CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,817
COMMITMENTS
1,415 429 0 6,398 7,382 7,813 7,811 4 6
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -100)
-199 0 0 104 -100 -95 -100 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 5.5 0.0 81.8 94.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 0 6 9 12 13
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,820
COMMITMENTS
17,140 11,859 600 15,080 20,361 32,820 32,820 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 11)
100 -250 0 -89 261 11 11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 36.1 1.8 45.9 62.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 3 10 6 17 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,376
COMMITMENTS
15,466 20,313 70 26,840 21,993 42,376 42,376 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 550)
350 50 0 200 500 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 47.9 0.2 63.3 51.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 3 9 6 18 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 42,181
COMMITMENTS
4,689 2,446 4,568 32,883 35,126 42,141 42,141 40 40
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 7,215)
1,155 499 934 5,152 5,783 7,240 7,215 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 5.8 10.8 78.0 83.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 11 12 12 31 23
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,317
COMMITMENTS
7,989 2,042 0 30,328 36,265 38,317 38,307 0 10
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 7)
0 0 0 7 7 7 7 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 5.3 0.0 79.2 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 0 9 11 12 16
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,830
COMMITMENTS
6,855 15,233 275 26,680 18,322 33,810 33,830 20 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
-250 0 0 250 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 45.0 0.8 78.9 54.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 2 8 5 15 12
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,395
COMMITMENTS
4,390 8,240 0 17,005 13,155 21,395 21,395 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
200 0 0 -200 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 38.5 0.0 79.5 61.5 100.0 100.0 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,551
COMMITMENTS
8,651 6,315 0 5,900 8,236 14,551 14,551 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -2)
-1 0 0 0 -2 -2 -2 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,291
COMMITMENTS
8,981 12,200 700 17,610 14,391 27,291 27,291 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -25)
-3 250 0 -22 -275 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 44.7 2.6 64.5 52.7 100.0 100.0 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 03/28/17 |
--------------------------------------------------------------| 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 5,350 100 10,500 12,970 18,420 18,420 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 -250 0 0 250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 29.0 0.5 57.0 70.4 100.0 100.0 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,628
COMMITMENTS
785 1,408 1,466 14,378 13,754 16,628 16,628 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -19)
0 -296 114 -133 163 -19 -19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.5 8.8 86.5 82.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 4 11 12 17 18
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,472,376
COMMITMENTS
1117506 55,879 764,447 3552779 4637888 5434732 5458214 37,644 14,162
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 34,459)
19,266 -301 -43,469 58,074 79,510 33,871 35,740 588 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 1.0 14.0 64.9 84.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
66 14 64 135 130 213 198
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,681,197
COMMITMENTS
165,784 102,367 695,749 791,152 855,299 1652685 1653416 28,512 27,782
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -129,418)
6,331 13,488 -89,477 -72,291 -78,512 -155,437 -154,501 26,019 25,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.1 41.4 47.1 50.9 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 14 27 56 53 86 82
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,806
COMMITMENTS
3,438 2,002 1,649 172,379 186,523 177,466 190,174 17,340 4,632
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,190)
-1,410 670 354 8,649 6,382 7,593 7,406 -2,403 -2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 0.8 88.5 95.7 91.1 97.6 8.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 5 30 28 35 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,375
COMMITMENTS
1,586 0 0 102,778 107,743 104,364 107,743 6,011 2,632
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,595)
1,586 -28 -431 946 2,841 2,101 2,382 494 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.1 97.6 94.6 97.6 5.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 28 30 29 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,954
COMMITMENTS
185 1,749 1,914 139,691 147,175 141,790 150,838 17,164 8,116
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 12,094)
185 115 342 12,263 11,402 12,790 11,859 -696 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 1.2 87.9 92.6 89.2 94.9 10.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 27 25 29 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,072,842
COMMITMENTS
75 5,465 6,856 1055752 1058647 1062683 1070968 10,159 1,874
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 33,088)
-31 2,171 -537 34,270 31,534 33,702 33,168 -614 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.6 98.4 98.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 4 6 54 38 60 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 433,377
COMMITMENTS
8,122 1,506 1,075 409,740 422,996 418,937 425,577 14,440 7,800
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 17,011)
1,262 783 427 16,455 15,104 18,144 16,314 -1,133 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.2 94.5 97.6 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 2 35 46 38 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,186
COMMITMENTS
3,551 0 2,732 321,075 326,712 327,358 329,444 5,828 3,742
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 15,435)
2,701 -321 -171 13,607 18,903 16,137 18,411 -702 -2,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.8 96.4 98.1 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 0 3 41 45 45 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,380
COMMITMENTS
435 2,429 1,774 158,995 151,238 161,204 155,441 5,176 10,939
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,405)
435 2,065 152 13,600 15,355 14,187 17,572 218 -3,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.5 1.1 95.6 90.9 96.9 93.4 3.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 30 29 32 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,032
COMMITMENTS
8,119 7,465 981 101,794 101,366 110,894 109,812 3,138 4,220
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 488)
1,191 -1,497 -173 1,115 4,299 2,133 2,629 -1,645 -2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.5 0.9 89.3 88.9 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 24 23 28 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,235
COMMITMENTS
0 450 0 35,229 35,213 35,229 35,663 1,006 572
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,480)
0 450 0 3,394 2,640 3,394 3,090 86 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 97.2 97.2 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 19 15 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,543
COMMITMENTS
1,753 1,753 320 82,803 85,250 84,876 87,323 8,667 6,220
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,837)
1,218 1,329 -518 2,987 3,082 3,687 3,893 150 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.9 0.3 88.5 91.1 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 18 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,586
COMMITMENTS
0 0 0 167,179 172,450 167,179 172,450 7,407 2,136
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 4,900)
0 0 0 5,743 5,106 5,743 5,106 -843 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 98.8 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 28 28 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,909
COMMITMENTS
1,712 0 0 51,425 56,643 53,137 56,643 6,772 3,266
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,190)
1,712 0 0 268 4,538 1,980 4,538 210 -2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 85.8 94.5 88.7 94.5 11.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 15 15 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,650
COMMITMENTS
3,160 540 0 19,879 22,012 23,039 22,552 611 1,098
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 2.3 0.0 84.1 93.1 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 12 17 14 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 560,239
COMMITMENTS
34,854 8,140 6,323 510,471 535,764 551,648 550,227 8,591 10,012
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 21,035)
-751 125 589 22,210 22,537 22,048 23,251 -1,013 -2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.5 1.1 91.1 95.6 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 3 7 54 51 64 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,575
COMMITMENTS
0 4,806 1,593 119,375 113,380 120,968 119,779 7,607 8,796
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 8,873)
-182 1,816 -539 10,512 7,111 9,791 8,388 -918 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.2 92.8 88.2 94.1 93.2 5.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 6 4 22 18 26 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,517
COMMITMENTS
0 492 0 19,359 19,533 19,359 20,025 1,158 492
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,800)
0 120 0 1,591 1,591 1,591 1,711 209 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 94.4 95.2 94.4 97.6 5.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 15 16 16
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,620
COMMITMENTS
925 0 120 80,109 78,908 81,154 79,028 2,466 4,592
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 61)
188 0 29 -214 -820 3 -791 58 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 95.8 94.4 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 18 19 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,163
COMMITMENTS
26,992 2,626 0 110,623 131,568 137,615 134,194 548 3,969
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 35,886)
23,482 2,626 0 13,046 35,124 36,528 37,750 -642 -1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.9 0.0 80.1 95.2 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 5 0 21 32 29 37
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,304
COMMITMENTS
63,502 4,664 1,679 116,983 175,360 182,164 181,703 1,140 1,601
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 37,410)
21,798 1,223 1,619 13,440 34,362 36,857 37,204 553 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 2.5 0.9 63.8 95.7 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 10 5 28 48 44 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,261
COMMITMENTS
0 0 0 78,376 76,760 78,376 76,760 885 2,501
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,841)
0 0 0 3,661 5,994 3,661 5,994 180 -2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 96.8 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 18 28 18 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 21,371
COMMITMENTS
0 0 0 21,003 20,826 21,003 20,826 368 545
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 97.4 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 14 12 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,005
COMMITMENTS
216 0 1,313 275,793 274,942 277,322 276,255 6,683 7,750
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 13,331)
216 -956 241 13,318 14,830 13,775 14,115 -444 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.5 97.1 96.8 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 32 32 33 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,984
COMMITMENTS
990 2,538 93 26,760 24,348 27,843 26,979 2,141 3,005
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,740)
813 1,530 0 3,291 3,563 4,104 5,093 -364 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.5 0.3 89.2 81.2 92.9 90.0 7.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 13 18 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,883
COMMITMENTS
0 4,024 93 100,629 100,269 100,722 104,386 8,161 4,497
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 6,853)
0 574 62 6,794 6,876 6,856 7,512 -3 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.1 92.4 92.1 92.5 95.9 7.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 19 23 20 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,396
COMMITMENTS
5,552 1,537 473 132,506 141,177 138,531 143,187 8,865 4,209
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,346)
1,090 1,537 151 1,924 3,180 3,165 4,868 181 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.0 0.3 89.9 95.8 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 17 16 19 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,642
COMMITMENTS
0 0 0 111,890 116,125 111,890 116,125 8,752 4,517
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,820)
0 0 0 14,747 14,391 14,747 14,391 73 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 96.3 92.7 96.3 7.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,800
COMMITMENTS
0 270 0 43,786 44,135 43,786 44,405 1,014 395
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 97.7 98.5 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 11 16 11 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,232
COMMITMENTS
732 849 251 111,126 114,180 112,109 115,280 5,123 1,952
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -1,226)
732 26 11 -1,615 -784 -872 -747 -354 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 0.2 94.8 97.4 95.6 98.3 4.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 21 18 23 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,498
COMMITMENTS
283 3,145 1,733 138,998 139,157 141,014 144,035 11,484 8,463
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,411)
-533 2,953 -384 7,195 3,056 6,278 5,625 -867 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.1 1.1 91.1 91.3 92.5 94.5 7.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 29 24 32 27
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,758
COMMITMENTS
0 0 0 15,421 15,244 15,421 15,244 337 514
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 96.7 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 16 10 16
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,119
COMMITMENTS
0 308 0 24,196 25,627 24,196 25,935 1,923 184
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -564)
0 60 0 -893 -622 -893 -562 329 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 92.6 98.1 92.6 99.3 7.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 17 16 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,956
COMMITMENTS
2,212 0 0 30,269 34,216 32,481 34,216 2,475 740
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,866)
1,530 0 0 4,012 5,870 5,542 5,870 324 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 86.6 97.9 92.9 97.9 7.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 14 21 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,180
COMMITMENTS
14,144 6,543 2,331 165,842 169,679 182,317 178,553 7,863 11,627
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 208)
62 1,144 0 48 -1,924 110 -780 98 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.4 1.2 87.2 89.2 95.9 93.9 4.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 2 32 30 36 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,605
COMMITMENTS
368 0 420 74,836 78,427 75,624 78,847 10,981 7,758
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 359)
-150 0 150 783 661 783 811 -424 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.5 86.4 90.6 87.3 91.0 12.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,696
COMMITMENTS
0 0 0 89,129 93,664 89,129 93,664 8,567 4,032
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,248)
0 0 0 1,308 1,676 1,308 1,676 -60 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 95.9 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 16 21 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 121,204
COMMITMENTS
0 0 0 105,263 109,402 105,263 109,402 15,941 11,802
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -124)
0 0 0 1,796 118 1,796 118 -1,920 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 90.3 86.8 90.3 13.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 14 20 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,668
COMMITMENTS
5,992 0 0 51,856 59,852 57,848 59,852 5,820 3,816
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 4,604)
2,782 0 0 1,000 2,524 3,782 2,524 822 2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 0.0 81.4 94.0 90.9 94.0 9.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 16 15 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 153,248
COMMITMENTS
23,069 11,384 14,618 115,131 126,909 152,818 152,911 430 337
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 808)
-433 -71 272 894 556 734 757 74 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.4 9.5 75.1 82.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 11 17 43 47 63 68
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,620
COMMITMENTS
6,844 357 285 43,490 49,978 50,620 50,620 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 328)
1,460 0 -685 -447 1,013 328 328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.7 0.6 85.9 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 2 2 25 29 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 428,534
COMMITMENTS
15,377 4,392 5,992 407,165 418,150 428,534 428,534 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 400)
2,708 -4,412 -1,084 -1,224 5,896 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.0 1.4 95.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 21 24 25 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,300,936
COMMITMENTS
27,040 134,454 18,634 1255262 1147848 1300936 1300936 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,126)
0 1,553 -1,185 4,311 2,758 3,126 3,126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.3 1.4 96.5 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 3 36 40 44 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,060
COMMITMENTS
1,762 3,925 1,686 64,612 62,450 68,060 68,060 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,203)
815 -71 389 1,999 2,885 3,203 3,203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.8 2.5 94.9 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 8 23 24 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 300,947
COMMITMENTS
1,216 12,074 0 299,731 288,873 300,947 300,947 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 4,464)
0 -1,296 0 4,464 5,760 4,464 4,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.0 0.0 99.6 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 16 16 17 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 340,521
COMMITMENTS
0 6,168 7,872 332,649 326,481 340,521 340,521 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 29,567)
0 0 0 29,567 29,567 29,567 29,567 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 2.3 97.7 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 22 23 23 25
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,380
COMMITMENTS
302 160 296 22,422 22,306 23,020 22,762 360 618
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,245)
22 0 0 925 1,245 947 1,245 298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 1.3 95.9 95.4 98.5 97.4 1.5 2.6
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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,013
COMMITMENTS
270 7,850 0 56,474 49,043 56,744 56,893 269 120
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,182)
0 1,800 0 3,187 1,382 3,187 3,182 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.8 0.0 99.1 86.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 29 26 30 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,119
COMMITMENTS
345 7,800 0 75,565 68,114 75,910 75,914 209 205
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 6,546)
50 1,800 0 6,486 4,746 6,536 6,546 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.2 0.0 99.3 89.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 30 27 32 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,645
COMMITMENTS
700 1,100 0 33,725 33,385 34,425 34,485 220 160
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 800)
0 600 0 800 200 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.2 0.0 97.3 96.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 23 17 24 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 272,824
COMMITMENTS
15,816 0 736 256,272 272,088 272,824 272,824 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -48)
0 0 0 -48 -48 -48 -48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.3 93.9 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 20 20 23 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,410
COMMITMENTS
426 737 40 6,856 5,990 7,322 6,767 88 643
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -56)
0 -60 20 414 29 434 -11 -490 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.9 0.5 92.5 80.8 98.8 91.3 1.2 8.7
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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,618
COMMITMENTS
0 1,100 0 42,613 41,408 42,613 42,508 5 110
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,345)
0 600 0 3,345 2,745 3,345 3,345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 100.0 97.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 23 25 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,831
COMMITMENTS
1,000 0 0 24,651 25,831 25,651 25,831 180 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 230)
0 0 0 260 340 260 340 -30 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 95.4 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 22 21 24 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,352
COMMITMENTS
1,116 86 422 17,535 18,244 19,073 18,752 279 600
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 304)
0 86 0 346 196 346 282 -42 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.4 2.2 90.6 94.3 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 23 21 26 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,474
COMMITMENTS
330 4,878 370 56,747 52,036 57,447 57,284 27 190
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,371)
0 500 -10 1,371 882 1,361 1,372 10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.5 0.6 98.7 90.5 100.0 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,070
COMMITMENTS
861 16,986 1,160 75,993 59,853 78,014 77,999 56 71
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 926)
50 33 -25 891 918 916 926 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 21.8 1.5 97.3 76.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 7 5 33 31 42 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,605
COMMITMENTS
1,455 0 0 37,875 39,365 39,330 39,365 275 240
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 915)
0 0 0 915 915 915 915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 95.6 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 10 22 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,415
COMMITMENTS
2,030 2,400 0 45,170 45,015 47,200 47,415 215 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.1 0.0 95.3 94.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 24 13 26 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 290,446
COMMITMENTS
52,786 450 1,910 235,750 288,086 290,446 290,446 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,119)
-90 0 0 14,209 14,119 14,119 14,119 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.2 0.7 81.2 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 24 27 27 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,713
COMMITMENTS
6,665 1,041 982 16,278 22,414 23,925 24,437 788 276
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 319)
16 -25 -60 363 404 319 319 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 4.2 4.0 65.9 90.7 96.8 98.9 3.2 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,663
COMMITMENTS
948 243 381 37,334 38,039 38,663 38,663 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,048)
4 0 202 842 846 1,048 1,048 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 1.0 96.6 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 17 17 21 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 315,741
COMMITMENTS
4,680 15,692 3,108 307,953 296,941 315,741 315,741 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 11,664)
0 0 0 11,664 11,664 11,664 11,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.0 1.0 97.5 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 17 21 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,451
COMMITMENTS
945 606 1,102 16,616 16,805 18,663 18,513 788 938
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.1 5.7 85.4 86.4 95.9 95.2 4.1 4.8
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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,593
COMMITMENTS
106 749 256 13,125 12,011 13,487 13,016 106 577
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 661)
0 -22 0 684 683 684 661 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.5 1.9 96.6 88.4 99.2 95.8 0.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 3 21 20 24 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 160,980
COMMITMENTS
0 6,280 0 160,980 154,700 160,980 160,980 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,159)
0 0 0 5,159 5,159 5,159 5,159 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 16 21 17
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,533
COMMITMENTS
134 767 1,411 18,988 18,355 20,533 20,533 0 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 25 -25 25 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 6.9 92.5 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 15 21 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| 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 03/21/17 (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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,515
COMMITMENTS
650 0 395 16,700 18,120 17,745 18,515 770 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 90 40 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 2.1 90.2 97.9 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 21 17 24 20
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,765
COMMITMENTS
500 0 550 17,415 18,215 18,465 18,765 300 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 90 40 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 2.9 92.8 97.1 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 3 24 18 27 21
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 553,211
COMMITMENTS
0 76,002 84,023 468,248 392,023 552,271 552,048 940 1,163
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 8,288)
0 1,856 3,325 4,964 3,078 8,289 8,259 -1 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 15.2 84.6 70.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| 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 03/21/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,475
COMMITMENTS
1,150 0 0 32,917 34,445 34,067 34,445 408 30
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 965)
825 0 -75 210 1,040 960 965 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 95.5 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 18 15 20 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,245
COMMITMENTS
1,320 0 15 30,515 32,230 31,850 32,245 395 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,080)
925 0 -75 225 1,155 1,075 1,080 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 94.6 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 18 14 22 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,835
COMMITMENTS
0 550 0 15,635 15,225 15,635 15,775 200 60
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 45)
0 0 0 325 45 325 45 -280 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 98.7 96.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 14 15 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,293
COMMITMENTS
0 650 75 20,178 19,563 20,253 20,288 40 5
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 400)
0 400 0 430 0 430 400 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.4 99.4 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 15 18 16 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,082
COMMITMENTS
100 450 25 21,917 21,602 22,042 22,077 40 5
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 395)
0 300 0 450 95 450 395 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 0.1 99.3 97.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 15 17 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,809
COMMITMENTS
640 3,187 575 105,554 103,047 106,769 106,809 40 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -745)
295 320 30 -915 -1,095 -590 -745 -155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.0 0.5 98.8 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 3 37 34 42 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,902
COMMITMENTS
680 6,772 615 126,577 120,510 127,872 127,897 30 5
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 130)
210 -375 -100 55 630 165 155 -35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.3 0.5 99.0 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 7 6 39 35 46 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 195,590
COMMITMENTS
9,507 24,696 11,986 174,047 158,851 195,540 195,533 50 57
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,131)
773 44 157 1,208 1,931 2,138 2,132 -7 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.6 6.1 89.0 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 13 12 43 44 59 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,463
COMMITMENTS
1,023 9,078 2,330 123,061 115,015 126,414 126,423 49 40
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,057)
608 -20 0 1,457 2,077 2,065 2,057 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.2 1.8 97.3 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 2 36 34 39 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,595
COMMITMENTS
1,015 575 30 48,430 48,965 49,475 49,570 120 25
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 500)
0 100 0 500 400 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 0.1 97.7 98.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 24 12 27 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,235
COMMITMENTS
595 650 0 45,545 45,515 46,140 46,165 95 70
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 145)
-50 100 0 195 45 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.4 0.0 98.5 98.4 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,961
COMMITMENTS
950 0 250 28,596 29,641 29,796 29,891 165 70
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -216)
0 0 0 -216 -226 -216 -226 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.8 95.4 98.9 99.4 99.8 0.6 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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,969
COMMITMENTS
2,000 0 0 18,969 20,849 20,969 20,849 0 120
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -236)
0 0 0 -236 -236 -236 -236 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 90.5 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 18 22 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,376
COMMITMENTS
1,464 2,075 0 26,190 26,025 27,654 28,100 722 276
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -465 -465 -465 -465 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 19 21 21
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,965
COMMITMENTS
1,152 0 7 16,146 17,663 17,305 17,670 660 295
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 89.9 98.3 96.3 98.4 3.7 1.6
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 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,103
COMMITMENTS
1,567 4,202 420 32,912 30,409 34,899 35,031 204 72
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,251)
0 90 0 1,251 1,161 1,251 1,251 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 12.0 1.2 93.8 86.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 2 28 22 32 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,239
COMMITMENTS
45 0 5 22,109 22,119 22,159 22,124 80 115
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,268)
0 0 0 1,433 1,268 1,433 1,268 -165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.4 99.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 24 19 25 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,090
COMMITMENTS
0 1,605 85 21,860 20,400 21,945 22,090 145 0
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 900)
0 0 0 1,276 900 1,276 900 -376 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.4 99.0 92.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 23 16 24 19
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,432
COMMITMENTS
50 525 0 35,127 34,527 35,177 35,052 255 380
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -209)
0 0 0 -204 -214 -204 -214 -5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 0.0 99.1 97.4 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 23 28 24
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,450
COMMITMENTS
505 0 8 17,867 18,102 18,380 18,110 70 340
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -190)
0 0 0 179 -166 179 -166 -369 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.8 98.1 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 17 22 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,265
COMMITMENTS
695 0 0 12,900 13,740 13,595 13,740 670 525
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 295)
0 0 0 235 355 235 355 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 90.4 96.3 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 16 21 16
Updated June 6, 2017