NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,634
COMMITMENTS
13,315 22,353 20 34,299 25,261 47,634 47,634 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -300)
-300 -200 0 0 -100 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 46.9 0.0 72.0 53.0 100.0 100.0 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,581
COMMITMENTS
810 8,600 300 40,453 32,681 41,563 41,581 18 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 130)
250 0 0 -120 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 20.7 0.7 97.3 78.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 2 10 11 14 18
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,885
COMMITMENTS
4,817 3,374 627 27,439 28,884 32,883 32,885 2 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,448)
634 244 175 1,640 2,030 2,448 2,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 10.3 1.9 83.4 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 4 4 9 10 20 17
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,592
COMMITMENTS
5,863 22,233 387 32,342 15,972 38,592 38,592 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 50)
-50 700 0 100 -650 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 57.6 1.0 83.8 41.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 9 2 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,652
COMMITMENTS
3,857 15,635 385 24,410 12,632 28,652 28,652 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,400)
-935 1,465 385 1,950 -450 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 54.6 1.3 85.2 44.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 8 1 8 6 13 15
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,122
COMMITMENTS
12,900 11,100 200 15,022 16,822 28,122 28,122 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -215)
-100 100 0 -115 -315 -215 -215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 39.5 0.7 53.4 59.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,538
COMMITMENTS
10,645 5,700 100 10,793 15,738 21,538 21,538 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -500)
300 100 0 -800 -600 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 26.5 0.5 50.1 73.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 1 7 6 14 11
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,989
COMMITMENTS
5,597 5,225 0 22,392 22,764 27,989 27,989 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -290)
0 0 0 -290 -290 -290 -290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.7 0.0 80.0 81.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 10 6 15 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,040
COMMITMENTS
3,330 1,490 0 4,710 6,550 8,040 8,040 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 18.5 0.0 58.6 81.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 0 7 4 13 8
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,189,126
COMMITMENTS
627,004 100,625 836,571 3684458 4240040 5148033 5177236 41,093 11,890
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 100,237)
53,561 -6,036 -31,877 77,605 135,820 99,289 97,907 948 2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.9 16.1 71.0 81.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
49 22 50 132 112 195 170
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,424,401
COMMITMENTS
23,246 36,938 829,451 567,151 556,809 1419848 1423197 4,553 1,204
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 128,009)
5,161 577 102,010 20,806 25,255 127,977 127,842 33 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.6 58.2 39.8 39.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 16 27 48 46 76 76
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,553
COMMITMENTS
11,152 7,260 2,693 219,672 230,752 233,517 240,705 12,036 4,848
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 5,086)
992 115 -99 3,381 5,326 4,274 5,342 812 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.0 1.1 89.5 94.0 95.1 98.0 4.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 5 27 27 33 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,864
COMMITMENTS
537 0 4,403 96,426 97,433 101,366 101,836 3,498 3,028
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -46)
537 -940 -231 -609 897 -303 -274 257 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 4.2 92.0 92.9 96.7 97.1 3.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 29 27 30 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,381
COMMITMENTS
34 1,563 2,122 261,130 263,675 263,286 267,360 12,095 8,021
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 5,429)
-610 1,563 -187 6,182 5,962 5,385 7,338 44 -1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.8 94.8 95.7 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 3 30 26 33 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 807,858
COMMITMENTS
0 15,174 7,163 789,424 780,610 796,587 802,947 11,271 4,911
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 9,629)
0 696 -124 10,665 8,478 10,541 9,050 -912 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.9 97.7 96.6 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 3 46 27 49 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 442,320
COMMITMENTS
5,984 0 546 419,253 434,170 425,783 434,716 16,537 7,604
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 11,382)
1,771 0 306 9,192 10,420 11,269 10,726 113 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.1 94.8 98.2 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 0 2 37 45 40 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 362,116
COMMITMENTS
1,882 2,681 769 347,182 352,977 349,833 356,427 12,283 5,689
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,309)
-183 0 123 2,555 3,065 2,495 3,188 814 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.2 95.9 97.5 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 1 38 37 40 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,087
COMMITMENTS
3,966 6,721 1,632 255,956 259,739 261,554 268,092 12,533 5,995
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 9,627)
-1,797 1,476 389 13,047 10,310 11,639 12,175 -2,012 -2,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.5 0.6 93.4 94.8 95.4 97.8 4.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 3 35 34 38 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,186
COMMITMENTS
0 2,706 484 75,242 71,924 75,726 75,114 3,460 4,072
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,316)
0 183 484 1,239 780 1,723 1,447 -407 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.6 95.0 90.8 95.6 94.9 4.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 20 18 21 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,481
COMMITMENTS
279 465 0 20,844 23,284 21,123 23,749 3,358 732
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -56)
0 0 0 -112 -56 -112 -56 56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.9 0.0 85.1 95.1 86.3 97.0 13.7 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,424
COMMITMENTS
813 501 670 128,578 131,655 130,061 132,826 5,363 2,598
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,130)
813 -325 101 750 1,656 1,664 1,432 466 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.5 94.9 97.2 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 18 19 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,954
COMMITMENTS
0 6,402 0 154,199 155,250 154,199 161,652 10,755 3,302
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,309)
0 1,140 0 6,050 680 6,050 1,820 -3,741 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 93.5 94.1 93.5 98.0 6.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 20 22 20 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,196
COMMITMENTS
328 0 793 89,467 89,782 90,588 90,575 4,608 4,621
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,167)
0 0 0 1,804 2,467 1,804 2,467 363 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.8 94.0 94.3 95.2 95.1 4.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 14 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,917
COMMITMENTS
527 310 0 21,245 21,776 21,772 22,086 1,145 831
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,276)
0 0 0 3,369 3,400 3,369 3,400 -93 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 0.0 92.7 95.0 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 15 14 17 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 526,345
COMMITMENTS
18,714 5,157 5,428 495,828 508,386 519,970 518,971 6,375 7,374
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 13,441)
1,393 702 956 12,305 13,863 14,654 15,521 -1,213 -2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.0 1.0 94.2 96.6 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 6 5 49 45 58 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,353
COMMITMENTS
0 5,021 475 158,487 150,963 158,962 156,459 5,391 7,894
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 5,782)
-4,141 0 -30 7,096 4,415 2,925 4,385 2,857 1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.3 96.4 91.9 96.7 95.2 3.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 27 24 30 27
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,042
COMMITMENTS
0 282 28 68,477 64,873 68,505 65,183 3,537 6,859
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,144)
0 -28 28 926 1,826 954 1,826 190 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 95.1 90.0 95.1 90.5 4.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 15 16 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,926
COMMITMENTS
2,352 3,854 784 113,132 111,955 116,268 116,593 2,658 2,333
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 17,930)
672 2,408 784 16,538 14,206 17,994 17,398 -64 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.2 0.7 95.1 94.1 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 16 21 21 23
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,314
COMMITMENTS
16,971 2,700 3,060 97,987 112,941 118,018 118,701 2,296 1,613
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 19,108)
-1,604 468 3,060 17,856 15,362 19,312 18,890 -204 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.2 2.5 81.4 93.9 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 6 2 28 34 40 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,571
COMMITMENTS
0 1,144 0 106,693 104,399 106,693 105,543 878 2,028
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,440)
0 336 0 2,440 1,936 2,440 2,272 0 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.2 97.1 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 16 19 16 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 24,441
COMMITMENTS
806 0 0 22,450 23,759 23,256 23,759 1,185 682
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 952)
0 0 0 952 952 952 952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 91.9 97.2 95.2 97.2 4.8 2.8
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,209
COMMITMENTS
1,665 2,523 702 264,600 256,619 266,967 259,844 3,242 10,365
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,169)
0 481 -192 3,922 390 3,730 679 -2,561 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 0.3 97.9 95.0 98.8 96.2 1.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 1 32 33 34 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,184
COMMITMENTS
0 2,419 495 68,373 72,609 68,868 75,523 11,316 4,661
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 246)
0 -1,088 88 93 1,134 181 134 65 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.6 85.3 90.6 85.9 94.2 14.1 5.8
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,338
COMMITMENTS
0 832 1,191 112,878 108,983 114,069 111,006 2,269 5,332
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -573)
0 480 -124 666 131 542 487 -1,115 -1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.0 97.0 93.7 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 23 23 24
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,543
COMMITMENTS
773 0 0 39,841 44,458 40,614 44,458 5,929 2,085
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 85.6 95.5 87.3 95.5 12.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 13 16 13
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,375
COMMITMENTS
9,970 0 1,614 106,770 116,663 118,354 118,277 6,021 6,098
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -295)
506 -152 90 -2,011 -261 -1,415 -323 1,120 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 1.3 85.8 93.8 95.2 95.1 4.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 23 20 26 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,827
COMMITMENTS
0 0 0 103,165 106,111 103,165 106,111 7,662 4,716
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 95.7 93.1 95.7 6.9 4.3
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,313
COMMITMENTS
639 0 0 61,674 61,798 62,313 61,798 0 515
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 13 13 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,543
COMMITMENTS
3,263 0 180 145,181 151,725 148,624 151,905 8,919 5,638
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 446)
2,246 0 -34 1,556 876 3,768 842 -3,322 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.1 92.2 96.3 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 20 17 23 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,859
COMMITMENTS
1,844 611 8,459 171,715 173,927 182,018 182,997 6,841 5,862
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 4,253)
-811 611 656 3,580 2,516 3,425 3,783 828 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 4.5 90.9 92.1 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 5 33 27 38 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,850
COMMITMENTS
283 0 0 22,943 24,509 23,226 24,509 1,624 341
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 92.3 98.6 93.5 98.6 6.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 10 13 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 209,634
COMMITMENTS
4,222 341 1,746 196,109 203,421 202,077 205,508 7,557 4,126
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 5,115)
290 -523 424 4,745 6,325 5,459 6,226 -344 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 0.8 93.5 97.0 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 1 37 33 40 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 107,587
COMMITMENTS
348 0 0 102,058 101,101 102,406 101,101 5,181 6,486
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,312)
0 0 0 2,635 2,578 2,635 2,578 -323 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 94.9 94.0 95.2 94.0 4.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 24 23 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,662
COMMITMENTS
0 0 0 95,792 96,960 95,792 96,960 3,870 2,702
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -102)
-224 0 0 10 -74 -214 -74 112 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 97.3 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 19 23 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,416
COMMITMENTS
336 0 0 35,351 34,856 35,687 34,856 729 1,560
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.1 95.7 98.0 95.7 2.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 8 14 9 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 155,885
COMMITMENTS
1,668 0 0 142,337 151,861 144,005 151,861 11,880 4,024
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 54)
0 0 0 54 784 54 784 0 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 91.3 97.4 92.4 97.4 7.6 2.6
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,323
COMMITMENTS
707 0 0 55,647 67,131 56,354 67,131 11,969 1,192
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -37)
0 0 0 -99 -9 -99 -9 62 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 81.4 98.3 82.5 98.3 17.5 1.7
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 85,404
COMMITMENTS
10,898 4,688 5,369 68,209 74,936 84,475 84,992 928 411
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 789)
140 -30 -2 666 820 805 788 -15 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.5 6.3 79.9 87.7 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,948
COMMITMENTS
3,475 375 875 31,598 34,578 35,948 35,828 0 120
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,036)
800 75 -25 261 866 1,036 916 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.0 2.4 87.9 96.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,385
COMMITMENTS
400 1,885 550 23,435 21,950 24,385 24,385 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 610)
50 -225 250 310 585 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.7 2.3 96.1 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 18 18 21 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 167,903
COMMITMENTS
8,669 24,888 3,996 154,921 138,939 167,586 167,823 317 80
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,611)
-122 -40 90 3,591 3,622 3,559 3,672 52 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.8 2.4 92.3 82.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 7 5 39 35 47 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,346
COMMITMENTS
2,116 11,875 684 53,546 43,787 56,346 56,346 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,637)
25 525 100 1,512 1,012 1,637 1,637 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 21.1 1.2 95.0 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 9 6 18 21 27 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,145
COMMITMENTS
0 900 0 35,145 34,245 35,145 35,145 0 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,355)
0 150 0 1,355 1,205 1,355 1,355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 100.0 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 13 9 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 54,897
COMMITMENTS
2,015 4,500 650 52,082 49,563 54,747 54,713 150 184
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -381)
-50 0 50 -391 -425 -391 -375 10 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.2 1.2 94.9 90.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 28 26 31 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,610
COMMITMENTS
890 2,530 580 58,793 57,427 60,263 60,537 347 73
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -694)
100 115 -175 -630 -704 -705 -764 11 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.2 1.0 97.0 94.7 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 7 3 31 30 35 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,722
COMMITMENTS
1,235 60 915 74,542 75,537 76,692 76,512 30 210
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,165)
0 0 0 1,165 1,165 1,165 1,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 1.2 97.2 98.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 23 25 28 26
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 6,350
COMMITMENTS
1,150 1,300 0 5,100 5,050 6,250 6,350 100 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 20.5 0.0 80.3 79.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 12 10 14 12
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,141
COMMITMENTS
2,190 0 530 99,421 101,481 102,141 102,011 0 130
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,745)
0 0 0 3,745 3,745 3,745 3,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.5 97.3 99.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 0 1 25 26 30 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,875
COMMITMENTS
300 0 0 30,570 30,390 30,870 30,390 5 485
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,955
COMMITMENTS
450 390 90 33,070 33,385 33,610 33,865 345 90
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -45)
0 -15 15 -60 -45 -45 -45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 0.3 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,932
COMMITMENTS
9,496 608 2,102 12,073 20,937 23,671 23,647 261 285
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 799)
1,190 100 -150 -245 849 795 799 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 2.5 8.8 50.4 87.5 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 19 19 25 24
ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 3,176
COMMITMENTS
144 40 136 2,176 2,944 2,456 3,120 720 56
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.3 4.3 68.5 92.7 77.3 98.2 22.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 13 15 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,536
COMMITMENTS
25 460 0 38,511 37,976 38,536 38,436 0 100
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 670)
0 0 0 670 670 670 670 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,099
COMMITMENTS
715 565 215 41,179 42,129 42,109 42,909 990 190
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -496)
-150 0 150 -496 -646 -496 -496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 0.5 95.5 97.7 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 25 19 28 22
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,282
COMMITMENTS
1,280 0 45 40,727 41,777 42,052 41,822 230 460
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 100)
5 0 0 95 100 100 100 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,036
COMMITMENTS
1,655 1,700 0 47,381 47,166 49,036 48,866 0 170
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 100)
5 0 0 95 100 100 100 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,594
COMMITMENTS
25 1,034 890 81,478 80,442 82,393 82,366 201 228
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 678)
10 520 -175 843 333 678 678 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.1 98.6 97.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 24 24 26 26
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,940
COMMITMENTS
2,077 3,432 531 105,009 103,655 107,617 107,618 323 322
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,503)
-8 116 -552 2,063 1,892 1,503 1,456 0 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.2 0.5 97.3 96.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 6 5 27 25 33 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,311
COMMITMENTS
50 225 0 32,237 32,086 32,287 32,311 24 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 475)
0 -25 0 475 500 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.0 99.8 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 14 14 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,850
COMMITMENTS
2,085 2,100 350 31,150 31,210 33,585 33,660 265 190
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 38,463
COMMITMENTS
7,460 1,200 650 29,868 36,608 37,978 38,458 485 5
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -740)
-50 0 50 -740 -790 -740 -740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.1 1.7 77.7 95.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 23 22 27 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,525
COMMITMENTS
102 2,900 4 42,273 39,546 42,379 42,450 146 75
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 177)
60 0 -4 135 180 191 176 -14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.0 99.4 93.0 99.7 99.8 0.3 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,529
COMMITMENTS
0 2,260 0 37,524 35,149 37,524 37,409 5 120
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 290)
0 0 0 285 290 285 290 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 100.0 93.7 100.0 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,554
COMMITMENTS
1,836 1,600 0 25,181 25,834 27,017 27,434 537 120
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 309)
50 0 0 259 309 309 309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.8 0.0 91.4 93.8 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 20 18 24 19
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,037
COMMITMENTS
1,180 395 320 19,948 21,172 21,448 21,887 589 150
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.8 1.5 90.5 96.1 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 15 18 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,382
COMMITMENTS
276 5,993 684 48,236 42,671 49,195 49,347 187 35
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 254)
10 42 69 313 163 391 274 -137 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.1 1.4 97.7 86.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 3 25 25 29 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,682
COMMITMENTS
75 2,455 555 36,638 34,632 37,268 37,642 414 40
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 51)
0 0 0 51 51 51 51 0 0
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
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,860
COMMITMENTS
1,460 0 0 12,185 13,840 13,645 13,840 215 20
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -30 -20 -30 -20 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 87.9 99.9 98.4 99.9 1.6 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,960
COMMITMENTS
1,100 0 0 12,715 13,940 13,815 13,940 145 20
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 268,135
COMMITMENTS
0 17,677 33,007 234,618 217,196 267,625 267,880 510 255
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -733)
0 -285 -345 -389 -103 -733 -733 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 12.3 87.5 81.0 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 01/16/18 |
--------------------------------------------------------------| 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 01/09/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,780
COMMITMENTS
50 875 75 21,284 20,830 21,409 21,780 371 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 345)
50 0 0 400 345 450 345 -105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.0 0.3 97.7 95.6 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 18 13 20 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,675
COMMITMENTS
50 675 75 17,565 17,925 17,690 18,675 985 0
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 264)
50 0 0 190 285 240 285 24 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.6 0.4 94.1 96.0 94.7 100.0 5.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 13 11 15 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,265
COMMITMENTS
660 0 0 6,585 7,155 7,245 7,155 20 110
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
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 15 13 16 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,365
COMMITMENTS
0 0 0 6,345 6,255 6,345 6,255 20 110
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
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 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 01/16/18 |
--------------------------------------------------------------| 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 01/09/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,443
COMMITMENTS
394 2,890 45 23,570 21,463 24,009 24,398 434 45
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,283
COMMITMENTS
3,400 3,076 1,505 110,093 110,334 114,998 114,915 285 368
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,740)
-50 0 20 2,770 2,720 2,740 2,740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.7 1.3 95.5 95.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 4 33 29 39 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,401
COMMITMENTS
3,775 7,951 1,015 123,908 119,833 128,698 128,799 703 602
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,074)
-25 0 50 2,049 2,024 2,074 2,074 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.1 0.8 95.8 92.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 3 33 29 38 37
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 257,966
COMMITMENTS
29,239 9,840 16,611 211,616 231,095 257,466 257,547 501 420
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 10,532)
1,244 -1,676 2,042 7,189 9,871 10,475 10,237 57 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.8 6.4 82.0 89.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 12 21 43 44 72 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,860
COMMITMENTS
1,510 350 560 34,482 35,925 36,552 36,835 308 25
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -180)
-25 0 25 -185 -205 -185 -180 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 1.5 93.5 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 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,415
COMMITMENTS
1,775 350 395 32,937 34,645 35,107 35,390 308 25
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -145)
0 0 0 -150 -145 -150 -145 5 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 01/16/18 |
--------------------------------------------------------------| 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 01/09/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 01/16/18 |
--------------------------------------------------------------| 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 01/09/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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
Updated January 19, 2018