NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| 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 01/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,341
COMMITMENTS
710 8,438 409 40,192 32,494 41,311 41,341 30 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -240)
-100 -162 109 -261 -187 -252 -240 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 20.4 1.0 97.2 78.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 3 10 12 15 19
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,176
COMMITMENTS
4,730 3,487 1,677 31,767 33,012 38,174 38,176 2 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 5,291)
-87 113 1,050 4,328 4,128 5,291 5,291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.1 4.4 83.2 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 5 6 10 11 22 20
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,592
COMMITMENTS
5,863 22,333 387 32,342 15,872 38,592 38,592 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 0)
0 100 0 0 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 57.9 1.0 83.8 41.1 100.0 100.0 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,002
COMMITMENTS
3,857 16,085 385 24,760 12,532 29,002 29,002 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 350)
0 450 0 350 -100 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 55.5 1.3 85.4 43.2 100.0 100.0 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,106
COMMITMENTS
12,900 11,100 200 15,006 16,806 28,106 28,106 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -16)
0 0 0 -16 -16 -16 -16 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 01/23/18 |
--------------------------------------------------------------| 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 01/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,529
COMMITMENTS
5,597 5,225 0 22,932 23,304 28,529 28,529 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 540 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 18.3 0.0 80.4 81.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 10 7 15 8
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| 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 01/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,295,952
COMMITMENTS
658,394 74,262 844,156 3752958 4366747 5255508 5285165 40,444 10,787
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 106,826)
31,390 -26,363 7,585 68,500 126,707 107,475 107,929 -649 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.4 15.9 70.9 82.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
58 19 57 137 118 211 179
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,564,984
COMMITMENTS
36,162 44,922 906,142 618,294 612,927 1560598 1563992 4,386 993
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 140,583)
12,916 7,984 76,692 51,142 56,119 140,750 140,794 -167 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.9 57.9 39.5 39.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 18 29 51 51 82 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,757
COMMITMENTS
8,392 7,467 2,965 228,720 235,779 240,077 246,211 11,680 5,546
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 6,204)
-2,760 207 272 9,048 5,027 6,560 5,506 -356 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.0 1.2 90.8 93.7 95.4 97.8 4.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 4 4 27 27 32 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,683
COMMITMENTS
1,558 0 4,177 99,707 101,468 105,442 105,645 3,241 3,038
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 3,819)
1,021 0 -226 3,281 4,035 4,076 3,809 -257 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 3.8 91.7 93.4 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 28 29 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,896
COMMITMENTS
0 4,446 1,650 263,450 262,007 265,100 268,103 12,796 9,793
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 2,515)
-34 2,883 -472 2,320 -1,668 1,814 743 701 1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.6 94.8 94.3 95.4 96.5 4.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 30 25 33 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,252
COMMITMENTS
0 15,010 6,800 798,911 790,966 805,711 812,776 11,541 4,476
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 9,394)
0 -164 -363 9,487 10,356 9,124 9,829 270 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.8 97.8 96.8 98.6 99.5 1.4 0.5
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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 440,965
COMMITMENTS
4,457 0 151 418,089 434,300 422,697 434,451 18,268 6,514
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -1,355)
-1,527 0 -395 -1,164 130 -3,086 -265 1,731 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 94.8 98.5 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 0 1 39 46 41 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,602
COMMITMENTS
1,430 2,681 772 356,887 361,279 359,089 364,732 11,513 5,870
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 8,486)
-452 0 3 9,705 8,302 9,256 8,305 -770 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.2 96.3 97.5 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 1 1 39 41 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,885
COMMITMENTS
1,790 6,721 2,953 249,742 254,472 254,485 264,146 15,400 5,739
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -4,202)
-2,176 0 1,321 -6,214 -5,267 -7,069 -3,946 2,867 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.5 1.1 92.5 94.3 94.3 97.9 5.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 3 33 35 36 40
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,515
COMMITMENTS
1,794 2,757 10 77,148 74,339 78,952 77,106 3,563 5,409
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 3,329)
1,794 51 -474 1,906 2,415 3,226 1,992 103 1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.3 0.0 93.5 90.1 95.7 93.4 4.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 20 17 21 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,669
COMMITMENTS
335 465 0 34,652 37,276 34,987 37,741 3,682 928
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 14,188)
56 0 0 13,808 13,992 13,864 13,992 324 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 0.0 89.6 96.4 90.5 97.6 9.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 15 16 16 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,296
COMMITMENTS
1,539 420 425 135,844 139,154 137,808 139,999 5,488 3,297
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 7,872)
726 -81 -245 7,266 7,499 7,747 7,173 125 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.3 94.8 97.1 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 19 19 21 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 170,238
COMMITMENTS
0 7,518 0 158,562 159,020 158,562 166,538 11,676 3,700
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 5,284)
0 1,116 0 4,363 3,770 4,363 4,886 921 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 93.1 93.4 93.1 97.8 6.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 21 22 21 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,694
COMMITMENTS
328 0 793 100,551 100,778 101,672 101,571 5,022 5,123
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 11,498)
0 0 0 11,084 10,996 11,084 10,996 414 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.7 94.2 94.5 95.3 95.2 4.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 16 18 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,181
COMMITMENTS
1,059 310 0 24,693 24,928 25,752 25,238 429 943
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 3,264)
532 0 0 3,448 3,152 3,980 3,152 -716 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.2 0.0 94.3 95.2 98.4 96.4 1.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 15 16 18 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 542,337
COMMITMENTS
17,028 5,030 5,779 513,820 525,149 536,627 535,958 5,710 6,379
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 15,992)
-1,686 -127 351 17,992 16,763 16,657 16,987 -665 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 1.1 94.7 96.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
5 6 8 50 47 61 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 172,690
COMMITMENTS
0 6,431 597 166,930 158,777 167,527 165,805 5,163 6,885
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 8,337)
0 1,410 122 8,443 7,814 8,565 9,346 -228 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.3 96.7 91.9 97.0 96.0 3.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 4 28 24 32 28
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,173
COMMITMENTS
0 0 0 74,938 71,940 74,938 71,940 4,235 7,233
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 7,131)
0 -282 -28 6,461 7,067 6,433 6,757 698 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 90.9 94.7 90.9 5.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 16 16 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,410
COMMITMENTS
9,800 3,350 784 122,064 129,363 132,648 133,497 1,762 913
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 15,484)
7,448 -504 0 8,932 17,408 16,380 16,904 -896 -1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.5 0.6 90.8 96.2 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 3 1 24 26 31 29
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,634
COMMITMENTS
25,682 3,120 2,080 109,807 132,113 137,569 137,313 1,065 1,321
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 18,320)
8,711 420 -980 11,820 19,172 19,551 18,612 -1,231 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 2.3 1.5 79.2 95.3 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 6 3 33 38 47 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,215
COMMITMENTS
252 1,312 0 114,721 112,520 114,973 113,832 1,242 2,383
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 8,644)
252 168 0 8,028 8,121 8,280 8,289 364 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 0.0 98.7 96.8 98.9 97.9 1.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 20 20 21 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,213
COMMITMENTS
806 0 0 25,026 26,624 25,832 26,624 1,381 589
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 2,772)
0 0 0 2,576 2,865 2,576 2,865 196 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 92.0 97.8 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 12 14 14 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 272,722
COMMITMENTS
1,665 1,432 743 267,523 259,846 269,931 262,021 2,791 10,701
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 2,513)
0 -1,091 41 2,923 3,227 2,964 2,177 -451 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.3 98.1 95.3 99.0 96.1 1.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 1 32 32 34 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,750
COMMITMENTS
0 551 1,131 75,370 77,795 76,501 79,477 11,249 8,273
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 7,566)
0 -1,868 636 6,997 5,186 7,633 3,954 -67 3,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.3 85.9 88.7 87.2 90.6 12.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 14 16 16 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,210
COMMITMENTS
0 78 1,271 123,710 125,033 124,981 126,382 2,229 828
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 10,872)
0 -754 80 10,832 16,050 10,912 15,376 -40 -4,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.0 97.2 98.3 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 21 25 22 26
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,837
COMMITMENTS
689 0 0 41,132 44,932 41,821 44,932 5,016 1,905
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 294)
-84 0 0 1,291 474 1,207 474 -913 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 87.8 95.9 89.3 95.9 10.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 14 17 14
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,848
COMMITMENTS
9,869 105 1,084 108,946 119,420 119,899 120,609 5,949 5,239
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,473)
-101 105 -530 2,176 2,757 1,545 2,332 -72 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.1 0.9 86.6 94.9 95.3 95.8 4.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 24 21 28 23
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,881
COMMITMENTS
947 0 0 62,654 63,030 63,601 63,030 280 851
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,568)
308 0 0 980 1,232 1,288 1,232 280 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.1 98.7 99.6 98.7 0.4 1.3
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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,962
COMMITMENTS
3,054 0 0 144,828 150,365 147,882 150,365 9,080 6,597
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -581)
-209 0 -180 -353 -1,360 -742 -1,540 161 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 92.3 95.8 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 16 22 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,924
COMMITMENTS
0 1,998 8,736 176,194 176,299 184,930 187,033 7,994 5,891
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 4,065)
-1,844 1,387 277 4,479 2,372 2,912 4,036 1,153 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 4.5 91.3 91.4 95.9 96.9 4.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 4 31 28 35 32
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 8,686
COMMITMENTS
2,049 0 0 5,694 8,087 7,743 8,087 943 599
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 0.0 0.0 65.6 93.1 89.1 93.1 10.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 12 11 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,706
COMMITMENTS
0 0 0 26,191 27,113 26,191 27,113 1,515 593
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 2,856)
-283 0 0 3,248 2,604 2,965 2,604 -109 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 97.9 94.5 97.9 5.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 222,296
COMMITMENTS
5,725 341 1,553 210,006 215,390 217,284 217,284 5,012 5,012
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 12,662)
1,503 0 -193 13,897 11,969 15,207 11,776 -2,545 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.2 0.7 94.5 96.9 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 1 38 35 41 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 106,998
COMMITMENTS
0 0 0 102,062 101,120 102,062 101,120 4,936 5,878
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -589)
-348 0 0 4 19 -344 19 -245 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 94.5 95.4 94.5 4.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 24 23 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 101,827
COMMITMENTS
0 348 0 98,069 98,873 98,069 99,221 3,758 2,606
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 2,165)
0 348 0 2,277 1,913 2,277 2,261 -112 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.3 97.1 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 24 20 24 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 65,846
COMMITMENTS
0 0 0 59,806 61,939 59,806 61,939 6,040 3,907
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 94.1 90.8 94.1 9.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,788
COMMITMENTS
464 0 124 36,191 36,196 36,779 36,320 1,009 1,468
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,372)
128 0 124 840 1,340 1,092 1,464 280 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.3 95.8 95.8 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 9 16 11 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 171,287
COMMITMENTS
1,528 0 0 159,446 167,331 160,974 167,331 10,313 3,956
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 15,402)
-140 0 0 17,109 15,470 16,969 15,470 -1,567 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 93.1 97.7 94.0 97.7 6.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 26 18 27 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,569
COMMITMENTS
707 0 0 56,107 67,349 56,814 67,349 11,755 1,220
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 246)
0 0 0 460 218 460 218 -214 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 81.8 98.2 82.9 98.2 17.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 19 19 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 119,067
COMMITMENTS
3,743 392 0 111,928 115,325 115,671 115,717 3,396 3,350
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 0.0 94.0 96.9 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 15 14 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 88,547
COMMITMENTS
11,308 4,681 5,638 70,691 77,808 87,638 88,128 909 419
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 3,144)
411 -6 270 2,482 2,872 3,162 3,136 -19 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.3 6.4 79.8 87.9 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 8 16 35 34 53 50
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,848
COMMITMENTS
3,525 575 750 32,573 35,343 36,848 36,668 0 180
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 900)
50 200 -125 975 765 900 840 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.6 2.0 88.4 95.9 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 4 5 21 20 30 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,634
COMMITMENTS
900 1,185 900 22,834 22,549 24,634 24,634 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 248)
500 -700 350 -602 598 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.8 3.7 92.7 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 18 19 22 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 170,765
COMMITMENTS
8,819 24,868 3,921 157,732 141,892 170,472 170,681 293 84
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 2,862)
150 -20 -75 2,811 2,953 2,886 2,858 -24 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.6 2.3 92.4 83.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 7 4 39 37 47 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,505
COMMITMENTS
2,141 10,425 1,184 53,180 44,896 56,505 56,505 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 159)
25 -1,450 500 -366 1,109 159 159 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 18.4 2.1 94.1 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 8 8 18 21 28 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,045
COMMITMENTS
0 1,050 0 37,045 35,995 37,045 37,045 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,900)
0 150 0 1,900 1,750 1,900 1,900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 100.0 97.2 100.0 100.0 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 53,961
COMMITMENTS
1,740 4,500 825 51,246 48,452 53,811 53,777 150 184
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -936)
-275 0 175 -836 -1,111 -936 -936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.3 1.5 95.0 89.8 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,834
COMMITMENTS
1,605 2,435 605 59,402 58,666 61,612 61,706 222 128
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,224)
715 -95 25 609 1,239 1,349 1,169 -125 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.9 1.0 96.1 94.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 6 4 33 31 39 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,137
COMMITMENTS
1,380 85 765 74,962 76,077 77,107 76,927 30 210
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 415)
145 25 -150 420 540 415 415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 1.0 97.2 98.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 2 23 26 28 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,249
COMMITMENTS
2,045 0 555 100,649 102,564 103,249 103,119 0 130
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,108)
-145 0 25 1,228 1,083 1,108 1,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.5 97.5 99.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 1 25 26 29 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,160
COMMITMENTS
300 0 0 30,855 30,675 31,155 30,675 5 485
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 285)
0 0 0 285 285 285 285 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 21 15 22 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,590
COMMITMENTS
450 390 90 32,695 33,020 33,235 33,500 355 90
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -365)
0 0 0 -375 -365 -375 -365 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 0.3 97.3 98.3 98.9 99.7 1.1 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,471
COMMITMENTS
9,691 668 2,202 12,239 21,311 24,132 24,181 339 290
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 539)
195 60 100 166 374 461 534 78 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 2.7 9.0 50.0 87.1 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 4 18 20 25 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,886
COMMITMENTS
25 460 0 38,861 38,326 38,886 38,786 0 100
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.0 99.9 98.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 0 24 23 25 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,185
COMMITMENTS
665 565 215 41,315 42,275 42,195 43,055 990 130
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 86)
-50 0 0 136 146 86 146 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.3 0.5 95.7 97.9 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 26 20 29 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,315
COMMITMENTS
1,360 0 10 40,715 42,135 42,085 42,145 230 170
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 33)
80 0 -35 -12 358 33 323 0 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.2 99.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 17 24 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,324
COMMITMENTS
1,680 1,700 0 47,644 47,454 49,324 49,154 0 170
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 288)
25 0 0 263 288 288 288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.4 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 24 16 26 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,747
COMMITMENTS
0 423 1,055 79,486 79,041 80,541 80,519 206 228
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -1,847)
-25 -611 165 -1,992 -1,401 -1,852 -1,847 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.3 98.4 97.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 25 25 26 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 109,936
COMMITMENTS
1,925 3,504 592 107,111 105,495 109,628 109,591 308 345
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,996)
-152 72 61 2,102 1,840 2,011 1,973 -15 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.2 0.5 97.4 96.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 4 29 27 35 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,386
COMMITMENTS
50 200 0 32,312 32,186 32,362 32,386 24 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 75)
0 -25 0 75 100 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 0.0 99.8 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 15 14 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,175
COMMITMENTS
2,000 2,100 375 31,535 31,510 33,910 33,985 265 190
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 325)
-85 0 25 385 300 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.1 1.1 92.3 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 39,241
COMMITMENTS
7,410 1,200 700 30,676 37,336 38,786 39,236 455 5
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 778)
-50 0 50 808 728 808 778 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 3.1 1.8 78.2 95.1 98.8 100.0 1.2 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,515
COMMITMENTS
92 2,900 4 42,273 39,506 42,369 42,410 146 105
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -10)
-10 0 0 0 -40 -10 -40 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.0 99.4 92.9 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,164
COMMITMENTS
0 2,260 0 37,159 34,709 37,159 36,969 5 195
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -365)
0 0 0 -365 -440 -365 -440 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 100.0 93.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 15 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,453
COMMITMENTS
1,801 1,525 0 26,115 26,928 27,916 28,453 537 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 899)
-35 -75 0 934 1,094 899 1,019 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.4 0.0 91.8 94.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 0 20 20 24 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,097
COMMITMENTS
1,180 345 320 21,008 22,297 22,508 22,962 589 135
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,060)
0 -50 0 1,060 1,125 1,060 1,075 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.5 1.4 91.0 96.5 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 17 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,167
COMMITMENTS
296 6,137 456 48,207 42,533 48,960 49,127 207 40
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -216)
20 145 -227 -28 -138 -236 -221 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.5 0.9 98.0 86.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 2 26 25 29 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,875
COMMITMENTS
50 2,403 607 36,801 34,825 37,458 37,835 417 40
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 193)
-25 -52 52 163 193 190 193 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.3 1.6 97.2 91.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 23 18 25 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,835
COMMITMENTS
1,460 0 0 12,160 13,815 13,620 13,815 215 20
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,935
COMMITMENTS
1,100 0 0 12,690 13,915 13,790 13,915 145 20
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 269,861
COMMITMENTS
0 17,165 32,075 237,276 220,366 269,351 269,606 510 255
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,726)
0 -512 -932 2,658 3,170 1,726 1,726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 11.9 87.9 81.7 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 01/23/18 |
--------------------------------------------------------------| 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 01/16/18 (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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,955
COMMITMENTS
50 875 75 22,459 22,005 22,584 22,955 371 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,175)
0 0 0 1,175 1,175 1,175 1,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.8 0.3 97.8 95.9 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 17 14 19 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,365
COMMITMENTS
50 675 75 19,255 19,615 19,380 20,365 985 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,690)
0 0 0 1,690 1,690 1,690 1,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 0.4 94.5 96.3 95.2 100.0 4.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 13 12 15 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,340
COMMITMENTS
660 0 0 6,660 7,230 7,320 7,230 20 110
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 90.7 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,440
COMMITMENTS
0 0 0 6,420 6,330 6,420 6,330 20 110
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,238
COMMITMENTS
444 2,940 0 24,420 22,212 24,864 25,152 374 86
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,315)
50 0 0 1,265 1,315 1,315 1,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.6 0.0 96.8 88.0 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 14 17 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,658
COMMITMENTS
444 2,890 45 24,735 22,678 25,224 25,613 434 45
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,215)
50 0 0 1,165 1,215 1,215 1,215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.3 0.2 96.4 88.4 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 15 19 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,435
COMMITMENTS
3,300 2,836 1,787 111,063 111,484 116,150 116,107 285 328
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,152)
-100 -240 282 970 1,150 1,152 1,192 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.4 1.5 95.4 95.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 6 5 33 30 39 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 130,759
COMMITMENTS
4,053 7,016 1,336 125,105 122,011 130,494 130,363 265 396
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,358)
278 -935 321 1,197 2,178 1,796 1,564 -438 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.4 1.0 95.7 93.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 6 6 33 29 40 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 262,970
COMMITMENTS
27,288 8,629 17,540 217,567 236,385 262,395 262,554 575 416
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 5,004)
-1,951 -1,211 929 5,952 5,290 4,929 5,007 75 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.3 6.7 82.7 89.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 12 21 43 46 75 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,830
COMMITMENTS
1,435 325 660 34,427 35,820 36,522 36,805 308 25
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -30)
-75 -25 100 -55 -105 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.9 1.8 93.5 97.3 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 20 15 24 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,035
COMMITMENTS
1,700 300 495 32,532 34,215 34,727 35,010 308 25
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -380)
-75 -50 100 -405 -430 -380 -380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.9 1.4 92.9 97.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 20 14 24 18
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,630
COMMITMENTS
600 0 0 12,030 12,630 12,630 12,630 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 600)
300 0 0 300 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 100.0 100.0 100.0 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 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,450
COMMITMENTS
600 0 0 11,850 12,450 12,450 12,450 0 0
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 600)
300 0 0 300 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
Updated January 26, 2018