NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,314
COMMITMENTS
13,115 21,773 0 34,199 25,541 47,314 47,314 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -200)
-100 -350 0 -100 150 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 46.0 0.0 72.3 54.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 11 0 10 6 14 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,297
COMMITMENTS
460 8,700 209 40,610 32,388 41,279 41,297 18 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 123)
0 0 0 123 123 123 123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 21.1 0.5 98.3 78.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 2 10 12 14 19
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 46,907
COMMITMENTS
4,142 5,751 1,539 41,174 39,567 46,854 46,857 53 50
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 5,743)
779 675 617 4,297 4,401 5,693 5,693 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 12.3 3.3 87.8 84.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 6 6 10 11 23 21
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,147
COMMITMENTS
8,243 23,388 762 32,142 16,997 41,147 41,147 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 2,555)
2,480 1,305 275 -200 975 2,555 2,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 56.8 1.9 78.1 41.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 1 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,317
COMMITMENTS
7,507 17,985 0 23,810 13,332 31,317 31,317 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 2,410)
4,265 1,460 -600 -1,250 1,550 2,415 2,410 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 57.4 0.0 76.0 42.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 0 9 6 13 15
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,918
COMMITMENTS
12,700 11,100 200 15,018 16,618 27,918 27,918 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -157)
0 0 0 -157 -157 -157 -157 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 39.8 0.7 53.8 59.5 100.0 100.0 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 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 22,588
COMMITMENTS
11,360 5,700 100 11,128 16,788 22,588 22,588 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,150)
715 0 0 435 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 25.2 0.4 49.3 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 1 6 7 14 12
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,900
COMMITMENTS
9,075 2,250 0 7,825 14,650 16,900 16,900 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 13.3 0.0 46.3 86.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 0 5 5 13 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,237
COMMITMENTS
5,597 5,225 0 21,640 22,012 27,237 27,237 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.2 0.0 79.5 80.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 0 11 6 16 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 10,690
COMMITMENTS
5,980 1,840 0 4,710 8,850 10,690 10,690 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 2,300)
3,150 400 0 -850 1,900 2,300 2,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.9 17.2 0.0 44.1 82.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 0 6 5 10 12
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,187,446
COMMITMENTS
677,635 107,165 781,914 3680737 4284466 5140286 5173545 47,160 13,901
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 30,139)
-66,547 23,488 47,528 46,544 -40,790 27,525 30,226 2,614 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.1 15.1 71.0 82.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
48 18 50 131 108 194 162
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,281,198
COMMITMENTS
34,334 76,664 710,190 532,429 493,137 1276954 1279992 4,245 1,207
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -39,909)
10,042 33,197 -57,995 7,848 -13,886 -40,106 -38,684 197 -1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.0 55.4 41.6 38.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 14 30 50 48 81 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,920
COMMITMENTS
7,927 10,946 2,726 245,813 247,441 256,466 261,113 10,454 5,807
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 2,682)
-776 225 336 3,433 1,374 2,993 1,935 -311 747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.1 1.0 92.1 92.7 96.1 97.8 3.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 28 25 33 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,837
COMMITMENTS
6,536 0 3,787 91,091 97,810 101,414 101,597 3,423 3,240
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -8,364)
1,302 0 180 -9,784 -8,168 -8,302 -7,988 -62 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 3.6 86.9 93.3 96.7 96.9 3.3 3.1
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 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,841
COMMITMENTS
519 1,853 2,092 255,365 256,715 257,976 260,660 12,865 10,181
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -8,623)
-243 323 249 -7,930 -8,850 -7,924 -8,278 -699 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.8 94.3 94.8 95.2 96.2 4.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 29 26 32 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,507
COMMITMENTS
742 11,798 5,558 779,387 773,680 785,687 791,036 8,820 3,471
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -29,559)
742 -4,159 -66 -28,906 -25,011 -28,230 -29,236 -1,329 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 0.7 98.1 97.4 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 3 44 28 47 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 454,444
COMMITMENTS
5,267 0 666 429,573 443,622 435,506 444,288 18,938 10,156
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -13,126)
-5,800 0 387 -10,379 -16,224 -15,792 -15,837 2,666 2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 94.5 97.6 95.8 97.8 4.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 0 1 35 38 38 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,616
COMMITMENTS
992 3,604 425 351,820 352,502 353,237 356,531 11,379 8,085
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -14,879)
-1,521 675 -212 -12,207 -16,482 -13,940 -16,019 -939 1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.1 96.5 96.7 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 1 38 38 40 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,713
COMMITMENTS
3,787 8,451 2,629 246,649 248,034 253,065 259,114 12,648 6,599
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -9,893)
1,716 -1,152 -911 -9,311 -7,828 -8,506 -9,891 -1,387 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.2 1.0 92.8 93.3 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 3 33 32 37 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,227
COMMITMENTS
1,417 0 353 73,622 74,741 75,392 75,094 3,835 4,133
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -5,790)
-665 -1,052 343 -6,376 -2,949 -6,698 -3,658 908 -2,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.4 92.9 94.3 95.2 94.8 4.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 21 22 22 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,544
COMMITMENTS
448 0 0 32,089 35,776 32,537 35,776 4,007 768
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -7,783)
-174 -248 -217 -7,080 -6,906 -7,471 -7,371 -312 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 87.8 97.9 89.0 97.9 11.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 15 13 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,638
COMMITMENTS
1,048 921 888 145,022 148,150 146,958 149,959 6,680 3,679
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 6,896)
-833 -212 608 6,207 6,383 5,982 6,779 914 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.6 94.4 96.4 95.7 97.6 4.3 2.4
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 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,027
COMMITMENTS
0 5,075 0 168,470 170,180 168,470 175,255 9,557 2,772
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -9,051)
0 -1,456 0 -7,788 -6,584 -7,788 -8,040 -1,263 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 94.6 95.6 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 21 24 21 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,842
COMMITMENTS
0 204 589 106,673 105,192 107,262 105,985 3,580 4,857
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,204)
-328 204 -204 -552 -1,538 -1,084 -1,538 -1,120 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 96.2 94.9 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 13 16 14 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,478
COMMITMENTS
1,120 280 0 19,106 19,778 20,226 20,058 252 420
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -9,455)
-527 -310 0 -8,975 -8,699 -9,502 -9,009 47 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.4 0.0 93.3 96.6 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 15 15 18 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 538,138
COMMITMENTS
9,615 3,644 5,305 515,922 520,244 530,842 529,193 7,296 8,945
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -14,012)
-4,736 -1,171 -1,365 -8,517 -12,730 -14,618 -15,266 606 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.7 1.0 95.9 96.7 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 4 5 48 45 56 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,229
COMMITMENTS
0 4,572 1,932 165,519 161,228 167,451 167,732 3,778 3,497
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,776)
0 -3,911 1,162 -1,615 4,876 -453 2,127 -1,323 -3,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.1 96.7 94.2 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 4 27 26 31 31
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,147
COMMITMENTS
0 0 0 77,269 74,874 77,269 74,874 4,878 7,273
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -3,142)
-609 0 0 -3,430 -2,188 -4,039 -2,188 897 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 91.1 94.1 91.1 5.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,316
COMMITMENTS
0 1,166 0 97,992 97,093 97,992 98,259 2,324 2,057
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -51,588)
-23,996 -7,336 0 -28,182 -45,062 -52,178 -52,398 590 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 97.7 96.8 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 14 12 15
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,573
COMMITMENTS
24,332 8,092 0 86,093 102,249 110,425 110,341 1,148 1,232
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -48,001)
-14,957 -39 -2,277 -30,794 -44,989 -48,028 -47,305 27 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.3 0.0 77.2 91.6 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 6 0 26 34 30 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,394
COMMITMENTS
868 1,064 0 105,318 103,984 106,186 105,048 1,208 2,346
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -11,909)
0 -248 0 -12,024 -11,767 -12,024 -12,015 115 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.0 98.1 96.8 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 21 20 23 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 18,730
COMMITMENTS
0 0 0 17,904 17,704 17,904 17,704 826 1,026
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -9,827)
-834 0 0 -8,637 -9,788 -9,471 -9,788 -356 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 94.5 95.6 94.5 4.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 11 12 11
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 258,753
COMMITMENTS
1,469 341 910 253,350 247,314 255,729 248,565 3,024 10,188
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -14,967)
-196 -1,741 20 -14,356 -12,205 -14,532 -13,926 -435 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.4 97.9 95.6 98.8 96.1 1.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 32 29 34 31
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,624
COMMITMENTS
312 406 1,266 81,329 85,117 82,907 86,789 12,717 8,835
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 7,167)
-295 156 -122 6,302 6,536 5,885 6,570 1,282 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 1.3 85.1 89.0 86.7 90.8 13.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 15 16 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,011
COMMITMENTS
324 0 1,066 113,274 116,372 114,664 117,438 3,347 573
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -7,763)
324 -1,947 72 -9,198 -5,723 -8,802 -7,598 1,039 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.9 96.0 98.6 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 21 26 22 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,002
COMMITMENTS
8,677 620 670 114,326 122,191 123,673 123,481 4,329 4,521
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -520)
-1,022 42 52 2,007 146 1,037 240 -1,557 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.5 0.5 89.3 95.5 96.6 96.5 3.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 24 20 26 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,975
COMMITMENTS
0 0 0 101,754 106,926 101,754 106,926 9,221 4,049
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,891)
0 0 0 -1,774 -3,914 -1,774 -3,914 -117 2,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 96.4 91.7 96.4 8.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 17 19 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,700
COMMITMENTS
0 0 0 54,016 54,184 54,016 54,184 684 516
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -10,345)
-723 0 0 -9,942 -10,066 -10,665 -10,066 320 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 15 11 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,775
COMMITMENTS
375 1,101 276 151,729 154,875 152,380 156,252 9,395 5,523
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 2,528)
-2,437 1,101 24 3,571 1,174 1,158 2,299 1,370 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.2 93.8 95.7 94.2 96.6 5.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 19 23 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,787
COMMITMENTS
0 4,113 7,736 163,581 163,981 171,317 175,830 9,470 4,957
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -17,657)
0 -1,049 -415 -18,804 -15,474 -19,219 -16,938 1,562 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 4.3 90.5 90.7 94.8 97.3 5.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 31 27 33 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,654
COMMITMENTS
0 0 0 22,160 23,094 22,160 23,094 1,494 560
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -5,648)
0 0 0 -5,487 -5,605 -5,487 -5,605 -161 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 97.6 93.7 97.6 6.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 11 14 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 230,286
COMMITMENTS
4,982 2,287 1,276 220,034 222,098 226,292 225,661 3,994 4,625
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,009)
-391 956 -341 -3,519 -4,536 -4,251 -3,921 -1,758 -2,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.0 0.6 95.5 96.4 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 1 37 35 39 37
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 9,885
COMMITMENTS
0 0 0 9,437 9,105 9,437 9,105 448 780
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -7,502)
0 0 0 -7,037 -7,254 -7,037 -7,254 -465 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 92.1 95.5 92.1 4.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 10 12 10
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 101,039
COMMITMENTS
88 0 887 95,673 94,189 96,648 95,076 4,391 5,963
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -8,896)
88 -323 267 -10,330 -10,703 -9,975 -10,759 1,079 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.9 94.7 93.2 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 22 20 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,639
COMMITMENTS
0 0 0 90,534 92,979 90,534 92,979 5,105 2,660
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -9,467)
0 0 0 -10,758 -9,425 -10,758 -9,425 1,291 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 97.2 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,418
COMMITMENTS
0 0 0 61,913 62,607 61,913 62,607 4,505 3,811
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,817)
0 0 0 -1,778 -3,855 -1,778 -3,855 -1,039 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 94.3 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 13 16 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 28,989
COMMITMENTS
0 504 0 27,773 27,739 27,773 28,243 1,216 746
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -10,261)
0 -124 0 -10,168 -9,558 -10,168 -9,682 -93 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 95.8 95.7 95.8 97.4 4.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 13 13 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 163,367
COMMITMENTS
2,838 0 0 149,327 159,958 152,165 159,958 11,202 3,409
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -12,096)
454 -252 0 -12,340 -11,266 -11,886 -11,518 -210 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 91.4 97.9 93.1 97.9 6.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 25 17 26 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,483
COMMITMENTS
775 0 0 51,636 62,531 52,411 62,531 11,072 952
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -7,318)
68 0 0 -6,588 -7,056 -6,520 -7,056 -798 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 81.3 98.5 82.6 98.5 17.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 18 18 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 120,757
COMMITMENTS
3,659 0 0 111,884 115,712 115,543 115,712 5,214 5,045
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,072)
-84 -392 0 -438 -231 -522 -623 1,594 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 92.7 95.8 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 15 12 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 75,489
COMMITMENTS
10,150 4,436 3,842 60,508 66,854 74,500 75,132 989 357
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -4,955)
-1,412 -446 591 -4,155 -5,094 -4,976 -4,949 21 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.9 5.1 80.2 88.6 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 8 12 34 31 50 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,362
COMMITMENTS
3,475 450 1,025 32,740 35,647 37,240 37,122 122 240
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -612)
-700 -75 0 26 -537 -674 -612 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.2 2.7 87.6 95.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 3 5 21 20 28 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 26,091
COMMITMENTS
1,400 1,535 1,150 23,541 23,406 26,091 26,091 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 214)
300 -25 25 -111 214 214 214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.9 4.4 90.2 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 4 19 19 24 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 173,748
COMMITMENTS
8,039 17,596 7,142 158,190 148,908 173,371 173,646 377 102
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,018)
-1,367 -7,311 3,198 -3,859 2,136 -2,028 -1,977 10 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.1 4.1 91.0 85.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 5 6 38 35 44 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,868
COMMITMENTS
2,656 9,625 1,019 55,193 48,164 58,868 58,808 0 60
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -436)
61 -425 -286 -211 215 -436 -496 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 16.4 1.7 93.8 81.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 6 17 20 26 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,690
COMMITMENTS
0 900 0 37,690 36,790 37,690 37,690 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 51,884
COMMITMENTS
1,335 5,000 750 49,659 45,964 51,744 51,714 140 170
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,175)
-405 50 -25 -740 -1,185 -1,170 -1,160 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.6 1.4 95.7 88.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 27 26 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,118
COMMITMENTS
1,780 2,580 470 58,655 57,942 60,905 60,992 213 126
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,829)
55 75 -200 -2,690 -2,822 -2,835 -2,947 6 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.2 0.8 96.0 94.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 2 33 29 39 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,067
COMMITMENTS
1,170 500 440 69,327 69,887 70,937 70,827 130 240
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -7,500)
-210 350 -260 -7,085 -7,620 -7,555 -7,530 55 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.7 0.6 97.6 98.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 21 24 24 26
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,053
COMMITMENTS
1,910 0 580 96,563 98,328 99,053 98,908 0 145
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,606)
-395 0 25 -6,236 -6,646 -6,606 -6,621 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.6 97.5 99.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 2 25 26 29 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,588
COMMITMENTS
340 0 0 31,243 31,353 31,583 31,353 5 235
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 405)
0 0 0 405 655 405 655 0 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 24 17 26 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,550
COMMITMENTS
450 390 90 33,945 34,060 34,485 34,540 65 10
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 565)
0 0 0 565 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 0.3 98.2 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 23 16 25 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,974
COMMITMENTS
9,249 1,507 2,380 14,886 22,802 26,515 26,689 459 285
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,302)
-592 639 228 1,603 455 1,239 1,322 63 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 5.6 8.8 55.2 84.5 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 5 4 18 21 27 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,746
COMMITMENTS
25 430 0 39,721 39,216 39,746 39,646 0 100
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 535)
0 0 0 535 535 535 535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 0.0 99.9 98.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 0 26 23 27 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,516
COMMITMENTS
505 560 355 42,666 43,591 43,526 44,506 990 10
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 936)
-100 0 50 986 1,006 936 1,056 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 0.8 95.8 97.9 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 25 21 28 24
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,549
COMMITMENTS
1,265 0 0 40,049 41,389 41,314 41,389 235 160
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,156)
-110 0 -10 -2,031 -2,136 -2,151 -2,146 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 96.4 99.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 22 15 24 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,488
COMMITMENTS
1,555 1,600 0 45,928 45,728 47,483 47,328 5 160
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -3,539)
-150 -100 0 -3,394 -3,429 -3,544 -3,529 5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.4 0.0 96.7 96.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 17 26 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 79,180
COMMITMENTS
0 742 1,301 77,667 76,931 78,968 78,974 212 206
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -3,458)
0 9 -62 -3,387 -3,381 -3,449 -3,434 -9 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.6 98.1 97.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 24 28 25
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,135
COMMITMENTS
1,400 4,776 1,297 104,112 100,780 106,809 106,853 326 282
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -5,955)
5 428 -21 -5,937 -6,324 -5,953 -5,917 -2 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 1.2 97.2 94.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 6 5 28 27 38 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,796
COMMITMENTS
400 50 0 30,374 30,746 30,774 30,796 22 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,890)
175 0 -150 -1,913 -1,740 -1,888 -1,890 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.0 98.6 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 12 14 15 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,025
COMMITMENTS
2,680 1,975 375 29,285 30,480 32,340 32,830 685 195
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,525)
240 -125 -5 -2,175 -1,400 -1,940 -1,530 415 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.0 1.1 88.7 92.3 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 2 19 17 24 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 36,745
COMMITMENTS
6,515 1,200 725 29,070 34,815 36,310 36,740 435 5
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,896)
-1,190 0 45 -2,006 -2,946 -3,151 -2,901 255 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.3 2.0 79.1 94.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 24 21 28 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,709
COMMITMENTS
96 2,735 0 42,536 39,877 42,632 42,612 77 97
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,886)
4 -165 -4 -1,876 -1,710 -1,876 -1,879 -10 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 0.0 99.6 93.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 14 19 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,266
COMMITMENTS
0 2,090 0 35,261 32,996 35,261 35,086 5 180
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,188)
0 -170 0 -2,188 -2,003 -2,188 -2,173 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 100.0 93.6 100.0 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 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,598
COMMITMENTS
1,883 1,175 0 27,028 28,423 28,911 29,598 687 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -156)
-313 -250 0 4 94 -309 -156 153 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.0 0.0 91.3 96.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 0 23 20 29 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,822
COMMITMENTS
980 210 320 20,950 22,187 22,250 22,717 572 105
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,217)
-200 -135 0 -970 -1,047 -1,170 -1,182 -47 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.9 1.4 91.8 97.2 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 17 17 21 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,348
COMMITMENTS
733 5,963 325 48,108 43,025 49,166 49,313 182 35
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 697)
412 -100 -90 370 882 692 692 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 12.1 0.7 97.5 87.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 1 26 24 29 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,256
COMMITMENTS
0 2,408 642 36,254 34,186 36,896 37,236 360 20
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -595)
-25 156 -166 -365 -555 -556 -565 -39 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 1.7 97.3 91.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 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 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,750
COMMITMENTS
1,360 0 0 11,330 12,740 12,690 12,740 60 10
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,060)
-100 0 0 -945 -1,050 -1,045 -1,050 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 88.9 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 18 11 22 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,815
COMMITMENTS
1,030 0 0 11,655 12,805 12,685 12,805 130 10
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,095)
-70 0 0 -1,010 -1,085 -1,080 -1,085 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 90.9 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 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 275,476
COMMITMENTS
0 19,013 33,490 241,520 222,740 275,010 275,243 466 233
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 6,399)
0 1,989 1,546 4,897 2,886 6,443 6,421 -44 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 12.2 87.7 80.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 15 14 17 17
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,770
COMMITMENTS
340 0 0 17,210 17,310 17,550 17,310 220 460
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -935)
-85 0 0 -840 -925 -925 -925 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 96.8 97.4 98.8 97.4 1.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 11 12 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,775
COMMITMENTS
50 480 75 20,417 20,220 20,542 20,775 233 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,230)
0 -370 0 -2,212 -1,860 -2,212 -2,230 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.4 98.3 97.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 19 15 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,950
COMMITMENTS
50 280 75 17,989 18,595 18,114 18,950 836 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,465)
0 -370 0 -1,419 -1,095 -1,419 -1,465 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.5 0.4 94.9 98.1 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 15 14 17 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,770
COMMITMENTS
660 50 0 6,100 6,615 6,760 6,665 10 105
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -570)
0 50 0 -560 -615 -560 -565 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.7 0.0 90.1 97.7 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 12 17 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,015
COMMITMENTS
0 50 0 6,005 5,860 6,005 5,910 10 105
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -425)
0 50 0 -415 -470 -415 -420 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.8 97.4 99.8 98.3 0.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 12 16 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,952
COMMITMENTS
372 2,935 0 24,180 21,972 24,552 24,907 400 45
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,676)
-72 -5 0 -1,630 -1,661 -1,702 -1,666 26 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 11.8 0.0 96.9 88.1 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 16 19 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,383
COMMITMENTS
372 2,885 45 24,501 22,408 24,918 25,338 465 45
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,620)
-72 -5 0 -1,569 -1,605 -1,641 -1,610 21 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 11.4 0.2 96.5 88.3 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 16 20 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,504
COMMITMENTS
3,497 1,180 2,708 108,021 110,516 114,226 114,404 278 100
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -3,023)
138 -1,630 905 -4,036 -2,070 -2,993 -2,795 -30 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 2.4 94.3 96.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 5 31 35 38 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,696
COMMITMENTS
3,860 3,229 2,440 121,141 121,586 127,441 127,255 255 441
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -4,580)
-219 -4,797 1,114 -5,455 -932 -4,560 -4,615 -20 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.5 1.9 94.9 95.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 7 5 34 33 44 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 260,988
COMMITMENTS
30,199 10,772 14,494 215,937 235,721 260,630 260,987 359 2
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -8,763)
368 1,098 -1,348 -7,799 -8,306 -8,779 -8,556 16 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.1 5.6 82.7 90.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 14 20 46 47 74 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,768
COMMITMENTS
3,005 175 540 31,932 35,033 35,477 35,748 291 20
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,157)
1,495 -150 -45 -2,590 -957 -1,140 -1,152 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.5 1.5 89.3 97.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 1 21 15 26 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,287
COMMITMENTS
3,185 150 460 30,351 33,657 33,996 34,267 291 20
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -828)
1,485 -150 -35 -2,261 -638 -811 -823 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.4 1.3 88.5 98.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 1 21 14 26 17
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,050
COMMITMENTS
600 0 0 11,450 12,050 12,050 12,050 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -580)
0 0 0 -580 -580 -580 -580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 95.0 100.0 100.0 100.0 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 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,810
COMMITMENTS
600 0 0 11,210 11,810 11,810 11,810 0 0
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -640)
0 0 0 -640 -640 -640 -640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 94.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
Updated February 9, 2018