NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,834
COMMITMENTS
13,565 22,653 20 34,249 25,161 47,834 47,834 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 100)
-100 100 0 200 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 47.4 0.0 71.6 52.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 10 2 10 6 16 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,044
COMMITMENTS
560 8,040 100 40,368 32,904 41,028 41,044 16 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -20,458)
-5,234 1,554 -4,446 -10,733 -17,416 -20,413 -20,308 -45 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 19.6 0.2 98.4 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 1 10 11 13 18
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,159
COMMITMENTS
2,520 3,164 315 25,324 24,680 28,159 28,159 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -9,531)
-1,315 2,894 -1,981 -6,235 -10,444 -9,531 -9,531 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 11.2 1.1 89.9 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 1 8 7 15 12
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,542
COMMITMENTS
5,913 21,483 387 32,242 16,672 38,542 38,542 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 50)
150 -150 0 -100 200 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 55.7 1.0 83.7 43.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 2 8 6 15 15
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,402
COMMITMENTS
5,442 13,220 0 21,960 14,182 27,402 27,402 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 48.2 0.0 80.1 51.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 0 6 6 10 15
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,457
COMMITMENTS
12,350 11,100 200 14,907 16,157 27,457 27,457 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -103)
0 0 0 -103 -103 -103 -103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 40.4 0.7 54.3 58.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 1 11 7 16 12
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,738
COMMITMENTS
10,245 5,600 100 11,393 16,038 21,738 21,738 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 25.8 0.5 52.4 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 7 6 14 9
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,118,960
COMMITMENTS
629,202 151,833 814,476 3640366 4145235 5084044 5111544 34,916 7,416
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -9,828)
8,057 34,366 -709 -17,226 -42,543 -9,878 -8,886 50 -942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.0 15.9 71.1 81.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
55 24 56 137 111 209 174
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,369,077
COMMITMENTS
90,468 52,847 713,094 552,114 565,030 1355676 1330970 13,400 38,106
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -190,931)
64,790 9,197 -170,352 -96,052 -66,858 -201,614 -228,013 10,683 37,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.9 52.1 40.3 41.3 99.0 97.2 1.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 17 23 47 43 71 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,157
COMMITMENTS
10,272 8,947 3,860 223,730 233,368 237,862 246,175 12,295 3,982
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 11,273)
1,113 1,170 -1,764 12,552 11,847 11,901 11,253 -628 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.6 1.5 89.4 93.3 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 5 30 29 36 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,604
COMMITMENTS
1,250 157 5,028 107,544 108,403 113,822 113,588 2,782 3,016
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 581)
936 -587 -175 147 1,737 908 975 -327 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 4.3 92.2 93.0 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 3 31 29 37 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,941
COMMITMENTS
1,660 129 2,469 254,446 256,401 258,575 258,999 10,366 9,942
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 7,522)
-368 67 34 8,345 9,169 8,011 9,270 -489 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.9 94.6 95.3 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 30 26 33 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 833,982
COMMITMENTS
0 19,656 8,212 817,016 802,904 825,228 830,772 8,754 3,210
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,709)
0 5,299 -3,766 8,388 1,734 4,622 3,267 -913 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.0 98.0 96.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 3 3 49 32 52 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 433,580
COMMITMENTS
7,588 465 1,044 407,088 425,518 415,720 427,027 17,860 6,553
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,272)
897 217 804 5,732 7,870 7,433 8,891 -1,161 -2,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 0.2 93.9 98.1 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 2 2 39 45 46 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 374,298
COMMITMENTS
1,168 2,679 1,023 358,940 364,547 361,131 368,249 13,167 6,049
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,550)
-1,294 60 279 5,893 6,301 4,878 6,640 1,672 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.3 95.9 97.4 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 2 38 40 40 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,080
COMMITMENTS
4,930 965 776 240,615 252,316 246,321 254,057 16,759 9,023
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 9,672)
1,934 -341 -360 5,554 10,663 7,128 9,962 2,544 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 0.3 91.5 95.9 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 2 30 30 33 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,348
COMMITMENTS
0 2,583 0 76,262 72,717 76,262 75,300 4,086 5,048
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,646)
0 -1,239 0 3,047 3,537 3,047 2,298 599 1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 94.9 90.5 94.9 93.7 5.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 20 19 20 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,372
COMMITMENTS
217 1,643 31 32,295 33,563 32,543 35,237 3,829 1,135
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,829)
0 186 -62 1,612 1,519 1,550 1,643 279 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.5 0.1 88.8 92.3 89.5 96.9 10.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 14 16 15 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,438
COMMITMENTS
117 978 974 136,628 139,247 137,719 141,199 5,719 2,239
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,004)
-382 651 42 6,097 5,370 5,757 6,063 247 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 0.7 95.3 97.1 96.0 98.4 4.0 1.6
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 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,022
COMMITMENTS
736 4,932 0 155,851 158,735 156,587 163,667 12,435 5,355
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,077)
0 60 0 777 890 777 950 300 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.9 0.0 92.2 93.9 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 19 24 20 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,287
COMMITMENTS
917 0 793 92,254 93,047 93,964 93,840 4,323 4,447
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -330)
0 0 0 -702 -268 -702 -268 372 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.8 93.9 94.7 95.6 95.5 4.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 14 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,088
COMMITMENTS
13,454 310 186 20,189 33,910 33,829 34,406 1,259 682
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,894)
62 310 186 3,770 3,522 4,018 4,018 -124 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 0.9 0.5 57.5 96.6 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 1 1 14 22 22 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 509,024
COMMITMENTS
64,088 3,270 4,079 424,950 492,664 493,117 500,013 15,907 9,011
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 944)
694 -138 58 1,072 1,007 1,824 927 -880 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.6 0.8 83.5 96.8 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 4 5 48 46 59 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,305
COMMITMENTS
4,141 5,434 1,144 144,494 142,255 149,779 148,833 5,526 6,472
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,951)
-1,624 1,299 -321 2,427 638 482 1,616 1,469 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.5 0.7 93.0 91.6 96.4 95.8 3.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 25 23 29 27
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,312
COMMITMENTS
0 229 112 70,955 66,056 71,067 66,397 3,245 7,915
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 707)
-1,126 -217 -755 1,042 924 -839 -48 1,546 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.2 95.5 88.9 95.6 89.3 4.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 15 17 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,289
COMMITMENTS
12,495 2,252 0 108,635 116,716 121,130 118,968 3,159 5,321
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 18,084)
12,495 496 0 4,692 17,976 17,187 18,472 897 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.8 0.0 87.4 93.9 97.5 95.7 2.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 0 19 24 25 27
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,893
COMMITMENTS
38,851 5,270 403 94,283 127,422 133,537 133,095 1,356 1,798
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 19,685)
12,619 527 403 6,417 18,650 19,439 19,580 246 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 3.9 0.3 69.9 94.5 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 7 3 28 34 40 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,805
COMMITMENTS
0 248 0 121,402 119,232 121,402 119,480 403 2,325
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 4,772)
0 -1,240 0 5,157 6,105 5,157 4,865 -385 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.7 97.9 99.7 98.1 0.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 18 24 18 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,826
COMMITMENTS
1,178 62 155 25,389 26,586 26,722 26,803 1,104 1,023
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 4,836)
403 -62 62 4,185 4,278 4,650 4,278 186 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 0.6 91.2 95.5 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 13 13 15 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,212
COMMITMENTS
2,623 650 977 280,654 276,156 284,254 277,783 2,958 9,429
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,953)
369 371 -30 4,282 1,597 4,621 1,938 -2,668 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.3 97.7 96.2 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 1 35 35 38 37
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 13,820
COMMITMENTS
0 558 0 12,288 12,583 12,288 13,141 1,532 679
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 88.9 91.0 88.9 95.1 11.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 13 9 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,186
COMMITMENTS
0 1,420 953 75,650 81,336 76,603 83,709 11,583 4,477
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,423)
0 169 -456 3,637 4,098 3,181 3,811 242 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.1 85.8 92.2 86.9 94.9 13.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 14 16 15 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,457
COMMITMENTS
920 1,023 860 123,463 120,074 125,243 121,957 2,214 5,500
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,495)
84 1,023 0 3,983 2,357 4,067 3,380 -572 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 0.7 96.9 94.2 98.3 95.7 1.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 23 24 24 28
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,451
COMMITMENTS
791 3,902 93 35,982 36,706 36,866 40,701 5,585 1,750
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,641)
124 0 93 1,486 1,548 1,703 1,641 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.2 0.2 84.8 86.5 86.8 95.9 13.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 15 13 18 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,204
COMMITMENTS
9,084 975 675 110,279 119,091 120,038 120,741 8,166 7,463
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -1,353)
0 62 -62 -1,198 -1,353 -1,260 -1,353 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.8 0.5 86.0 92.9 93.6 94.2 6.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 18 24 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,471
COMMITMENTS
0 0 0 106,784 110,799 106,784 110,799 7,687 3,672
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,473)
0 0 0 3,451 2,552 3,451 2,552 -978 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 96.8 93.3 96.8 6.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 16 18 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,988
COMMITMENTS
143 0 248 68,566 68,039 68,957 68,287 31 701
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.4 99.4 98.6 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 13 13 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,685
COMMITMENTS
4,028 273 956 151,296 155,869 156,280 157,098 5,405 4,587
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,374)
-174 -276 358 2,353 1,354 2,537 1,436 -1,163 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.2 0.6 93.6 96.4 96.7 97.2 3.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 23 17 27 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,181
COMMITMENTS
198 1,207 8,940 174,243 173,315 183,381 183,462 5,800 5,719
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,129)
74 -736 466 3,188 3,884 3,728 3,614 -599 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 4.7 92.1 91.6 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 4 31 28 35 32
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 10,913
COMMITMENTS
1,240 248 0 8,340 10,014 9,580 10,262 1,333 651
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.3 0.0 76.4 91.8 87.8 94.0 12.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 11 12 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,333
COMMITMENTS
651 217 0 10,978 11,434 11,629 11,651 704 682
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 0.0 89.0 92.7 94.3 94.5 5.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 11 14 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,209
COMMITMENTS
0 0 0 27,875 28,093 27,875 28,093 1,334 1,116
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,271)
0 0 0 1,550 1,116 1,550 1,116 -279 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 96.2 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 9 15 9
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 196,015
COMMITMENTS
4,056 1,723 1,100 182,752 188,370 187,908 191,193 8,107 4,822
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 4,584)
-295 521 363 4,420 3,902 4,488 4,786 96 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 0.6 93.2 96.1 95.9 97.5 4.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 1 34 34 36 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 108,783
COMMITMENTS
596 0 0 104,161 100,869 104,757 100,869 4,026 7,914
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 452)
0 -109 -713 359 65 -354 -757 806 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.8 92.7 96.3 92.7 3.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 23 22 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 110,226
COMMITMENTS
0 0 0 105,647 107,062 105,647 107,062 4,579 3,164
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 782)
0 0 0 484 782 484 782 298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 97.1 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,846
COMMITMENTS
586 0 0 60,839 64,539 61,425 64,539 6,421 3,307
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 503)
62 0 0 385 326 447 326 56 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 89.7 95.1 90.5 95.1 9.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 30,244
COMMITMENTS
248 0 0 29,531 29,500 29,779 29,500 465 744
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,673)
31 0 0 2,580 2,983 2,611 2,983 62 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.6 97.5 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 10 17 11 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 165,462
COMMITMENTS
2,150 0 0 152,852 161,677 155,002 161,677 10,460 3,785
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
-1,183 0 -227 0 -93 -1,410 -320 1,410 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 92.4 97.7 93.7 97.7 6.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 24 18 25 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,123
COMMITMENTS
1,823 0 0 60,696 72,011 62,519 72,011 12,604 3,112
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,192)
0 0 0 5,218 6,223 5,218 6,223 974 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 80.8 95.9 83.2 95.9 16.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 18 20 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 95,019
COMMITMENTS
13,939 4,559 8,073 72,070 81,864 94,082 94,496 937 523
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -3,244)
-597 6 -1,348 -1,291 -1,898 -3,236 -3,241 -8 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 4.8 8.5 75.8 86.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 8 17 35 35 55 52
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,636
COMMITMENTS
2,675 850 750 33,211 35,036 36,636 36,636 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 581)
100 275 50 431 256 581 581 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.3 2.0 90.7 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 4 23 21 30 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,327
COMMITMENTS
350 1,535 425 23,552 22,367 24,327 24,327 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 144)
0 0 0 144 144 144 144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.3 1.7 96.8 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 16 21 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 174,515
COMMITMENTS
10,113 26,453 3,743 160,556 144,129 174,412 174,325 103 190
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -1,193)
-665 -115 745 -1,276 -1,933 -1,196 -1,303 3 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 15.2 2.1 92.0 82.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 6 3 41 35 50 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,726
COMMITMENTS
2,831 10,750 850 53,040 45,126 56,721 56,726 5 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 98)
-165 0 200 63 -102 98 98 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 19.0 1.5 93.5 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 4 19 24 30 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,356
COMMITMENTS
0 600 150 31,206 30,606 31,356 31,356 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,370)
0 0 0 1,370 1,370 1,370 1,370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.5 99.5 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 11 14 12 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 60,788
COMMITMENTS
1,570 5,200 515 58,316 54,883 60,401 60,598 387 190
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 423)
25 -400 -10 228 833 243 423 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.6 0.8 95.9 90.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 3 30 27 34 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,725
COMMITMENTS
670 2,910 755 66,958 65,050 68,383 68,715 342 10
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -838)
50 -400 0 -888 -438 -838 -838 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.2 1.1 97.4 94.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 7 3 33 29 38 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,031
COMMITMENTS
1,346 21,450 875 71,759 51,606 73,980 73,931 51 100
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,300)
-425 0 0 1,725 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 29.0 1.2 96.9 69.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 1 26 28 30 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,307
COMMITMENTS
2,191 22,050 280 94,836 74,827 97,307 97,157 0 150
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,305)
-400 0 0 1,705 1,305 1,305 1,305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 22.7 0.3 97.5 76.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 1 29 27 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,837
COMMITMENTS
400 0 0 31,432 31,747 31,832 31,747 5 90
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 16)
0 0 0 16 16 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,300
COMMITMENTS
900 405 75 33,265 33,820 34,240 34,300 60 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -180)
25 -110 -10 -195 -60 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.2 0.2 97.0 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 1 23 20 29 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,435
COMMITMENTS
1,250 100 0 9,185 10,335 10,435 10,435 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.0 0.0 88.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 15 11 18 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,426
COMMITMENTS
8,258 160 2,000 13,919 21,981 24,177 24,141 249 285
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 574)
664 -150 150 -240 574 574 574 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 0.7 8.2 57.0 90.0 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 4 21 19 28 24
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,249
COMMITMENTS
500 99 800 4,754 5,035 6,054 5,934 195 315
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.6 12.8 76.1 80.6 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 13 12 18 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,978
COMMITMENTS
0 350 0 39,978 39,508 39,978 39,858 0 120
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 98.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 27 24 27 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,900
COMMITMENTS
1,340 465 65 42,505 44,140 43,910 44,670 990 230
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -250)
-50 0 0 -260 -250 -310 -250 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.0 0.1 94.7 98.3 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 27 20 31 22
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,573
COMMITMENTS
1,275 0 80 45,038 46,003 46,393 46,083 180 490
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 353)
135 0 -25 243 148 353 123 0 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.2 96.7 98.8 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 21 16 23 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,410
COMMITMENTS
1,895 1,900 0 51,515 51,510 53,410 53,410 0 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 514)
110 0 0 404 514 514 514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.6 0.0 96.5 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 23 17 25 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 83,656
COMMITMENTS
52 567 919 82,504 81,912 83,475 83,398 181 258
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,185)
0 -421 200 985 1,406 1,185 1,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 1.1 98.6 97.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 26 26 29 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 109,095
COMMITMENTS
1,959 3,866 1,331 105,425 103,591 108,715 108,788 380 307
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 947)
-497 862 -43 1,487 111 947 930 0 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.5 1.2 96.6 95.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 6 4 28 27 34 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,224
COMMITMENTS
200 475 0 33,988 33,749 34,188 34,224 36 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 900)
0 0 0 900 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 0.0 99.3 98.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 14 15 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,956
COMMITMENTS
1,987 2,100 403 33,290 33,273 35,680 35,776 276 180
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 130)
-15 0 0 155 130 140 130 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.8 1.1 92.6 92.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 23 19 28 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,355
COMMITMENTS
7,810 1,200 600 32,500 39,550 40,910 41,350 445 5
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -302)
0 0 0 -352 -302 -352 -302 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 2.9 1.5 78.6 95.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 23 22 27 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,674
COMMITMENTS
42 2,740 168 44,404 41,766 44,614 44,674 60 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.1 0.4 99.4 93.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 17 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,931
COMMITMENTS
0 2,285 0 38,884 36,521 38,884 38,806 47 125
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 99.9 93.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 16 18 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,493
COMMITMENTS
2,040 1,690 41 25,865 26,632 27,946 28,363 547 130
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 50)
-152 0 0 202 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.9 0.1 90.8 93.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 1 21 20 26 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,610
COMMITMENTS
1,259 595 320 20,751 21,575 22,330 22,490 280 120
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -92)
-120 0 0 28 -92 -92 -92 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.6 1.4 91.8 95.4 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 17 21 20 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,263
COMMITMENTS
190 7,116 940 50,960 44,171 52,090 52,228 173 35
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -556)
-45 34 -112 -399 -488 -556 -566 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 13.6 1.8 97.5 84.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 28 26 31 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,123
COMMITMENTS
50 3,051 395 38,493 35,631 38,938 39,077 185 46
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 132)
-60 -200 100 267 232 307 132 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.8 1.0 98.4 91.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 27 22 30 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,738
COMMITMENTS
50 2,800 225 23,343 20,713 23,618 23,738 120 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.8 0.9 98.3 87.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 14 15 16 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,910
COMMITMENTS
1,540 0 0 13,185 14,890 14,725 14,890 185 20
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 88.4 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 18 12 22 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,020
COMMITMENTS
1,310 0 0 13,580 15,000 14,890 15,000 130 20
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 90.4 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 20 12 23 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 269,871
COMMITMENTS
0 19,521 34,923 232,467 213,491 267,390 267,935 2,481 1,936
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -540,880)
-1,917 -86,333 -57,005 -482,712 -399,475 -541,634 -542,813 754 1,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 12.9 86.1 79.1 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 17 21 21
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,180
COMMITMENTS
720 0 0 15,400 15,700 16,120 15,700 60 480
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.2 97.0 99.6 97.0 0.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 14 14 14
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,290
COMMITMENTS
720 0 0 17,510 17,810 18,230 17,810 60 480
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 95.7 97.4 99.7 97.4 0.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 13 13 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,590
COMMITMENTS
0 0 0 11,325 11,580 11,325 11,580 265 10
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.9 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 12 14 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,345
COMMITMENTS
25 750 200 21,779 21,395 22,004 22,345 341 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.4 0.9 97.5 95.7 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 17 15 19 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,412
COMMITMENTS
25 550 200 18,345 18,660 18,570 19,410 842 2
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.8 1.0 94.5 96.1 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 15 13 17 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,270
COMMITMENTS
660 25 0 7,575 8,125 8,235 8,150 35 120
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.3 0.0 91.6 98.2 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,870
COMMITMENTS
0 0 0 6,835 6,750 6,835 6,750 35 120
CHANGES FROM 12/19/17 (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 0.0 0.0 99.5 98.3 99.5 98.3 0.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,628
COMMITMENTS
557 2,965 0 24,922 22,603 25,479 25,568 149 60
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.6 0.0 97.2 88.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 17 17 20 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,278
COMMITMENTS
557 2,915 45 25,532 23,245 26,134 26,205 144 73
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -5)
0 -50 45 -50 21 -5 16 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.1 0.2 97.2 88.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 18 19 22 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,769
COMMITMENTS
3,540 4,566 1,135 111,804 111,008 116,479 116,709 290 60
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 769)
0 -400 -30 799 1,199 769 769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.9 1.0 95.7 95.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 4 33 32 39 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 131,837
COMMITMENTS
3,720 9,814 1,015 126,421 120,698 131,156 131,527 681 310
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 598)
-80 878 -29 701 -247 592 602 6 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.4 0.8 95.9 91.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 5 4 36 32 41 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 257,699
COMMITMENTS
24,449 17,527 20,292 209,059 219,506 253,800 257,325 3,899 374
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 371)
184 -3,317 1,367 -1,487 2,304 65 353 307 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.8 7.9 81.1 85.2 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 16 18 44 44 68 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,139
COMMITMENTS
1,995 250 300 36,571 38,564 38,866 39,114 273 25
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -30)
0 0 -30 0 0 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 0.8 93.4 98.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 22 16 28 20
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,439
COMMITMENTS
2,335 300 70 34,766 37,044 37,171 37,414 268 25
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 20)
0 0 -30 50 50 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.8 0.2 92.9 98.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 20 16 25 20
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,665
COMMITMENTS
300 0 0 12,330 12,665 12,630 12,665 35 0
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.4 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 10 17 10
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,505
COMMITMENTS
300 0 0 12,170 12,500 12,470 12,500 35 5
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.3 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 10 17 10
Updated December 29, 2017