NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,934
COMMITMENTS
13,615 22,553 20 34,299 25,361 47,934 47,934 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 50)
50 -100 0 0 150 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 47.1 0.0 71.6 52.9 100.0 100.0 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 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,451
COMMITMENTS
560 8,600 300 40,573 32,551 41,433 41,451 18 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 482)
0 310 200 280 -28 480 482 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 20.7 0.7 97.9 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 2 10 11 14 18
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 30,437
COMMITMENTS
4,183 3,130 453 25,799 26,854 30,435 30,437 2 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 2,178)
1,663 -34 138 375 2,074 2,176 2,178 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 10.3 1.5 84.8 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 4 9 9 18 16
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,542
COMMITMENTS
5,913 21,533 387 32,242 16,622 38,542 38,542 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 55.9 1.0 83.7 43.1 100.0 100.0 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 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,252
COMMITMENTS
4,792 14,170 0 22,460 13,082 27,252 27,252 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -150)
-650 950 0 500 -1,100 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 52.0 0.0 82.4 48.0 100.0 100.0 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 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,337
COMMITMENTS
13,000 11,000 200 15,137 17,137 28,337 28,337 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 825)
700 -100 0 125 925 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 38.8 0.7 53.4 60.5 100.0 100.0 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 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 22,038
COMMITMENTS
10,345 5,600 100 11,593 16,338 22,038 22,038 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 300)
100 0 0 200 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 25.4 0.5 52.6 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 7 6 14 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,279
COMMITMENTS
5,597 5,225 0 22,682 23,054 28,279 28,279 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 18.5 0.0 80.2 81.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 10 6 15 7
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,088,889
COMMITMENTS
573,443 106,661 868,448 3606853 4104220 5048744 5079329 40,145 9,560
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -5,781)
17,397 -29,167 -37,968 17,814 65,540 -2,757 -1,595 -3,024 -4,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.1 17.1 70.9 80.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
48 25 51 130 110 198 166
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,296,392
COMMITMENTS
18,086 36,361 727,440 546,346 531,554 1291871 1295355 4,521 1,037
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -68,986)
-2,847 983 -47,975 -18,178 -22,054 -69,000 -69,046 14 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.8 56.1 42.1 41.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 14 27 46 46 75 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,467
COMMITMENTS
10,160 7,145 2,792 216,291 225,426 229,243 235,363 11,224 5,104
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -9,663)
-521 -1,911 -419 -7,641 -7,962 -8,581 -10,292 -1,082 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.0 1.2 89.9 93.7 95.3 97.9 4.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 5 27 25 33 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,910
COMMITMENTS
0 940 4,634 97,035 96,536 101,669 102,110 3,241 2,800
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -12,538)
-1,374 -1,446 881 -12,504 -11,663 -12,997 -12,228 459 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 4.4 92.5 92.0 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 29 27 30 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,952
COMMITMENTS
644 0 2,309 254,948 257,713 257,901 260,022 12,051 9,930
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,732)
-628 0 372 -3,454 -2,864 -3,710 -2,492 978 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.9 94.4 95.5 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 2 28 26 30 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,229
COMMITMENTS
0 14,478 7,287 778,759 772,132 786,046 793,897 12,183 4,332
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -40,002)
0 -4,801 -1,012 -40,031 -22,282 -41,043 -28,095 1,041 -11,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.9 97.6 96.7 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 3 46 28 49 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 430,938
COMMITMENTS
4,213 0 240 410,061 423,750 414,514 423,990 16,424 6,948
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -7,438)
-2,883 -248 -1,202 -4,482 -5,742 -8,567 -7,192 1,129 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 95.2 98.3 96.2 98.4 3.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 0 1 37 47 39 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 358,807
COMMITMENTS
2,065 2,681 646 344,627 349,912 347,338 353,239 11,469 5,568
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -21,595)
596 -527 -284 -20,702 -21,395 -20,390 -22,206 -1,205 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 0.2 96.0 97.5 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 1 38 38 40 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,460
COMMITMENTS
5,763 5,245 1,243 242,909 249,429 249,915 255,917 14,545 8,543
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -7,499)
-2,874 3,887 109 -4,155 -11,616 -6,920 -7,620 -579 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.0 0.5 91.9 94.3 94.5 96.8 5.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 2 31 31 34 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,870
COMMITMENTS
0 2,523 0 74,003 71,144 74,003 73,667 3,867 4,203
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,499)
0 -4 0 -3,226 -2,958 -3,226 -2,962 -273 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 95.0 91.4 95.0 94.6 5.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 20 18 20 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,537
COMMITMENTS
279 465 0 20,956 23,340 21,235 23,805 3,302 732
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -11,866)
31 -1,178 -31 -11,339 -10,223 -11,339 -11,432 -527 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.9 0.0 85.4 95.1 86.5 97.0 13.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 13 16 14 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,294
COMMITMENTS
0 826 569 127,828 129,999 128,397 131,394 4,897 1,900
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -11,056)
-253 -552 -401 -10,444 -9,826 -11,098 -10,779 42 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.4 95.9 97.5 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,645
COMMITMENTS
0 5,262 0 148,149 154,570 148,149 159,832 14,496 2,813
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -5,003)
-1,378 330 0 -5,614 -3,190 -6,992 -2,860 1,989 -2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 91.1 95.0 91.1 98.3 8.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 18 22 18 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,029
COMMITMENTS
328 0 793 87,663 87,315 88,784 88,108 4,245 4,921
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -5,472)
-589 0 0 -4,805 -5,732 -5,394 -5,732 -78 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.9 94.2 93.9 95.4 94.7 4.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 14 16 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,641
COMMITMENTS
527 310 0 17,876 18,376 18,403 18,686 1,238 955
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -15,478)
-11,904 0 -186 -3,367 -15,379 -15,457 -15,565 -21 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.6 0.0 91.0 93.6 93.7 95.1 6.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 12 10 14 11
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 512,904
COMMITMENTS
17,321 4,455 4,472 483,523 494,523 505,316 503,450 7,588 9,454
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,096)
-4,338 -640 808 1,317 -2,362 -2,213 -2,194 -883 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.9 0.9 94.3 96.4 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 5 4 49 45 56 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,571
COMMITMENTS
4,141 5,021 505 151,391 146,548 156,037 152,074 2,534 6,497
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 1,399)
0 -2,419 -543 4,765 4,191 4,222 1,229 -2,823 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.2 0.3 95.5 92.4 98.4 95.9 1.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 26 25 30 28
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,898
COMMITMENTS
0 310 0 67,551 63,047 67,551 63,357 3,347 7,541
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -6,051)
0 261 -292 -5,827 -5,646 -6,119 -5,677 68 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 95.3 88.9 95.3 89.4 4.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 13 14 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,996
COMMITMENTS
1,680 1,446 0 96,594 97,749 98,274 99,195 2,722 1,801
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -34,123)
-15,525 -2,697 0 -19,114 -28,247 -34,639 -30,944 516 -3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.4 0.0 95.6 96.8 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 11 20 13 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,206
COMMITMENTS
18,575 2,232 0 80,131 97,579 98,706 99,811 2,500 1,395
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -44,801)
-23,748 -3,813 -1,300 -21,360 -39,438 -46,408 -44,551 1,607 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 2.2 0.0 79.2 96.4 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 5 0 26 33 36 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,131
COMMITMENTS
0 808 0 104,253 102,463 104,253 103,271 878 1,860
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -16,488)
0 560 0 -16,932 -16,645 -16,932 -16,085 444 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.2 97.5 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 15 19 15 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 23,489
COMMITMENTS
806 0 0 21,498 22,807 22,304 22,807 1,185 682
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -4,430)
-372 0 -217 -3,798 -3,934 -4,387 -4,151 -43 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 91.5 97.1 95.0 97.1 5.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 12 12 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,040
COMMITMENTS
1,665 2,042 894 260,678 256,229 263,237 259,165 5,803 9,875
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -20,164)
-1,417 -168 -83 -21,635 -20,735 -23,135 -20,986 2,971 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.3 96.9 95.2 97.8 96.3 2.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 31 33 33 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,938
COMMITMENTS
0 3,507 407 68,280 71,475 68,687 75,389 11,251 4,549
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -10,507)
0 2,056 -546 -9,452 -12,089 -9,998 -10,579 -509 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.5 85.4 89.4 85.9 94.3 14.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 14 15 15 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,911
COMMITMENTS
0 352 1,315 112,212 108,852 113,527 110,519 3,384 6,392
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -13,645)
-808 -733 455 -14,291 -14,259 -14,644 -14,537 999 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.1 96.0 93.1 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 20 22 21
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,670
COMMITMENTS
9,464 152 1,524 108,781 116,924 119,769 118,600 4,901 6,070
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -4,742)
-262 -395 849 -3,467 -3,859 -2,880 -3,405 -1,862 -1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.1 1.2 87.3 93.8 96.1 95.1 3.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 25 19 28 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,097
COMMITMENTS
1,017 0 214 143,625 150,849 144,856 151,063 12,241 6,034
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -6,327)
-3,235 -273 -742 -9,248 -6,613 -13,225 -7,628 6,898 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 91.4 96.0 92.2 96.2 7.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 19 16 21 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,606
COMMITMENTS
2,655 0 7,803 168,135 171,411 178,593 179,214 6,013 5,392
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -8,508)
1,651 -1,067 -1,165 -9,340 -6,036 -8,854 -8,268 346 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 4.2 91.1 92.9 96.7 97.1 3.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 4 31 27 35 31
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,519
COMMITMENTS
3,932 864 1,322 191,364 197,096 196,618 199,282 7,901 5,237
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,867)
-511 51 -238 -1,375 -2,696 -2,124 -2,883 257 1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 0.6 93.6 96.4 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 1 32 32 34 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 105,275
COMMITMENTS
348 0 0 99,423 98,523 99,771 98,523 5,504 6,752
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -6,791)
-335 0 0 -8,114 -6,132 -8,449 -6,132 1,658 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 94.4 93.6 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 24 21 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,764
COMMITMENTS
224 0 0 95,782 97,034 96,006 97,034 3,758 2,730
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -10,276)
224 0 0 -9,679 -9,842 -9,455 -9,842 -821 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.0 97.3 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 23 19 24 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,942
COMMITMENTS
33 0 193 58,443 61,596 58,669 61,789 6,273 3,153
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,460)
-677 0 193 -3,039 -3,670 -3,523 -3,477 63 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 90.0 94.8 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 12 15 13
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 155,831
COMMITMENTS
1,668 0 0 142,283 151,077 143,951 151,077 11,880 4,754
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -12,579)
-482 0 0 -13,517 -13,548 -13,999 -13,548 1,420 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 91.3 96.9 92.4 96.9 7.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 23 17 24 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,360
COMMITMENTS
707 0 0 55,746 67,140 56,453 67,140 11,907 1,220
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -7,574)
-1,116 0 0 -5,671 -5,592 -6,787 -5,592 -787 -1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 81.5 98.2 82.6 98.2 17.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 19 19 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 84,614
COMMITMENTS
10,757 4,718 5,370 67,543 74,116 83,671 84,204 943 410
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -5,177)
-1,846 -11 -289 -3,093 -4,808 -5,228 -5,108 50 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.6 6.3 79.8 87.6 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 9 15 34 34 51 49
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,912
COMMITMENTS
2,675 300 900 31,337 33,712 34,912 34,912 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 853)
-125 0 175 803 678 853 853 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.9 2.6 89.8 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 2 4 21 20 29 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,775
COMMITMENTS
350 2,110 300 23,125 21,365 23,775 23,775 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 953)
100 450 0 853 503 953 953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.9 1.3 97.3 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 19 18 21 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 164,292
COMMITMENTS
8,791 24,928 3,906 151,330 135,317 164,027 164,151 265 141
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -8,515)
-1,112 -1,635 183 -7,728 -7,134 -8,657 -8,586 142 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 15.2 2.4 92.1 82.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 6 4 38 34 45 42
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,709
COMMITMENTS
2,091 11,350 584 52,034 42,775 54,709 54,709 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,188)
-490 600 -291 -402 -1,497 -1,183 -1,188 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 20.7 1.1 95.1 78.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 6 5 18 21 27 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,790
COMMITMENTS
0 750 0 33,790 33,040 33,790 33,790 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 2,484)
0 150 -150 2,634 2,484 2,484 2,484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 100.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 12 10 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 55,278
COMMITMENTS
2,065 4,500 600 52,473 49,988 55,138 55,088 140 190
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,570)
1,005 -200 -190 -4,138 -3,180 -3,323 -3,570 -247 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.1 1.1 94.9 90.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 29 26 32 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,304
COMMITMENTS
790 2,415 755 59,423 58,131 60,968 61,301 336 3
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -4,452)
620 -495 -50 -5,016 -3,908 -4,446 -4,453 -6 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.9 1.2 96.9 94.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 8 3 32 30 36 39
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,557
COMMITMENTS
1,235 60 915 73,377 74,372 75,527 75,347 30 210
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -23)
-161 -390 540 -381 -283 -2 -133 -21 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 1.2 97.1 98.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 23 24 28 25
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,396
COMMITMENTS
2,190 0 530 95,676 97,736 98,396 98,266 0 130
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 89)
-401 -1,050 490 0 669 89 109 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.5 97.2 99.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 1 25 24 30 25
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,435
COMMITMENTS
300 0 0 30,130 29,950 30,430 29,950 5 485
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,802)
-100 0 0 -1,702 -2,197 -1,802 -2,197 0 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 98.4 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 15 21 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,000
COMMITMENTS
450 405 75 33,130 33,430 33,655 33,910 345 90
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 165)
-450 0 0 330 75 -120 75 285 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 0.2 97.4 98.3 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 20 15 22 16
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,133
COMMITMENTS
8,306 508 2,252 12,318 20,088 22,876 22,848 257 285
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,853)
-462 248 302 -1,701 -2,403 -1,861 -1,853 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 2.2 9.7 53.2 86.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 19 19 25 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,866
COMMITMENTS
25 460 0 37,841 37,306 37,866 37,766 0 100
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,284)
25 -25 0 -2,309 -2,249 -2,284 -2,274 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.0 99.9 98.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 0 23 22 24 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,595
COMMITMENTS
865 565 65 41,675 42,775 42,605 43,405 990 190
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -460)
-575 50 0 115 -470 -460 -420 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 0.1 95.6 98.1 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 25 20 28 22
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,182
COMMITMENTS
1,275 0 45 40,632 41,677 41,952 41,722 230 460
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -4,411)
0 0 -35 -4,426 -4,346 -4,461 -4,381 50 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.1 96.3 98.8 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 21 15 23 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,936
COMMITMENTS
1,650 1,700 0 47,286 47,066 48,936 48,766 0 170
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -4,609)
-245 -200 0 -4,364 -4,579 -4,609 -4,779 0 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.5 0.0 96.6 96.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 23 16 25 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,916
COMMITMENTS
15 514 1,065 80,635 80,109 81,715 81,688 201 228
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,563)
-47 255 38 -3,574 -3,826 -3,583 -3,533 20 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.3 98.4 97.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 25 24 27 26
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 106,437
COMMITMENTS
2,085 3,316 1,083 102,946 101,763 106,114 106,162 323 275
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,612)
146 -519 -195 -3,476 -2,860 -3,525 -3,574 -87 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.1 1.0 96.7 95.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 6 5 28 24 34 34
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,836
COMMITMENTS
50 250 0 31,762 31,586 31,812 31,836 24 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,688)
-150 -225 0 -2,526 -2,463 -2,676 -2,688 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.0 99.8 99.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 13 12 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,710
COMMITMENTS
2,085 2,100 350 31,010 31,070 33,445 33,520 265 190
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,371)
28 0 -53 -2,335 -2,328 -2,360 -2,381 -11 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 6.2 1.0 92.0 92.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 20 18 25 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 39,203
COMMITMENTS
7,510 1,200 600 30,608 37,398 38,718 39,198 485 5
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,722)
-300 0 0 -1,412 -1,722 -1,712 -1,722 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.1 1.5 78.1 95.4 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 22 22 26 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,348
COMMITMENTS
42 2,900 8 42,138 39,366 42,188 42,274 160 74
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,971)
0 160 -160 -2,906 -3,045 -3,066 -3,045 95 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.8 0.0 99.5 93.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 14 19 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,239
COMMITMENTS
0 2,260 0 37,239 34,859 37,239 37,119 0 120
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,747)
0 -25 0 -1,700 -1,717 -1,700 -1,742 -47 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 100.0 93.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 16 17 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,245
COMMITMENTS
1,786 1,600 0 24,922 25,525 26,708 27,125 537 120
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -973)
-279 -90 -41 -643 -832 -963 -963 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.9 0.0 91.5 93.7 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 19 18 22 19
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,712
COMMITMENTS
1,180 395 320 19,623 20,847 21,123 21,562 589 150
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -998)
-79 -200 0 -1,228 -828 -1,307 -1,028 309 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.8 1.5 90.4 96.0 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 16 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,128
COMMITMENTS
266 5,951 615 47,923 42,508 48,804 49,073 324 55
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,295)
81 -1,446 -91 -3,398 -1,784 -3,407 -3,320 112 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 12.1 1.3 97.5 86.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 3 25 24 28 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,631
COMMITMENTS
75 2,455 555 36,587 34,581 37,217 37,591 414 40
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,450)
25 -596 160 -1,840 -1,008 -1,655 -1,444 205 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.5 1.5 97.2 91.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 23 19 26 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,989
COMMITMENTS
50 3,000 0 22,819 19,989 22,869 22,989 120 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.0 0.0 99.3 87.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,880
COMMITMENTS
1,460 0 0 12,215 13,860 13,675 13,860 205 20
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,060)
-80 0 0 -1,000 -1,060 -1,080 -1,060 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 88.0 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 17 11 21 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,980
COMMITMENTS
1,100 0 0 12,735 13,960 13,835 13,960 145 20
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,070)
-210 0 0 -875 -1,070 -1,085 -1,070 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 91.1 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 19 11 22 11
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 268,868
COMMITMENTS
0 17,963 33,352 235,007 217,299 268,358 268,613 510 255
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 2,074)
-160 1,463 1,559 695 -928 2,094 2,094 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 12.4 87.4 80.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 14 17 16
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,880
COMMITMENTS
425 0 0 16,225 16,410 16,650 16,410 230 470
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,435)
-295 0 0 -1,310 -1,425 -1,605 -1,425 170 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 96.1 97.2 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 12 12 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,435
COMMITMENTS
0 875 75 20,884 20,485 20,959 21,435 476 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,315)
-25 25 -125 -1,300 -1,215 -1,450 -1,315 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.3 97.4 95.6 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 16 13 17 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,411
COMMITMENTS
0 675 75 17,375 17,640 17,450 18,390 961 21
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -996)
-25 25 -125 -965 -915 -1,115 -1,015 119 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.4 94.4 95.8 94.8 99.9 5.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 12 11 13 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,240
COMMITMENTS
660 0 0 6,560 7,130 7,220 7,130 20 110
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,080)
0 -25 0 -1,065 -1,045 -1,065 -1,070 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 90.6 98.5 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 13 15 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,340
COMMITMENTS
0 0 0 6,320 6,230 6,320 6,230 20 110
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -680)
0 0 0 -665 -670 -665 -670 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.3 99.7 98.3 0.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 13 13 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,923
COMMITMENTS
394 2,940 0 23,155 20,897 23,549 23,837 374 86
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,955)
-163 -25 0 -2,017 -1,956 -2,180 -1,981 225 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.3 0.0 96.8 87.4 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 14 16 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,393
COMMITMENTS
394 2,890 45 23,520 21,413 23,959 24,348 434 45
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,185)
-163 -25 0 -2,312 -2,132 -2,475 -2,157 290 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 11.8 0.2 96.4 87.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 16 15 18 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,543
COMMITMENTS
3,450 3,076 1,485 107,323 107,614 112,258 112,175 285 368
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -4,666)
-90 -1,015 375 -4,946 -4,334 -4,661 -4,974 -5 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.7 1.3 95.4 95.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 3 33 28 39 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,327
COMMITMENTS
3,800 7,951 965 121,859 117,809 126,624 126,725 703 602
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -6,262)
105 -2,560 -50 -6,339 -3,944 -6,284 -6,554 22 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.2 0.8 95.7 92.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 3 33 30 38 38
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 247,434
COMMITMENTS
27,995 11,516 14,570 204,426 221,224 246,991 247,310 443 124
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -13,850)
3,486 -1,555 -5,848 -11,346 -6,463 -13,708 -13,865 -141 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.7 5.9 82.6 89.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 12 18 43 43 70 67
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,040
COMMITMENTS
1,535 350 535 34,667 36,130 36,737 37,015 303 25
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,275)
-585 100 305 -2,025 -2,680 -2,305 -2,275 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 1.4 93.6 97.5 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 1 19 15 22 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,560
COMMITMENTS
1,775 350 395 33,087 34,790 35,257 35,535 303 25
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,970)
-685 50 385 -1,705 -2,405 -2,005 -1,970 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.0 1.1 93.0 97.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 1 19 14 22 18
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,030
COMMITMENTS
300 0 0 11,730 12,030 12,030 12,030 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -430 -465 -430 -465 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,850
COMMITMENTS
300 0 0 11,550 11,850 11,850 11,850 0 0
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -480)
0 0 0 -445 -475 -445 -475 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
Updated January 12, 2018