,652
COMMITMENTS
923 0 60 75,896 76,340 76,879 76,400 2,773 3,252
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 2,768)
923 -177 -125 1,786 3,252 2,584 2,950 184 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 95.3 95.8 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 16 16 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,283
COMMITMENTS
600 0 0 96,583 92,784 97,183 92,784 1,100 5,499
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.3 94.4 98.9 94.4 1.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 15 13 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,080
COMMITMENTS
38,854 3,441 0 102,699 137,244 141,553 140,685 527 1,395
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 11,560)
600 0 0 10,960 11,622 11,560 11,622 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 2.4 0.0 72.3 96.6 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 6 0 20 42 30 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,092
COMMITMENTS
0 0 0 69,356 66,170 69,356 66,170 736 3,922
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3,477)
0 0 0 3,477 2,193 3,477 2,193 0 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 94.4 98.9 94.4 1.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 13 20 13 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,574
COMMITMENTS
0 316 824 253,034 252,381 253,858 253,521 8,716 9,053
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3,995)
0 -606 51 3,147 4,915 3,198 4,360 797 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.3 96.4 96.1 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 31 31 32
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,208
COMMITMENTS
0 2,140 245 88,730 89,233 88,975 91,618 9,233 6,590
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -1,078)
0 0 0 -1,443 -1,078 -1,443 -1,078 365 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.2 90.3 90.9 90.6 93.3 9.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 20 18 21
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,845
COMMITMENTS
4,736 580 322 124,893 131,670 129,951 132,572 7,894 5,273
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 666)
35 580 13 1,174 171 1,222 764 -556 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 0.2 90.6 95.5 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 16 15 18 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,924
COMMITMENTS
0 0 0 94,311 99,324 94,311 99,324 8,613 3,600
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 815)
0 0 0 569 387 569 387 246 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 96.5 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,595
COMMITMENTS
0 1,647 229 112,606 113,279 112,835 115,155 4,760 2,440
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -3,217)
-151 1,647 15 -2,400 -3,493 -2,536 -1,831 -681 -1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.2 95.8 96.3 96.0 97.9 4.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 21 18 23 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,238
COMMITMENTS
361 256 2,083 121,210 127,755 123,654 130,094 15,584 9,144
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -3,703)
-999 -706 711 -1,167 -4,357 -1,455 -4,352 -2,248 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 1.5 87.1 91.8 88.8 93.4 11.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 26 19 28 21
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,129
COMMITMENTS
0 248 0 19,535 20,695 19,535 20,943 1,594 186
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 4,706)
0 0 0 4,278 4,706 4,278 4,706 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 92.5 97.9 92.5 99.1 7.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 13 13 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| 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 03/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,065
COMMITMENTS
15,066 5,152 2,331 169,914 177,985 187,311 185,468 7,754 9,597
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 11,449)
4,460 937 -481 7,382 12,147 11,361 12,603 88 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.6 1.2 87.1 91.2 96.0 95.1 4.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 31 27 35 30
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,396
COMMITMENTS
2,444 0 240 70,221 77,008 72,905 77,248 13,491 9,148
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -828)
0 0 0 -5,004 -2,429 -5,004 -2,429 4,176 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.3 81.3 89.1 84.4 89.4 15.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 16 18 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,147
COMMITMENTS
0 0 0 85,494 88,687 85,494 88,687 7,653 4,460
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -277)
0 0 0 -428 -705 -428 -705 151 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 95.2 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 14 20 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 125,956
COMMITMENTS
0 0 0 110,045 110,524 110,045 110,524 15,911 15,432
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,448)
0 0 0 2,077 -328 2,077 -328 -629 1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 87.7 87.4 87.7 12.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 12 18 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 150,383
COMMITMENTS
22,586 11,142 14,489 112,943 124,427 150,018 150,057 365 326
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 118)
-62 -27 -547 666 568 57 -6 61 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 7.4 9.6 75.1 82.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 11 16 44 47 65 66
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 47,972
COMMITMENTS
3,266 357 2,489 42,216 45,126 47,972 47,972 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 2,690)
894 0 -28 1,824 2,718 2,690 2,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.7 5.2 88.0 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 3 26 27 32 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 399,792
COMMITMENTS
12,669 5,916 4,948 382,175 388,928 399,792 399,792 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 13,609)
-320 -1,304 1,216 12,713 13,697 13,609 13,609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 1.2 95.6 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 22 23 25 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,301,940
COMMITMENTS
26,648 132,117 19,819 1255473 1150004 1301940 1301940 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 21,790)
-392 10,713 -8,382 30,564 19,459 21,790 21,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.1 1.5 96.4 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,171
COMMITMENTS
1,101 3,916 1,348 62,722 59,907 65,171 65,171 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,942)
-197 -349 -26 2,165 2,317 1,942 1,942 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.0 2.1 96.2 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 7 23 22 31 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 290,051
COMMITMENTS
1,224 13,370 320 288,507 276,361 290,051 290,051 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -952)
616 32 -8 -1,560 -976 -952 -952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.6 0.1 99.5 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 1 15 14 17 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 298,065
COMMITMENTS
0 6,168 7,872 290,193 284,025 298,065 298,065 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 12,267)
0 0 0 12,267 12,267 12,267 12,267 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 2.6 97.4 95.3 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 21,839
COMMITMENTS
172 160 296 21,329 20,765 21,797 21,221 42 618
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 386)
0 0 0 406 751 406 751 -20 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 1.4 97.7 95.1 99.8 97.2 0.2 2.8
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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,461
COMMITMENTS
270 3,650 0 50,917 47,691 51,187 51,341 274 120
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,840)
0 1,800 0 1,905 160 1,905 1,960 -65 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.1 0.0 98.9 92.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 27 25 28 27
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 7,250
COMMITMENTS
1,550 200 50 5,600 7,000 7,200 7,250 50 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 2.8 0.7 77.2 96.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 10 10 14 11
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,168
COMMITMENTS
295 3,600 0 66,659 63,363 66,954 66,963 214 205
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,990)
0 1,800 0 1,990 190 1,990 1,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.4 0.0 99.2 94.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 28 26 29 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,915
COMMITMENTS
700 500 0 30,995 31,255 31,695 31,755 220 160
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -1,245)
0 -50 0 -948 -1,170 -948 -1,220 -297 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.6 0.0 97.1 97.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 15 23 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 277,936
COMMITMENTS
15,816 0 736 261,384 277,200 277,936 277,936 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -11,968)
-1,760 0 0 -8,096 -11,264 -9,856 -11,264 -2,112 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.3 94.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 20 18 23 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,466
COMMITMENTS
426 817 0 6,482 6,006 6,908 6,823 558 643
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -618)
-40 40 -40 -501 -578 -581 -578 -37 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.9 0.0 86.8 80.4 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 18 19 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,190
COMMITMENTS
0 500 0 37,185 36,580 37,185 37,080 5 110
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -1,622)
0 -135 0 -1,364 -1,420 -1,364 -1,555 -258 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 25 21 25 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,310
COMMITMENTS
1,000 0 0 24,100 25,200 25,100 25,200 210 110
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -1,139)
-100 -50 0 -929 -1,036 -1,029 -1,086 -110 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 95.2 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 19 23 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,525
COMMITMENTS
1,031 0 422 17,773 18,485 19,226 18,907 299 618
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -869)
-241 -40 -20 -468 -752 -729 -812 -140 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 2.2 91.0 94.7 98.5 96.8 1.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 21 24 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,856
COMMITMENTS
330 4,516 345 55,164 50,804 55,839 55,665 17 191
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,537)
-50 381 18 1,571 1,129 1,539 1,528 -2 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.1 0.6 98.8 91.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 31 24 35 29
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,028
COMMITMENTS
716 17,457 1,225 74,064 57,275 76,005 75,957 23 71
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,686)
0 877 -98 1,784 905 1,686 1,684 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 23.0 1.6 97.4 75.3 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,845
COMMITMENTS
855 0 0 36,715 37,605 37,570 37,605 275 240
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 120)
120 0 0 0 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.0 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 10 21 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,230
COMMITMENTS
1,430 2,400 0 44,585 43,830 46,015 46,230 215 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 200)
120 0 0 80 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.2 0.0 96.4 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 271,639
COMMITMENTS
49,740 450 2,301 219,598 268,888 271,639 271,639 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 4,039)
6,033 0 0 -1,994 4,039 4,039 4,039 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.2 0.8 80.8 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 23 27 26 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,100
COMMITMENTS
6,374 1,014 1,094 15,845 21,716 23,312 23,824 788 276
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 240)
320 44 -1 -78 197 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.2 4.5 65.7 90.1 96.7 98.9 3.3 1.1
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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 37,408
COMMITMENTS
839 320 179 36,390 36,909 37,408 37,408 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,363)
210 52 49 1,104 1,262 1,363 1,363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 0.5 97.3 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 1 16 17 20 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 294,276
COMMITMENTS
4,680 15,692 3,108 286,488 275,476 294,276 294,276 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -368)
0 0 0 -368 -368 -368 -368 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 18,530
COMMITMENTS
945 606 1,102 15,695 15,884 17,742 17,592 788 938
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 147)
0 0 0 147 147 147 147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.3 5.9 84.7 85.7 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,705
COMMITMENTS
192 714 170 12,214 11,244 12,576 12,128 129 577
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 121)
0 0 0 293 309 293 309 -172 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.6 1.3 96.1 88.5 99.0 95.5 1.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 20 21 23 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 150,741
COMMITMENTS
0 6,280 0 150,741 144,461 150,741 150,741 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3,961)
0 0 0 3,961 3,961 3,961 3,961 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 16 19 17
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,378
COMMITMENTS
134 742 1,436 18,808 18,200 20,378 20,378 0 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 331)
-27 126 -126 484 331 331 331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.6 7.0 92.3 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 14 21 17
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| 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 03/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/14/17 |
--------------------------------------------------------------| 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 03/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 03/14/17 |
--------------------------------------------------------------| 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 03/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 550,684
COMMITMENTS
2,990 74,047 80,803 465,862 394,768 549,655 549,617 1,029 1,067
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 23,869)
-5,697 3,045 3,751 25,819 17,069 23,872 23,864 -3 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.4 14.7 84.6 71.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,110
COMMITMENTS
180 0 0 11,630 12,110 11,810 12,110 300 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -250)
0 0 0 -250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 96.0 100.0 97.5 100.0 2.5 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,690
COMMITMENTS
25 0 75 32,307 32,585 32,407 32,660 283 30
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -150)
25 -75 75 -250 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 98.8 99.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 15 17 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,345
COMMITMENTS
95 0 90 29,890 30,255 30,075 30,345 270 0
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -335)
25 -75 75 -435 -335 -335 -335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.3 98.5 99.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 16 14 18 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| 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 03/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,968
COMMITMENTS
0 250 75 19,823 19,638 19,898 19,963 70 5
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 440)
0 0 0 475 450 475 450 -35 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 99.3 98.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 13 16 14 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,887
COMMITMENTS
100 150 25 20,667 20,707 20,792 20,882 95 5
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 240)
0 0 0 279 250 279 250 -39 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.1 98.9 99.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 15 15 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,549
COMMITMENTS
345 2,867 545 107,474 105,097 108,364 108,509 185 40
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 365)
0 50 -25 390 340 365 365 0 0
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 4 35 33 40 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,672
COMMITMENTS
470 7,097 715 126,422 119,830 127,607 127,642 65 30
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 675)
0 150 0 700 500 700 650 -25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.6 0.6 99.0 93.9 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 190,692
COMMITMENTS
8,277 22,766 13,068 169,285 154,786 190,630 190,620 62 72
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -138)
94 -1,360 275 -472 913 -103 -172 -35 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.9 6.9 88.8 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 13 10 42 44 56 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,973
COMMITMENTS
415 9,043 2,330 119,171 110,560 121,916 121,933 57 40
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 35)
0 45 0 35 -10 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.4 1.9 97.7 90.6 100.0 100.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,095
COMMITMENTS
965 175 30 46,980 47,865 47,975 48,070 120 25
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -160)
-100 100 0 -60 -260 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 0.1 97.7 99.5 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,990
COMMITMENTS
645 250 0 44,250 44,670 44,895 44,920 95 70
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 65)
0 100 0 65 -35 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.0 98.4 99.3 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,172
COMMITMENTS
950 0 250 28,807 29,862 30,007 30,112 165 60
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,860
COMMITMENTS
2,000 0 0 18,860 20,740 20,860 20,740 0 120
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -1,193)
-200 0 0 -993 -1,103 -1,193 -1,103 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 90.4 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 17 22 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,393
COMMITMENTS
1,464 2,075 0 26,207 26,042 27,671 28,117 722 276
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,513)
0 -25 0 1,513 1,538 1,513 1,513 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.3 0.0 92.3 91.7 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 19 18 21 20
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,650
COMMITMENTS
1,152 0 7 15,831 17,348 16,990 17,355 660 295
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -115)
0 0 0 -115 -115 -115 -115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 89.7 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,960
COMMITMENTS
1,532 4,157 455 30,769 28,276 32,756 32,888 204 72
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 535)
0 100 0 530 435 530 535 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.6 1.4 93.4 85.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 2 29 23 33 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,266
COMMITMENTS
45 0 5 19,971 20,146 20,021 20,151 245 115
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 490)
0 0 0 490 490 490 490 0 0
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 03/14/17 |
--------------------------------------------------------------| 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 03/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,851
COMMITMENTS
0 525 0 35,591 34,951 35,591 35,476 260 375
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,355)
0 75 0 1,395 1,275 1,395 1,350 -40 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 99.3 97.5 99.3 99.0 0.7 1.0
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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,656
COMMITMENTS
505 0 8 17,704 18,284 18,217 18,292 439 364
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 94.9 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 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,605
COMMITMENTS
695 0 0 12,180 13,560 12,875 13,560 730 45
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 330)
30 0 0 300 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 89.5 99.7 94.6 99.7 5.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 19 15 20 15
Updated March 17, 2017