CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,613
COMMITMENTS
1,455 175 0 6,154 7,432 7,609 7,607 4 6
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10)
40 -35 0 -50 25 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 2.3 0.0 80.8 97.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 6 10 12 13
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,576
COMMITMENTS
17,240 11,359 600 14,736 20,617 32,576 32,576 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 170)
0 -200 0 170 370 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 34.9 1.8 45.2 63.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 3 9 5 17 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,236
COMMITMENTS
15,876 20,503 20 27,340 22,713 43,236 43,236 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 860)
360 340 0 500 520 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 47.4 0.0 63.2 52.5 100.0 100.0 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 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,511
COMMITMENTS
5,121 5,615 3,959 32,409 31,902 41,489 41,476 22 35
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 3,813)
527 2,310 628 2,657 880 3,812 3,818 1 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 13.5 9.5 78.1 76.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 10 8 11 12 25 23
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,058
COMMITMENTS
7,989 2,367 0 31,069 36,681 39,058 39,048 0 10
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 278)
0 -125 0 278 403 278 278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 6.1 0.0 79.5 93.9 100.0 100.0 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 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,110
COMMITMENTS
6,955 15,753 275 26,880 18,082 34,110 34,110 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 180)
0 420 0 200 -240 200 180 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 46.2 0.8 78.8 53.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 2 8 5 15 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 24,410
COMMITMENTS
5,050 7,680 0 19,360 16,730 24,410 24,410 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 740)
-20 -340 0 760 1,080 740 740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 31.5 0.0 79.3 68.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 0 7 4 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,230
COMMITMENTS
9,280 6,820 0 5,950 8,410 15,230 15,230 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 230)
180 505 0 50 -275 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 44.8 0.0 39.1 55.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 0 7 9 13 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,617
COMMITMENTS
10,421 16,050 700 17,497 11,867 28,617 28,617 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,583)
1,292 3,200 0 291 -1,617 1,583 1,583 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 56.1 2.4 61.1 41.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 3 9 7 16 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,695
COMMITMENTS
8,795 5,800 100 9,800 12,795 18,695 18,695 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 375)
975 550 0 -600 -175 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 31.0 0.5 52.4 68.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 1 8 4 17 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 17,907
COMMITMENTS
2,030 1,250 229 15,648 16,428 17,907 17,907 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,960)
123 175 138 1,699 1,647 1,960 1,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.0 1.3 87.4 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 3 11 12 17 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,554,857
COMMITMENTS
1104562 63,220 852,266 3559394 4625439 5516222 5540925 38,635 13,932
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 154,979)
-23,688 -3,627 78,805 99,469 82,153 154,586 157,331 393 -2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.1 15.3 64.1 83.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
65 14 62 132 125 209 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,687,999
COMMITMENTS
151,399 49,426 750,307 783,324 887,704 1685030 1687437 2,969 562
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 18,089)
16,367 -955 2,144 -188 19,102 18,323 20,291 -234 -2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.9 44.4 46.4 52.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 14 29 54 52 86 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,680
COMMITMENTS
1,998 2,650 957 160,922 171,517 163,877 175,124 17,803 6,556
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -15,553)
-430 924 -118 -14,193 -15,318 -14,741 -14,512 -812 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.5 0.5 88.6 94.4 90.2 96.4 9.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 4 31 30 35 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,360
COMMITMENTS
1,083 0 217 88,763 92,697 90,063 92,914 5,297 2,446
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -16,225)
-312 0 62 -15,419 -14,010 -15,669 -13,948 -556 -2,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 93.1 97.2 94.4 97.4 5.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 28 29 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,617
COMMITMENTS
0 3,050 993 129,276 135,199 130,269 139,242 17,348 8,375
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10,869)
0 -2,702 213 -10,990 -8,669 -10,777 -11,158 -92 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.7 87.6 91.6 88.2 94.3 11.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 3 25 26 28 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,047,712
COMMITMENTS
397 1,884 8,030 1028412 1035952 1036839 1045866 10,873 1,846
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 6,380)
-595 -586 -1,112 7,707 8,166 6,000 6,468 380 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.8 98.2 98.9 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 3 53 38 56 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 428,059
COMMITMENTS
8,387 55 813 403,199 420,125 412,399 420,993 15,660 7,066
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,444)
-1,849 -1,387 4 -6,397 -3,749 -8,242 -5,132 798 -2,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.2 94.2 98.1 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 2 31 41 34 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,778
COMMITMENTS
1,051 55 3,090 318,573 326,405 322,714 329,550 12,064 5,228
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,339)
-1,966 55 185 -6,637 -8,090 -8,418 -7,850 79 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.9 95.2 97.5 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 3 36 42 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,831
COMMITMENTS
158 6 2,275 154,579 146,466 157,012 148,747 3,819 12,084
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,257)
158 -2,562 602 -4,800 -2,557 -4,040 -4,517 -1,217 -740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.4 96.1 91.1 97.6 92.5 2.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 28 29 30 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,716
COMMITMENTS
7,771 4,273 1,234 92,446 96,642 101,451 102,149 4,265 3,567
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10,971)
-1,338 -1,500 -256 -9,540 -8,351 -11,134 -10,107 163 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.0 1.2 87.4 91.4 96.0 96.6 4.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 20 24 23 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,735
COMMITMENTS
2,251 0 843 86,666 92,173 89,760 93,016 8,975 5,719
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,008)
128 -1,293 -206 -5,898 -3,439 -5,976 -4,938 -32 -1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.9 87.8 93.4 90.9 94.2 9.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 18 18 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,254
COMMITMENTS
0 0 0 158,407 163,980 158,407 163,980 7,847 2,274
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,767)
0 0 0 -8,958 -8,970 -8,958 -8,970 191 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 98.6 95.3 98.6 4.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 26 26 26 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,212
COMMITMENTS
1,472 0 0 45,402 50,471 46,874 50,471 7,338 3,741
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,210)
-240 0 0 -5,536 -4,615 -5,776 -4,615 566 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 83.7 93.1 86.5 93.1 13.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 13 14 13
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,750
COMMITMENTS
1,980 450 0 13,614 15,430 15,594 15,880 1,156 870
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,990)
-1,240 0 0 -5,409 -6,364 -6,649 -6,364 -341 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.7 0.0 81.3 92.1 93.1 94.8 6.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 8 11 10 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 565,224
COMMITMENTS
41,862 8,618 6,326 508,500 539,844 556,688 554,788 8,536 10,436
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,331)
2,080 -34 -1,023 -5,202 -4,123 -4,145 -5,180 -1,186 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.5 1.1 90.0 95.5 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
5 4 6 53 49 61 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,473
COMMITMENTS
1,782 2,457 1,684 110,320 110,239 113,786 114,380 7,687 7,093
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -11,496)
952 -1,523 157 -12,685 -9,518 -11,576 -10,884 80 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.0 1.4 90.8 90.8 93.7 94.2 6.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 5 20 18 25 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,706
COMMITMENTS
309 0 248 76,678 74,999 77,235 75,247 2,471 4,459
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,206)
-340 0 66 -4,693 -5,415 -4,967 -5,349 -239 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.3 96.2 94.1 96.9 94.4 3.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 18 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,348
COMMITMENTS
0 0 0 86,368 83,001 86,368 83,001 980 4,347
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -63,137)
-31,830 -5,698 0 -30,157 -55,399 -61,987 -61,097 -1,150 -2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 95.0 98.9 95.0 1.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,812
COMMITMENTS
31,830 6,088 0 82,712 109,180 114,542 115,268 2,270 1,544
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -79,121)
-37,355 -2,175 -1,049 -41,864 -73,872 -80,268 -77,096 1,147 -2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.2 0.0 70.8 93.5 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 9 0 21 36 28 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,122
COMMITMENTS
0 0 0 69,241 66,102 69,241 66,102 881 4,020
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -14,071)
0 0 0 -14,067 -15,350 -14,067 -15,350 -4 1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 94.3 98.7 94.3 1.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 16 21 16 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,073
COMMITMENTS
0 1,160 808 263,756 267,691 264,564 269,659 12,509 7,414
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10,709)
0 -230 -137 -13,225 -9,885 -13,362 -10,252 2,653 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.3 95.2 96.6 95.5 97.3 4.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 30 31 31
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 25,760
COMMITMENTS
960 1,710 0 22,450 21,670 23,410 23,380 2,350 2,380
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -4,650)
0 -558 -93 -4,185 -3,188 -4,278 -3,839 -372 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.6 0.0 87.2 84.1 90.9 90.8 9.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 13 9 15 12
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,930
COMMITMENTS
0 1,912 273 108,827 108,132 109,100 110,317 5,830 4,613
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 432)
0 -1,092 -552 3,405 3,538 2,853 1,894 -2,421 -1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.2 94.7 94.1 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 18 21 19
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,188
COMMITMENTS
4,826 0 1,568 129,445 138,203 135,839 139,771 9,349 5,417
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,318)
103 -468 -412 -5,882 -5,096 -6,191 -5,976 -127 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 1.1 89.2 95.2 93.6 96.3 6.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 17 15 20 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,964
COMMITMENTS
0 0 0 111,151 117,510 111,151 117,510 8,813 2,454
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,003)
0 0 0 -1,784 -678 -1,784 -678 -219 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 98.0 92.7 98.0 7.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,574
COMMITMENTS
0 300 0 47,980 48,850 47,980 49,150 1,594 424
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,976)
0 0 0 -4,526 -3,137 -4,526 -3,137 550 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.8 98.5 96.8 99.1 3.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 9 12 9 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,263
COMMITMENTS
198 0 1,114 105,543 108,249 106,855 109,363 5,408 2,900
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,234)
-291 -300 248 -6,143 -7,581 -6,186 -7,633 -1,048 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.0 94.0 96.4 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 18 22 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,170
COMMITMENTS
1,515 349 1,686 132,037 136,841 135,238 138,876 12,932 9,294
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,541)
572 -3,977 198 -11,676 -4,425 -10,906 -8,204 2,365 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 1.1 89.1 92.4 91.3 93.7 8.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 28 21 30 23
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,200
COMMITMENTS
0 0 0 15,080 14,810 15,080 14,810 120 390
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,178)
0 0 0 -961 -1,054 -961 -1,054 -217 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 97.4 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 9 15 9 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,246
COMMITMENTS
17,561 6,247 3,221 156,511 160,760 177,293 170,228 7,953 15,018
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,579)
3,417 -1,829 800 -8,643 -7,030 -4,426 -8,059 -1,153 2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.4 1.7 84.5 86.8 95.7 91.9 4.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 30 26 36 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 84,456
COMMITMENTS
0 0 0 70,906 74,734 70,906 74,734 13,550 9,722
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,730)
-368 0 -420 -3,298 -4,162 -4,086 -4,582 356 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.0 88.5 84.0 88.5 16.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 16 17 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,730
COMMITMENTS
0 0 0 83,911 88,202 83,911 88,202 8,819 4,528
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,200)
0 0 0 -6,728 -7,696 -6,728 -7,696 -472 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 95.1 90.5 95.1 9.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 13 19 13
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 119,031
COMMITMENTS
0 0 0 104,622 107,186 104,622 107,186 14,409 11,845
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,297)
0 0 0 -5,686 -3,612 -5,686 -3,612 -611 -2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 90.0 87.9 90.0 12.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 15 21 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,609
COMMITMENTS
5,152 0 0 52,025 58,047 57,177 58,047 6,432 5,562
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,645)
-840 0 0 -1,419 -2,574 -2,259 -2,574 -386 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 81.8 91.3 89.9 91.3 10.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 14 16 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 147,507
COMMITMENTS
19,620 9,763 14,811 112,668 122,349 147,099 146,923 408 584
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -9,126)
-2,331 -690 -574 -5,364 -6,636 -8,268 -7,899 -858 -1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 6.6 10.0 76.4 82.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 9 20 43 46 65 69
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 48,696
COMMITMENTS
7,120 371 404 41,172 47,921 48,696 48,696 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,027)
176 -4 112 739 919 1,027 1,027 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.8 0.8 84.5 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 2 27 27 34 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 412,990
COMMITMENTS
22,552 4,352 2,224 388,214 406,414 412,990 412,990 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 5,375)
2,824 -360 -1,704 4,255 7,439 5,375 5,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.1 0.5 94.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 24 22 28 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,273,960
COMMITMENTS
25,949 142,393 15,634 1232377 1115933 1273960 1273960 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -43,443)
1,909 3,135 -3,000 -30,727 -34,953 -31,818 -34,818 -11,625 -8,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.2 1.2 96.7 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 2 34 39 40 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,616
COMMITMENTS
1,610 4,075 2,152 63,854 61,389 67,616 67,616 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,599)
242 537 -504 -2,337 -2,632 -2,599 -2,599 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.0 3.2 94.4 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 8 8 21 23 31 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 295,020
COMMITMENTS
1,216 9,921 0 293,804 285,099 295,020 295,020 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,199)
0 -1,849 0 -8,199 -6,350 -8,199 -8,199 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.4 0.0 99.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 0 15 16 16 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 334,933
COMMITMENTS
392 10,079 7,122 327,419 317,732 334,933 334,933 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -27,967)
0 3,911 -750 -27,217 -31,128 -27,967 -27,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.0 2.1 97.8 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 20 24 22 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,433
COMMITMENTS
256 263 210 21,544 21,303 22,010 21,776 423 657
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,338)
-90 40 -23 -2,288 -2,203 -2,401 -2,186 63 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.2 0.9 96.0 95.0 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 22 19 25 21
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,652
COMMITMENTS
535 11,400 50 59,828 49,202 60,413 60,652 239 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -636)
265 1,150 50 -871 -1,486 -556 -286 -80 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 18.8 0.1 98.6 81.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 27 26 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,713
COMMITMENTS
640 11,400 50 76,853 66,148 77,543 77,598 170 115
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,056)
295 1,200 50 -2,103 -3,141 -1,758 -1,891 -298 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 14.7 0.1 98.9 85.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 27 26 30 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,690
COMMITMENTS
700 1,050 0 32,792 32,490 33,492 33,540 198 150
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,545)
0 -50 0 -1,523 -1,485 -1,523 -1,535 -22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.1 0.0 97.3 96.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 23 16 24 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 266,520
COMMITMENTS
15,864 0 736 249,920 265,784 266,520 266,520 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,720)
-752 0 0 -7,968 -8,720 -8,720 -8,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.3 93.8 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 20 19 23 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,395
COMMITMENTS
659 831 0 6,714 5,882 7,373 6,713 22 682
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -358)
-24 54 0 -311 -428 -335 -374 -23 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 11.2 0.0 90.8 79.5 99.7 90.8 0.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 19 19 23 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,567
COMMITMENTS
900 1,032 0 6,502 6,235 7,402 7,267 165 300
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -305)
-100 0 0 -200 -305 -300 -305 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 13.6 0.0 85.9 82.4 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 13 13 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,612
COMMITMENTS
0 1,050 0 41,612 40,462 41,612 41,512 0 100
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,191)
0 -50 0 -2,186 -2,131 -2,186 -2,181 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 23 24 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,556
COMMITMENTS
825 0 0 24,551 25,556 25,376 25,556 180 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -755)
-175 0 0 -580 -755 -755 -755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.1 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 21 22 23 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,122
COMMITMENTS
863 106 422 17,516 18,063 18,801 18,591 321 531
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -850)
-253 0 0 -619 -781 -872 -781 22 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.6 2.2 91.6 94.5 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 24 18 27 21
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,617
COMMITMENTS
280 5,677 285 55,975 50,391 56,540 56,353 77 264
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,979)
-50 245 -60 -2,914 -3,236 -3,024 -3,051 45 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.0 0.5 98.9 89.0 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 2 30 23 33 27
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,860
COMMITMENTS
1,175 14,596 951 71,700 58,237 73,826 73,784 34 76
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,457)
214 -2,620 -209 -5,430 -2,631 -5,425 -5,460 -32 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 19.8 1.3 97.1 78.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 6 6 32 29 43 38
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,575
COMMITMENTS
1,305 420 300 42,525 43,635 44,130 44,355 445 220
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 3,290)
-210 420 300 3,955 2,590 4,045 3,310 -755 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 0.7 95.4 97.9 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 19 9 22 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,750
COMMITMENTS
1,680 2,820 300 51,565 50,630 53,545 53,750 205 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 3,970)
-410 420 300 5,210 3,250 5,100 3,970 -1,130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.2 0.6 95.9 94.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 24 13 27 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 285,575
COMMITMENTS
46,688 1,200 1,160 237,727 283,215 285,575 285,575 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -17,740)
-7,200 750 -750 -9,790 -17,740 -17,740 -17,740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.4 0.4 83.2 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 23 28 25 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,342
COMMITMENTS
5,513 1,228 801 16,307 21,040 22,620 23,069 722 273
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,387)
-1,255 123 -97 -988 -2,390 -2,341 -2,364 -46 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.3 3.4 69.9 90.1 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 5 21 30 26 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,689
COMMITMENTS
996 128 327 35,366 36,234 36,689 36,689 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,313)
-6 -243 -54 -2,253 -2,016 -2,313 -2,313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.3 0.9 96.4 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 16 16 20 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 321,078
COMMITMENTS
9,450 17,285 2,331 309,297 301,462 321,078 321,078 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,089)
2,769 1,201 -777 -8,081 -6,138 -6,089 -5,714 0 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.4 0.7 96.3 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 18 17 21 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,089
COMMITMENTS
676 606 1,102 16,866 16,191 18,644 17,899 445 1,190
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,343)
-143 0 0 -814 -1,552 -957 -1,552 -386 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 5.8 88.4 84.8 97.7 93.8 2.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 18 17 22 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,879
COMMITMENTS
880 570 323 12,551 12,098 13,754 12,991 125 888
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -422)
23 -165 53 -378 -163 -302 -275 -120 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.1 2.3 90.4 87.2 99.1 93.6 0.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 20 19 24 22
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 169,263
COMMITMENTS
14,040 5,530 0 155,223 163,733 169,263 169,263 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,221)
0 -750 0 -4,721 -5,096 -4,721 -5,846 -1,500 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.3 0.0 91.7 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 14 20 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,175
COMMITMENTS
0 795 1,356 17,819 17,024 19,175 19,175 0 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 26)
0 0 0 26 26 26 26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 7.1 92.9 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 2 16 15 18 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 173,738
COMMITMENTS
0 2,921 0 173,738 170,817 173,738 173,738 0 0
CHANGES FROM 04/04/17 (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 13 14 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,150
COMMITMENTS
800 0 245 15,375 16,905 16,420 17,150 730 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,935)
100 0 -100 -1,795 -1,650 -1,795 -1,750 -140 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 1.4 89.7 98.6 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 20 13 23 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,295
COMMITMENTS
785 0 365 15,865 16,930 17,015 17,295 280 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,960)
235 0 -135 -1,990 -1,640 -1,890 -1,775 -70 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 2.1 91.7 97.9 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 3 22 14 26 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 557,430
COMMITMENTS
1,602 71,512 82,448 472,477 402,374 556,528 556,334 903 1,096
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 5,096)
1,602 -7,655 1,890 1,534 11,060 5,027 5,296 70 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.8 14.8 84.8 72.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 4 18 19 22 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,325
COMMITMENTS
180 0 0 10,885 11,325 11,065 11,325 260 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -910)
0 0 0 -735 -910 -735 -910 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 96.1 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 12 13 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,833
COMMITMENTS
1,425 0 0 29,757 31,805 31,182 31,805 651 28
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,955)
0 0 0 -3,627 -3,920 -3,627 -3,920 -328 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 93.5 99.9 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 16 14 18 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,214
COMMITMENTS
1,325 0 0 27,487 29,190 28,812 29,190 402 24
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,720)
-70 0 -15 -3,360 -3,710 -3,445 -3,725 -275 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 94.1 99.9 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 16 13 19 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,535
COMMITMENTS
0 425 0 14,355 13,950 14,355 14,375 180 160
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,490)
0 -125 0 -1,110 -1,425 -1,110 -1,550 -380 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 98.8 96.0 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 12 14 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,058
COMMITMENTS
0 1,775 75 22,943 21,208 23,018 23,058 40 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 2,085)
0 1,125 0 2,085 1,220 2,085 2,345 0 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.3 99.5 92.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 1 17 18 18 22
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,336
COMMITMENTS
100 1,600 25 25,171 23,711 25,296 25,336 40 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,629)
0 1,150 0 1,629 724 1,629 1,874 0 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.3 0.1 99.3 93.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 18 16 19 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,381
COMMITMENTS
465 3,027 360 103,531 100,909 104,356 104,296 25 85
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,318)
-175 -210 -165 -1,913 -2,968 -2,253 -3,343 -1,065 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.9 0.3 99.2 96.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 3 35 32 39 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,808
COMMITMENTS
415 6,002 280 124,048 118,476 124,743 124,758 65 50
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,709)
-200 -1,620 -210 -5,862 -5,874 -6,272 -7,704 -1,437 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.8 0.2 99.4 94.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 7 3 36 33 40 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 194,950
COMMITMENTS
9,130 22,853 11,899 173,652 160,084 194,682 194,836 268 114
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,668)
-891 -3,470 96 -4,493 241 -5,289 -3,133 -379 -2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.7 6.1 89.1 82.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 13 11 43 40 59 57
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,532
COMMITMENTS
1,688 8,986 2,315 121,480 114,201 125,483 125,502 49 30
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,282)
365 -182 -15 -1,790 -25 -1,440 -222 -842 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.2 1.8 96.8 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 3 36 31 40 40
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,285
COMMITMENTS
860 750 30 47,270 47,480 48,160 48,260 125 25
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,800)
-155 100 0 -1,095 -745 -1,250 -645 -550 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.6 0.1 97.9 98.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 21 13 24 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,310
COMMITMENTS
550 650 0 44,660 44,635 45,210 45,285 100 25
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,385)
-45 -75 0 -790 -190 -835 -265 -550 -1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.4 0.0 98.6 98.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 11 21 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,044
COMMITMENTS
975 0 225 27,681 28,749 28,881 28,974 163 70
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -580)
25 0 -25 -208 -465 -208 -490 -372 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.8 95.3 99.0 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 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 19,796
COMMITMENTS
1,800 0 0 17,996 19,736 19,796 19,736 0 60
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,618)
-200 0 0 -1,418 -1,528 -1,618 -1,528 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 90.9 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 19 17 21 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,954
COMMITMENTS
1,290 1,925 0 23,745 23,969 25,035 25,894 919 60
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,982)
-174 -150 0 -1,751 -1,411 -1,925 -1,561 -57 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.4 0.0 91.5 92.4 96.5 99.8 3.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 19 18 20 20
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,103
COMMITMENTS
1,118 0 7 15,353 16,826 16,478 16,833 625 270
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -862)
-34 0 0 -718 -747 -752 -747 -110 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 89.8 98.4 96.3 98.4 3.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 16 17 18 18
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,053
COMMITMENTS
1,540 4,207 395 31,924 29,388 33,859 33,990 194 63
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,704)
-2 -475 0 -1,442 -853 -1,444 -1,328 -260 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 12.4 1.2 93.7 86.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 1 26 21 30 26
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,442
COMMITMENTS
50 0 0 22,327 22,328 22,377 22,328 65 114
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -967)
5 0 -5 -802 -598 -802 -603 -165 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.5 99.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 24 20 25 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,831
COMMITMENTS
0 1,535 85 20,626 19,211 20,711 20,831 120 0
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,339)
0 -70 0 -1,043 -1,159 -1,043 -1,229 -296 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.4 99.0 92.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 15 22 18
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,778
COMMITMENTS
180 525 5 33,475 32,878 33,660 33,408 118 370
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,544)
0 0 0 -1,197 -1,380 -1,197 -1,380 -347 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.6 0.0 99.1 97.3 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 26 23 28 25
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,885
COMMITMENTS
633 0 0 18,048 18,595 18,681 18,595 204 290
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 5)
-172 0 -8 206 115 26 107 -21 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 95.6 98.5 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 22 18 24 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,225
COMMITMENTS
985 0 0 13,410 14,675 14,395 14,675 830 550
CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -280)
-40 0 0 -160 -243 -200 -243 -80 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 88.1 96.4 94.5 96.4 5.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 19 15 21 15
Updated April 14, 2017