CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,493
COMMITMENTS
1,460 125 0 6,029 7,362 7,489 7,487 4 6
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 30)
30 0 0 0 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.7 0.0 80.5 98.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 0 6 9 13 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,255
COMMITMENTS
15,210 10,224 600 14,445 19,415 30,255 30,239 0 16
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,130)
-1,430 365 100 200 -1,611 -1,130 -1,146 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 33.8 2.0 47.7 64.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 4 11 6 19 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,736
COMMITMENTS
15,696 20,783 20 29,020 23,933 44,736 44,736 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 600)
-580 -120 0 1,180 720 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 46.5 0.0 64.9 53.5 100.0 100.0 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 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 47,458
COMMITMENTS
4,476 5,856 3,290 39,691 38,236 47,458 47,383 0 75
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 6,683)
625 96 -363 6,422 6,950 6,683 6,683 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 12.3 6.9 83.6 80.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 7 12 12 26 22
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,985
COMMITMENTS
7,989 845 0 30,996 38,140 38,985 38,985 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 3)
0 0 0 3 3 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.2 0.0 79.5 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 9 10 12 14
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 35,030
COMMITMENTS
6,775 15,873 275 27,980 18,882 35,030 35,030 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 912)
500 0 -88 500 1,000 912 912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 45.3 0.8 79.9 53.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 2 8 5 14 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,665
COMMITMENTS
3,750 6,045 0 19,915 17,620 23,665 23,665 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -245)
-200 -345 0 -45 100 -245 -245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 25.5 0.0 84.2 74.5 100.0 100.0 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 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,730
COMMITMENTS
8,393 6,820 0 9,337 10,910 17,730 17,730 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 200)
163 0 0 37 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 38.5 0.0 52.7 61.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 0 9 8 15 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,792
COMMITMENTS
12,709 15,245 700 14,383 11,847 27,792 27,792 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 573)
2,124 625 0 -1,551 -52 573 573 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 54.9 2.5 51.8 42.6 100.0 100.0 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 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,195
COMMITMENTS
9,345 6,707 100 8,750 11,388 18,195 18,195 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 0)
0 -23 0 0 23 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 36.9 0.5 48.1 62.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 19,465
COMMITMENTS
858 1,474 63 18,534 17,928 19,455 19,465 10 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 428)
1 -4 2 425 430 428 428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.6 0.3 95.2 92.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 2 12 11 16 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,578,322
COMMITMENTS
1111911 82,993 831,243 3596867 4653569 5540021 5567805 38,301 10,517
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 49,820)
1,285 12,959 25,497 25,351 13,204 52,133 51,660 -2,313 -1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.5 14.9 64.5 83.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
69 14 62 128 122 208 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,702,575
COMMITMENTS
105,792 28,789 784,878 809,125 888,168 1699795 1701835 2,780 741
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 80,799)
-6,900 -2,329 50,746 36,929 32,327 80,775 80,744 23 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.7 46.1 47.5 52.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
19 12 29 57 54 88 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 202,626
COMMITMENTS
3,378 1,574 2,834 179,381 193,760 185,593 198,168 17,033 4,458
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 9,142)
1,807 -525 -158 8,029 10,860 9,678 10,177 -536 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 1.4 88.5 95.6 91.6 97.8 8.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 5 33 30 39 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,969
COMMITMENTS
581 0 334 89,997 91,054 90,912 91,388 5,057 4,581
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -6,810)
-2,331 0 86 -5,409 -6,663 -7,654 -6,577 844 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 93.8 94.9 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 29 30 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,645
COMMITMENTS
762 1,301 1,656 174,017 177,042 176,435 179,999 12,210 8,646
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -7,377)
-678 -234 -706 -5,463 -4,684 -6,847 -5,624 -530 -1,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.9 92.2 93.8 93.5 95.4 6.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 27 29 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,052,616
COMMITMENTS
424 16,697 9,888 1031433 1022881 1041745 1049466 10,871 3,150
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 15,136)
-293 408 -189 15,702 14,914 15,220 15,133 -84 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.9 98.0 97.2 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 3 4 52 36 56 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 458,148
COMMITMENTS
5,658 479 31 433,824 450,708 439,513 451,218 18,635 6,930
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -3,118)
-2,560 479 -493 -3,192 -2,823 -6,245 -2,837 3,127 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.0 94.7 98.4 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 1 35 46 37 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 353,981
COMMITMENTS
3,421 0 2,153 333,831 346,953 339,405 349,106 14,576 4,875
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -16,288)
-2,664 0 101 -9,204 -15,634 -11,767 -15,533 -4,521 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.6 94.3 98.0 95.9 98.6 4.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 0 3 37 42 41 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,728
COMMITMENTS
367 376 1,812 165,930 164,555 168,109 166,743 6,619 7,985
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -2,540)
57 -3,145 585 -6,272 1,727 -5,630 -833 3,090 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 1.0 95.0 94.2 96.2 95.4 3.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 29 32 31 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,881
COMMITMENTS
8,365 2,524 1,428 88,106 93,245 97,899 97,197 3,982 4,684
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -9,180)
-1,063 -1,585 443 -8,084 -7,930 -8,704 -9,072 -476 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.5 1.4 86.5 91.5 96.1 95.4 3.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 21 24 24 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,050
COMMITMENTS
0 0 0 25,851 26,347 25,851 26,347 1,199 703
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -9,768)
0 -479 -31 -9,621 -9,329 -9,652 -9,839 -116 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 97.4 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 12 11 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,049
COMMITMENTS
265 10 1,795 87,843 90,768 89,903 92,573 8,146 5,476
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -10,083)
-428 -982 361 -10,223 -8,076 -10,290 -8,697 207 -1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.8 89.6 92.6 91.7 94.4 8.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 18 21 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,470
COMMITMENTS
0 0 0 155,015 160,326 155,015 160,326 7,455 2,144
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,646)
0 0 0 -4,654 -4,518 -4,654 -4,518 -992 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 98.7 95.4 98.7 4.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 26 25 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,904
COMMITMENTS
0 0 0 60,602 59,921 60,602 59,921 6,302 6,983
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -3,842)
0 0 0 -1,136 -3,468 -1,136 -3,468 -2,706 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 89.6 90.6 89.6 9.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 578,170
COMMITMENTS
55,923 7,872 6,587 506,520 556,145 569,030 570,604 9,140 7,566
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -22,928)
7,338 -1,329 -2,595 -28,173 -18,717 -23,430 -22,641 502 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.4 1.1 87.6 96.2 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 1 6 52 54 64 60
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,422
COMMITMENTS
1,364 2,579 842 119,392 116,339 121,598 119,760 7,824 9,662
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -7,647)
1,364 -1,985 662 -7,326 -5,180 -5,300 -6,503 -2,347 -1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.0 0.7 92.3 89.9 94.0 92.5 6.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 21 19 23 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,807
COMMITMENTS
67 0 305 76,129 74,624 76,501 74,929 2,306 3,878
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,064)
67 -1,073 -67 -4,329 -3,610 -4,329 -4,750 -735 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 96.6 94.7 97.1 95.1 2.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 19 16 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,760
COMMITMENTS
0 0 0 96,904 93,328 96,904 93,328 856 4,432
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -69,958)
-46,017 -3,967 0 -21,338 -61,626 -67,355 -65,593 -2,603 -4,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 95.5 99.1 95.5 0.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 15 12 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,311
COMMITMENTS
46,265 6,850 93 89,687 127,149 136,045 134,092 266 2,219
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -59,400)
-28,114 -4,213 -677 -24,829 -51,161 -53,620 -56,051 -5,780 -3,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 5.0 0.1 65.8 93.3 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 10 1 18 39 29 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,327
COMMITMENTS
651 0 0 65,180 61,977 65,831 61,977 496 4,350
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -14,298)
30 0 -60 -13,998 -15,264 -14,028 -15,324 -270 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.3 93.4 99.3 93.4 0.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 16 18 18 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 272,968
COMMITMENTS
288 0 800 258,591 264,604 259,679 265,404 13,289 7,564
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -14,553)
102 -465 -24 -14,763 -13,960 -14,685 -14,449 132 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 94.7 96.9 95.1 97.2 4.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 29 29 30 30
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,474
COMMITMENTS
0 1,412 462 123,319 124,457 123,781 126,331 4,693 2,143
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -3,665)
0 -3,328 313 -2,279 2,083 -1,966 -932 -1,699 -2,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.4 96.0 96.9 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 22 23 23 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,350
COMMITMENTS
3,770 793 660 127,619 132,722 132,049 134,175 8,301 6,175
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -6,673)
-195 -902 -59 -7,988 -6,218 -8,242 -7,179 1,569 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.5 90.9 94.6 94.1 95.6 5.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 13 19 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,004
COMMITMENTS
0 420 0 114,623 122,229 114,623 122,649 10,381 2,355
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -2,080)
-132 420 -240 -3,847 -1,576 -4,219 -1,396 2,139 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 91.7 97.8 91.7 98.1 8.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 21 18 21 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,550
COMMITMENTS
0 0 0 66,691 67,178 66,691 67,178 859 372
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,054)
0 -207 -93 -5,174 -3,887 -5,267 -4,187 213 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.4 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 13 11 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,779
COMMITMENTS
559 0 90 102,871 105,079 103,520 105,169 7,259 5,610
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -9,249)
559 -862 28 -9,109 -7,561 -8,522 -8,395 -727 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 92.9 94.9 93.4 94.9 6.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 21 19 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,228
COMMITMENTS
0 2,089 8,144 140,900 140,282 149,044 150,515 11,184 9,713
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -11,519)
0 -4,569 -510 -9,008 -7,033 -9,518 -12,112 -2,001 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 5.1 87.9 87.6 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 29 21 31 24
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,643
COMMITMENTS
0 1,038 0 14,488 15,326 14,488 16,364 2,155 279
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -8,910)
0 604 0 -8,671 -9,212 -8,671 -8,608 -239 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.0 87.1 92.1 87.1 98.3 12.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 12 10 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,407
COMMITMENTS
2,232 0 0 20,005 21,989 22,237 21,989 1,170 1,418
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -8,040)
-1,590 0 0 -5,222 -7,926 -6,812 -7,926 -1,228 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 85.5 93.9 95.0 93.9 5.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 11 8 14 8
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,697
COMMITMENTS
23,307 10,436 2,579 155,212 167,586 181,098 180,601 7,599 8,096
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -9,700)
3,920 -1,126 0 -10,988 -7,186 -7,068 -8,312 -2,632 -1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.5 1.4 82.3 88.8 96.0 95.7 4.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 3 34 29 39 35
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,802
COMMITMENTS
0 0 0 21,808 23,678 21,808 23,678 1,994 124
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,386)
0 0 0 -5,392 -4,906 -5,392 -4,906 6 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 99.5 91.6 99.5 8.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 79,655
COMMITMENTS
0 0 0 66,732 71,050 66,732 71,050 12,923 8,605
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,956)
0 0 0 -3,903 -4,961 -3,903 -4,961 -2,053 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.8 89.2 83.8 89.2 16.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 17 19 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,141
COMMITMENTS
0 0 0 91,476 92,611 91,476 92,611 5,665 4,530
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -10,724)
0 0 0 -9,881 -11,214 -9,881 -11,214 -843 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 95.3 94.2 95.3 5.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 17 24 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 114,831
COMMITMENTS
2,409 0 0 103,099 104,592 105,508 104,592 9,323 10,239
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -8,045)
0 0 0 -6,698 -7,411 -6,698 -7,411 -1,347 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 89.8 91.1 91.9 91.1 8.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 15 24 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,738
COMMITMENTS
5,202 0 0 60,518 68,919 65,720 68,919 8,018 4,819
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -4,266)
-1,054 0 0 -3,088 -4,891 -4,142 -4,891 -124 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 82.1 93.5 89.1 93.5 10.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 15 17 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 143,443
COMMITMENTS
20,362 11,334 15,001 107,687 116,518 143,050 142,854 393 589
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -6,869)
112 -12 -119 -6,264 -5,701 -6,271 -5,832 -598 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.9 10.5 75.1 81.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 11 19 41 45 64 64
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,960
COMMITMENTS
6,757 100 150 38,052 44,710 44,960 44,960 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -736)
301 -5 -6 -1,031 -725 -736 -736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.2 0.3 84.6 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 2 2 30 26 37 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 30,750
COMMITMENTS
2,500 275 200 28,050 30,275 30,750 30,750 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -362,032)
-22,300 -3,677 -1,352 -338,380 -357,003 -362,032 -362,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.9 0.7 91.2 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 26 24 31 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 159,400
COMMITMENTS
3,850 20,600 2,100 153,450 136,700 159,400 159,400 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,147,913)
-26,730 -140,129 -13,974 -1097609 -980,610 -1138313 -1134713 -9,600 -13,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 12.9 1.3 96.3 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 4 34 39 43 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,511
COMMITMENTS
425 5,541 1,544 63,542 58,412 65,511 65,497 0 14
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,439)
-930 -930 -186 -4,323 -4,337 -5,439 -5,453 0 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.5 2.4 97.0 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 7 6 23 24 31 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 22,650
COMMITMENTS
150 700 375 22,125 21,575 22,650 22,650 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -282,374)
-2,052 -10,533 -4,260 -276,062 -267,581 -282,374 -282,374 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 1.7 97.7 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 1 15 15 17 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 44,700
COMMITMENTS
150 4,400 800 43,750 39,500 44,700 44,700 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -322,296)
-1,026 -29,079 -6,322 -313,748 -285,695 -321,096 -321,096 -1,200 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.8 1.8 97.9 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 21 24 23 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,350
COMMITMENTS
750 1,400 600 49,000 48,350 50,350 50,350 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 27,341)
389 1,137 348 27,102 26,875 27,839 28,360 -498 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.8 1.2 97.3 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 3 23 22 29 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,525
COMMITMENTS
620 16,200 0 63,686 48,205 64,306 64,405 219 120
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -287)
-25 1,200 0 -145 -1,215 -170 -15 -117 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 25.1 0.0 98.7 74.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 27 26 29 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,611
COMMITMENTS
640 16,200 0 81,820 66,146 82,460 82,346 151 265
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,426)
-110 1,200 0 -1,038 -2,474 -1,148 -1,274 -278 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 19.6 0.0 99.0 80.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 27 26 29 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,675
COMMITMENTS
700 1,000 0 31,714 31,535 32,414 32,535 261 140
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,785)
0 -50 0 -1,763 -1,725 -1,763 -1,775 -22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.1 0.0 97.1 96.5 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 22 19 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,450
COMMITMENTS
1,550 50 250 32,650 34,150 34,450 34,450 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -242,374)
-11,914 50 -2,086 -228,374 -240,338 -242,374 -242,374 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.1 0.7 94.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 21 20 24 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,650
COMMITMENTS
600 250 0 14,050 14,400 14,650 14,650 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 7,844)
520 184 0 7,685 7,787 8,205 7,971 -361 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.7 0.0 95.9 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 15 14 16 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,750
COMMITMENTS
1,500 2,150 50 15,200 14,550 16,750 16,750 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 8,855)
776 1,533 28 8,073 7,998 8,877 9,559 -22 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.8 0.3 90.7 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 1 19 21 23 25
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,735
COMMITMENTS
460 100 300 11,575 12,295 12,335 12,695 400 40
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,015)
-70 0 0 -790 -970 -860 -970 -155 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.8 2.4 90.9 96.5 96.9 99.7 3.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 9 14 12 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,860
COMMITMENTS
0 1,300 0 40,765 39,480 40,765 40,780 95 80
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -2,512)
0 -60 0 -2,512 -2,442 -2,512 -2,502 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 99.8 96.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 24 25 24 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,690
COMMITMENTS
725 0 0 25,785 26,690 26,510 26,690 180 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1)
-100 0 0 99 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.6 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,525
COMMITMENTS
1,600 650 850 41,075 42,025 43,525 43,525 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 24,771)
781 456 428 24,116 24,396 25,325 25,280 -554 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.5 2.0 94.4 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 26 23 29 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,528
COMMITMENTS
260 6,770 100 57,087 50,196 57,447 57,066 81 462
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -3,341)
-20 -698 -50 -3,258 -2,791 -3,328 -3,539 -13 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.8 0.2 99.2 87.3 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 30 25 32 27
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,488
COMMITMENTS
884 14,005 919 72,655 59,291 74,458 74,215 30 273
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,174)
-86 -1,849 -376 -4,691 -3,151 -5,153 -5,376 -21 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 18.8 1.2 97.5 79.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 7 6 32 28 41 39
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,615
COMMITMENTS
1,315 445 300 46,560 47,690 48,175 48,435 440 180
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -2,835)
-70 0 0 -1,835 -2,815 -1,905 -2,815 -930 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 0.6 95.8 98.1 99.1 99.6 0.9 0.4
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 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,475
COMMITMENTS
1,620 2,545 475 56,185 55,455 58,280 58,475 195 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -3,460)
-100 0 0 -2,230 -3,460 -2,330 -3,460 -1,130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.4 0.8 96.1 94.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 25 13 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,800
COMMITMENTS
5,200 0 100 30,500 35,700 35,800 35,800 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -270,309)
-39,478 -1,200 -1,060 -229,771 -268,049 -270,309 -270,309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 0.3 85.2 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 22 28 24 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,907
COMMITMENTS
13,000 2,224 1,668 39,239 50,016 53,907 53,907 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 29,024)
7,397 1,033 845 21,504 27,398 29,746 29,276 -722 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.1 3.1 72.8 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 4 24 30 33 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,075
COMMITMENTS
1,250 100 75 32,750 33,900 34,075 34,075 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -3,097)
23 -54 -201 -2,919 -2,842 -3,097 -3,097 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.3 0.2 96.1 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 16 16 20 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,300
COMMITMENTS
1,200 4,100 300 36,800 33,900 38,300 38,300 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -274,793)
-8,250 -18,649 -2,031 -264,512 -248,913 -274,793 -269,593 0 -5,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.7 0.8 96.1 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 16 17 19 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,050
COMMITMENTS
4,250 1,900 2,000 34,800 37,150 41,050 41,050 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 22,056)
2,744 1,250 1,153 18,604 21,188 22,501 23,591 -445 -1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.6 4.9 84.8 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 2 19 21 23 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,400
COMMITMENTS
800 1,800 0 18,600 17,600 19,400 19,400 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 9.3 0.0 95.9 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 18 16 22 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,700
COMMITMENTS
50 1,800 0 18,650 16,900 18,700 18,700 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -133,362)
-342 -12,240 0 -131,420 -121,122 -131,762 -133,362 -1,600 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.6 0.0 99.7 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 11 14 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,950
COMMITMENTS
2,600 1,050 0 21,350 22,900 23,950 23,950 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.4 0.0 89.1 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 0 17 17 21 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,500
COMMITMENTS
2,400 2,223 489 29,611 29,789 32,500 32,500 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 17,330)
1,520 1,459 165 15,896 16,397 17,581 18,020 -251 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.8 1.5 91.1 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 6 2 23 22 27 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 20,750
COMMITMENTS
1,800 700 0 18,950 20,050 20,750 20,750 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -150,184)
-12,240 -5,222 0 -136,344 -144,962 -148,584 -150,184 -1,600 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.4 0.0 91.3 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 20 17 21 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,975
COMMITMENTS
25 525 1,200 16,750 16,250 17,975 17,975 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -357)
25 -39 -55 -327 -263 -357 -357 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.9 6.7 93.2 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 16 20 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,425
COMMITMENTS
0 200 0 13,425 13,225 13,425 13,425 0 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -158,154)
0 -2,401 0 -158,154 -155,753 -158,154 -158,154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,960
COMMITMENTS
740 0 100 13,185 14,840 14,025 14,940 935 20
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -995)
120 0 -145 -865 -745 -890 -890 -105 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.7 88.1 99.2 93.8 99.9 6.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 19 12 21 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,345
COMMITMENTS
295 160 525 15,265 15,640 16,085 16,325 260 20
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -910)
-20 0 -95 -610 -660 -725 -755 -185 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 3.2 93.4 95.7 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 16 27 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 555,066
COMMITMENTS
967 67,312 76,762 476,997 409,875 554,726 553,950 340 1,116
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 3,284)
967 -1,406 1,163 1,193 3,514 3,324 3,271 -40 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.1 13.8 85.9 73.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 4 19 19 23 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,645
COMMITMENTS
130 0 0 10,150 10,645 10,280 10,645 365 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -960)
-50 0 0 -755 -960 -805 -960 -155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.3 100.0 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 13 14 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,079
COMMITMENTS
1,200 0 0 29,243 31,070 30,443 31,070 636 9
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,764)
-125 0 0 -1,354 -1,745 -1,479 -1,745 -285 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 94.1 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 15 17 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,576
COMMITMENTS
1,150 0 0 27,039 28,570 28,189 28,570 387 6
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,298)
-175 0 0 -893 -1,280 -1,068 -1,280 -230 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 94.6 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 15 12 18 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,800
COMMITMENTS
0 550 0 13,640 12,970 13,640 13,520 160 280
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -360)
0 175 0 -30 -565 -30 -390 -330 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 98.8 94.0 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 15 14 15 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,710
COMMITMENTS
0 350 0 9,430 9,060 9,430 9,410 280 300
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -120)
0 200 0 205 -510 205 -310 -325 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 97.1 93.3 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 14 11 14 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,789
COMMITMENTS
0 4,500 75 24,659 20,188 24,734 24,763 55 26
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 620)
0 2,125 0 605 -1,265 605 860 15 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 0.3 99.5 81.4 99.8 99.9 0.2 0.1
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 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,768
COMMITMENTS
100 4,400 25 26,583 22,244 26,708 26,669 60 99
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 508)
0 2,200 0 488 -1,472 488 728 20 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 16.4 0.1 99.3 83.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 17 16 18 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,761
COMMITMENTS
310 3,507 255 107,161 103,979 107,726 107,741 35 20
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -4,693)
15 -65 -225 -4,088 -4,113 -4,298 -4,403 -395 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.2 99.4 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 6 4 35 34 40 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,198
COMMITMENTS
915 6,592 720 124,528 118,886 126,163 126,198 35 0
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -6,820)
335 220 -260 -5,860 -6,070 -5,785 -6,110 -1,035 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.2 0.6 98.7 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 6 4 40 33 46 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 194,212
COMMITMENTS
10,109 26,507 12,733 171,359 154,891 194,202 194,131 10 81
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -5,174)
-254 916 -95 -4,061 -3,198 -4,409 -2,377 -765 -2,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.6 6.6 88.2 79.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 16 10 43 41 58 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,901
COMMITMENTS
2,224 9,144 2,745 119,883 112,992 124,852 124,881 49 20
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -2,701)
-10 -322 60 -2,241 -320 -2,191 -582 -510 -2,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.3 2.2 96.0 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 4 37 32 43 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,745
COMMITMENTS
1,000 625 5 48,600 49,090 49,605 49,720 140 25
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -925)
-35 -125 0 -475 140 -510 15 -415 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 0.0 97.7 98.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 21 12 24 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,070
COMMITMENTS
725 525 0 46,280 46,520 47,005 47,045 65 25
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -645)
-30 -125 0 -220 565 -250 440 -395 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.1 0.0 98.3 98.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 21 11 23 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,337
COMMITMENTS
700 0 200 27,376 28,077 28,276 28,277 61 60
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -662)
325 0 -25 -528 -510 -228 -535 -434 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.7 96.6 99.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 27 26 29 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 21,794
COMMITMENTS
1,550 0 0 20,244 21,734 21,794 21,734 0 60
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -542)
-200 0 0 -342 -542 -542 -542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 92.9 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 16 22 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,299
COMMITMENTS
1,321 1,775 0 24,112 24,454 25,433 26,229 866 70
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,752)
-64 -150 0 -1,650 -1,390 -1,714 -1,540 -38 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.7 0.0 91.7 93.0 96.7 99.7 3.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 18 18 20 20
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,448
COMMITMENTS
1,094 0 1 14,768 16,187 15,863 16,188 585 260
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -966)
-24 0 -6 -866 -780 -896 -786 -70 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 89.8 98.4 96.4 98.4 3.6 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 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,329
COMMITMENTS
1,515 5,411 320 33,197 29,543 35,032 35,274 297 55
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,060)
25 -445 -75 -678 -182 -728 -702 -332 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.3 0.9 94.0 83.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 1 29 22 32 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,055
COMMITMENTS
0 240 60 22,895 22,657 22,955 22,957 100 98
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -759)
0 50 -50 -613 -439 -663 -439 -96 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.3 99.3 98.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 21 23 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,187
COMMITMENTS
0 1,500 70 20,947 19,406 21,017 20,976 170 211
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 247)
0 -35 -15 527 347 512 297 -265 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.3 98.9 91.6 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 22 16 23 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,208
COMMITMENTS
0 0 0 13,977 14,043 13,977 14,043 231 165
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -354)
0 0 0 -237 -349 -237 -349 -117 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.8 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 11 16 11
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,921
COMMITMENTS
315 525 0 32,410 32,256 32,725 32,781 196 140
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -213)
130 0 0 -88 132 42 132 -255 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.6 0.0 98.4 98.0 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 28 24 29 25
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,569
COMMITMENTS
581 300 0 17,785 18,004 18,366 18,304 203 265
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -382)
-2 300 0 -364 -600 -366 -300 -16 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.6 0.0 95.8 97.0 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 21 16 23 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,760
COMMITMENTS
1,235 0 0 14,355 16,080 15,590 16,080 1,170 680
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 5)
260 0 0 -560 -88 -300 -88 305 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 85.7 95.9 93.0 95.9 7.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 18 14 21 14
Updated May 12, 2017