CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,135
COMMITMENTS
446 225 0 6,664 6,904 7,110 7,129 25 6
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 260)
40 100 0 220 160 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.2 0.0 93.4 96.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,696
COMMITMENTS
17,056 25,123 20 33,620 25,553 50,696 50,696 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -250)
-250 -150 0 0 -100 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 49.6 0.0 66.3 50.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 8 2 10 7 18 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 69,659
COMMITMENTS
7,084 7,725 6,736 55,812 55,198 69,633 69,659 26 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 174)
567 -2 -85 -288 261 194 174 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.1 9.7 80.1 79.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 11 11 14 15 31 28
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,599
COMMITMENTS
4,489 886 0 32,110 35,713 36,599 36,599 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -35)
0 -10 0 -35 -25 -35 -35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.4 0.0 87.7 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 0 9 10 11 14
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,795
COMMITMENTS
2,340 0 350 30,095 32,445 32,785 32,795 10 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 315)
-100 0 0 415 315 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.1 91.8 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 2 8 8 16 10
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,430
COMMITMENTS
7,025 17,683 25 30,380 19,722 37,430 37,430 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 288)
400 100 -112 0 300 288 288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 47.2 0.1 81.2 52.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 1 8 6 14 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,967
COMMITMENTS
4,657 8,030 0 21,310 17,937 25,967 25,967 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 30.9 0.0 82.1 69.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 0 7 4 12 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,946
COMMITMENTS
14,503 13,495 600 13,842 14,851 28,946 28,946 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 627)
649 0 0 -22 627 627 627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 46.6 2.1 47.8 51.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 2 9 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,845
COMMITMENTS
9,145 6,407 100 10,600 13,338 19,845 19,845 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0)
-100 0 0 100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 32.3 0.5 53.4 67.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 40,729
COMMITMENTS
2,805 3,219 576 37,348 36,896 40,729 40,691 0 38
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1)
0 -31 7 -6 -13 1 -36 0 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.9 1.4 91.7 90.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 3 15 13 19 22
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,294,965
COMMITMENTS
1026747 35,827 628,464 3606852 4617216 5262063 5281507 32,902 13,458
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 31,979)
-47,614 3,280 -4,501 86,789 31,474 34,674 30,253 -2,695 1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.7 11.9 68.1 87.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
65 21 64 134 118 211 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,373,865
COMMITMENTS
63,863 50,973 684,932 619,731 629,335 1368526 1365240 5,340 8,625
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -159,240)
-19,088 24,976 -90,189 -51,375 -101,565 -160,652 -166,778 1,412 7,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.7 49.9 45.1 45.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 20 26 49 49 77 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,030
COMMITMENTS
9,686 6,958 3,950 206,794 223,067 220,430 233,975 18,600 5,055
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 12,773)
1,953 -470 549 9,309 11,346 11,811 11,425 962 1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.9 1.7 86.5 93.3 92.2 97.9 7.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 4 28 28 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,289
COMMITMENTS
827 1,164 599 97,992 97,862 99,418 99,625 3,871 3,664
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,001)
522 1,164 -168 6,064 5,026 6,418 6,022 -417 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 0.6 94.9 94.7 96.3 96.5 3.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 30 30 32 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,841
COMMITMENTS
0 4,509 3,599 261,099 260,374 264,698 268,482 10,143 6,359
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 16,891)
-197 3,476 675 16,291 14,512 16,769 18,663 122 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.3 95.0 94.7 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 3 30 29 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 901,954
COMMITMENTS
0 17,898 7,221 885,170 873,093 892,391 898,212 9,563 3,742
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -5,718)
-287 226 35 -3,308 -4,893 -3,560 -4,632 -2,158 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.8 98.1 96.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 3 3 53 34 56 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,275
COMMITMENTS
6,627 0 240 374,231 388,313 381,098 388,553 16,177 8,722
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,881)
1,310 -160 -594 2,013 3,880 2,729 3,126 2,152 1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 94.2 97.7 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 0 1 37 45 41 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,822
COMMITMENTS
1,022 0 521 367,206 379,342 368,749 379,863 16,073 4,959
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,731)
796 -248 -115 5,802 7,708 6,483 7,345 248 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 95.4 98.6 95.8 98.7 4.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 0 1 44 42 46 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,510
COMMITMENTS
1,461 5,378 1,132 221,177 215,183 223,770 221,693 7,740 9,817
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,832)
124 3,105 -300 5,954 2,691 5,778 5,496 54 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 0.5 95.5 92.9 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 6 2 33 31 35 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,714
COMMITMENTS
0 2,156 626 73,610 70,228 74,236 73,010 4,478 5,704
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,812)
0 1,087 -353 7,324 7,360 6,971 8,094 -159 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.8 93.5 89.2 94.3 92.8 5.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 27 24 28 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,003
COMMITMENTS
0 0 0 19,259 21,518 19,259 21,518 2,744 485
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,441)
0 0 0 3,069 3,286 3,069 3,286 372 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 97.8 87.5 97.8 12.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 10 15 10 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,439
COMMITMENTS
1,542 460 1,363 111,905 117,116 114,810 118,939 7,629 3,500
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,579)
-819 -88 446 4,406 3,352 4,033 3,710 -454 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 1.1 91.4 95.7 93.8 97.1 6.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 16 22 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,742
COMMITMENTS
1,418 0 0 153,426 160,751 154,844 160,751 8,898 2,991
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 871)
310 0 0 316 694 626 694 245 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 93.7 98.2 94.6 98.2 5.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 25 27 26 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,368
COMMITMENTS
0 331 248 87,406 85,542 87,654 86,121 3,714 5,247
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,769)
0 331 248 1,038 246 1,286 825 483 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.3 95.7 93.6 95.9 94.3 4.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 16 18 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,930
COMMITMENTS
4,004 682 0 13,637 17,794 17,641 18,476 1,289 454
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,695)
3,224 682 0 1,632 5,077 4,856 5,759 839 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 3.6 0.0 72.0 94.0 93.2 97.6 6.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 0 13 22 17 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 562,711
COMMITMENTS
66,565 7,645 1,657 484,894 541,972 553,116 551,274 9,595 11,437
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,907)
7,068 -29 -1,521 -3,321 3,057 2,226 1,507 -319 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.4 0.3 86.2 96.3 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 4 4 54 52 63 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,937
COMMITMENTS
4,299 6,220 1,256 114,970 104,886 120,525 112,362 2,412 10,575
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 677)
62 1,157 561 -283 1,092 340 2,810 337 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.1 1.0 93.5 85.3 98.0 91.4 2.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 3 25 21 30 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,963
COMMITMENTS
432 912 248 16,303 17,861 16,983 19,021 2,980 942
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,426)
62 620 0 1,143 614 1,205 1,234 221 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.6 1.2 81.7 89.5 85.1 95.3 14.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 14 14 16 16
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,639
COMMITMENTS
0 2,251 0 67,284 63,865 67,284 66,116 2,355 3,523
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,953)
0 740 0 -2,371 -2,634 -2,371 -1,894 418 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 96.6 91.7 96.6 94.9 3.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 18 18 18 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,080
COMMITMENTS
15,810 2,449 0 121,502 132,526 137,312 134,975 768 3,105
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 48,807)
13,330 2,449 0 35,504 46,357 48,834 48,806 -27 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.8 0.0 88.0 96.0 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 0 23 29 28 33
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,546
COMMITMENTS
47,182 2,157 1,822 107,058 151,875 156,062 155,854 484 692
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 43,974)
11,629 627 1,791 30,550 41,614 43,970 44,032 4 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 1.4 1.2 68.4 97.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 5 3 27 45 37 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,686
COMMITMENTS
620 0 0 144,488 142,094 145,108 142,094 578 3,592
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,860)
620 -248 0 1,329 1,975 1,949 1,727 -89 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.2 97.5 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 22 21 23 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,413
COMMITMENTS
0 288 1,543 252,271 248,258 253,814 250,089 5,599 9,324
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 12,295)
0 151 44 12,522 10,596 12,566 10,791 -271 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 97.2 95.7 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 1 1 37 37 38 38
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,843
COMMITMENTS
0 2,414 932 61,875 60,505 62,807 63,851 6,036 4,992
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 779)
0 -1,396 340 162 1,376 502 320 277 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.4 89.9 87.9 91.2 92.7 8.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 17 14 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,055
COMMITMENTS
502 744 1,923 106,654 107,986 109,079 110,653 2,976 1,402
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,445)
372 744 -372 3,259 2,918 3,259 3,290 186 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 1.7 95.2 96.4 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 24 24 26
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,210
COMMITMENTS
718 0 0 25,840 30,274 26,558 30,274 5,652 1,936
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 80.2 94.0 82.5 94.0 17.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 19 14 20 14
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,342
COMMITMENTS
10,991 0 252 118,995 129,752 130,238 130,004 6,104 6,338
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,133)
86 0 0 884 738 970 738 163 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.2 87.3 95.2 95.5 95.4 4.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 17 27 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,778
COMMITMENTS
1,112 0 0 105,593 113,859 106,705 113,859 9,073 1,919
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,406)
744 0 0 54 1,102 798 1,102 608 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 91.2 98.3 92.2 98.3 7.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 19 21 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,380
COMMITMENTS
755 248 0 68,991 69,673 69,746 69,921 634 459
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.0 98.0 99.0 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 12 17 13 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,339
COMMITMENTS
706 248 558 132,321 136,733 133,585 137,539 7,754 3,800
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 9,479)
-163 31 558 10,497 8,184 10,892 8,773 -1,413 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.4 93.6 96.7 94.5 97.3 5.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 20 24 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,511
COMMITMENTS
0 4,891 8,014 136,303 136,471 144,317 149,376 11,194 6,135
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,739)
-620 3,884 -175 4,881 3,318 4,086 7,027 1,653 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 5.2 87.6 87.8 92.8 96.1 7.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 3 33 29 36 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,287
COMMITMENTS
2,081 0 0 17,691 20,622 19,772 20,622 1,515 665
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,534)
1,331 0 0 2,201 3,441 3,532 3,441 2 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 83.1 96.9 92.9 96.9 7.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 14 12 18 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,646
COMMITMENTS
0 0 0 32,608 34,008 32,608 34,008 2,038 638
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,116)
0 0 0 3,984 4,292 3,984 4,292 132 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 98.2 94.1 98.2 5.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 15 14 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,466
COMMITMENTS
10,272 2,218 402 174,768 180,689 185,442 183,309 8,024 10,157
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,591)
0 -714 -232 5,345 8,189 5,113 7,243 1,478 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.1 0.2 90.3 93.4 95.9 94.7 4.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 2 35 32 38 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 106,137
COMMITMENTS
0 0 0 101,786 99,910 101,786 99,910 4,351 6,227
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,760)
-852 0 -248 -1,514 -2,182 -2,614 -2,430 854 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 94.1 95.9 94.1 4.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 27 23 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 101,087
COMMITMENTS
248 0 0 93,054 97,461 93,302 97,461 7,785 3,626
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,269)
0 0 0 3,793 3,210 3,793 3,210 -524 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 92.1 96.4 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 27 20 28 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,599
COMMITMENTS
3,232 0 428 65,971 71,716 69,631 72,144 5,968 3,455
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,356)
120 0 0 1,665 2,974 1,785 2,974 -429 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.6 87.3 94.9 92.1 95.4 7.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 18 22 20 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 24,935
COMMITMENTS
712 903 120 24,041 23,821 24,873 24,844 62 91
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -899)
712 775 0 -1,519 -1,399 -807 -624 -92 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.6 0.5 96.4 95.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 15 22 18 24
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 131,085
COMMITMENTS
0 0 0 122,795 125,753 122,795 125,753 8,290 5,332
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 588)
0 0 0 1,454 743 1,454 743 -866 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 95.9 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 31 19 31 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 71,124
COMMITMENTS
0 0 0 60,498 69,086 60,498 69,086 10,626 2,038
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 364)
0 0 0 604 1,218 604 1,218 -240 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.1 97.1 85.1 97.1 14.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 18 15 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 110,680
COMMITMENTS
19,120 4,997 11,357 79,533 93,755 110,009 110,109 671 572
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 506)
-7 -375 185 323 670 501 480 5 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 4.5 10.3 71.9 84.7 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 6 16 39 40 57 56
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 32,695
COMMITMENTS
1,575 325 475 30,645 31,895 32,695 32,695 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,726)
550 -100 -150 1,326 1,976 1,726 1,726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.0 1.5 93.7 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 5 26 18 32 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,202
COMMITMENTS
625 125 425 21,152 21,652 22,202 22,202 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 158)
-25 -25 -50 257 473 182 398 -24 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.6 1.9 95.3 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 21 18 24 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 173,290
COMMITMENTS
9,855 31,746 3,824 159,565 137,709 173,244 173,279 46 11
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,014)
655 -60 75 1,284 1,998 2,014 2,013 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 18.3 2.2 92.1 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 7 5 40 38 50 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,863
COMMITMENTS
1,588 7,748 1,525 52,728 46,585 55,841 55,858 22 5
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 336)
-100 575 600 -164 -839 336 336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 13.9 2.7 94.4 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 7 8 19 23 32 34
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 56,126
COMMITMENTS
350 3,325 660 54,888 51,761 55,898 55,746 228 380
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -310)
0 0 0 -410 -310 -410 -310 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.9 1.2 97.8 92.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 29 27 33 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 63,153
COMMITMENTS
1,865 1,115 380 60,710 61,558 62,955 63,053 198 100
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,194)
300 100 125 4,934 5,099 5,359 5,324 -165 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.8 0.6 96.1 97.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 6 4 32 28 36 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,261
COMMITMENTS
1,070 17,400 0 64,046 47,702 65,116 65,102 145 159
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 735)
0 0 0 735 735 735 735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 26.7 0.0 98.1 73.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 29 27 31 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,120
COMMITMENTS
1,520 24,550 0 86,494 63,288 88,014 87,838 106 282
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,605)
0 150 0 2,605 2,455 2,605 2,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 27.9 0.0 98.2 71.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 30 25 32 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,036
COMMITMENTS
400 800 0 32,464 32,196 32,864 32,996 172 40
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 735)
0 0 0 735 735 735 735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.4 0.0 98.3 97.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 18 24 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,085
COMMITMENTS
1,725 420 75 34,225 35,422 36,025 35,917 60 168
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.2 0.2 94.8 98.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 21 26 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,445
COMMITMENTS
900 300 0 11,545 12,145 12,445 12,445 0 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.4 0.0 92.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 16 12 18 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,691
COMMITMENTS
2,500 1,832 550 16,436 17,014 19,486 19,396 205 295
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 755)
0 -150 250 505 655 755 755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 9.3 2.8 83.5 86.4 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 2 20 22 25 27
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,990
COMMITMENTS
0 170 305 10,300 10,375 10,605 10,850 385 140
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.8 93.7 94.4 96.5 98.7 3.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 10 13 12 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,972
COMMITMENTS
400 400 600 39,972 39,872 40,972 40,872 0 100
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 705)
0 50 0 705 655 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.0 1.5 97.6 97.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 26 22 27 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,241
COMMITMENTS
1,800 1,500 50 45,071 45,621 46,921 47,171 320 70
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 222)
600 -50 50 -428 222 222 222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.2 0.1 95.4 96.6 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 26 29 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,107
COMMITMENTS
1,575 0 300 50,132 51,622 52,007 51,922 100 185
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,440)
0 0 0 1,440 1,440 1,440 1,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.6 96.2 99.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 21 14 25 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,363
COMMITMENTS
2,355 2,000 175 56,678 57,003 59,208 59,178 155 185
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,980)
150 0 0 1,830 1,980 1,980 1,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.4 0.3 95.5 96.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 23 13 27 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 73,041
COMMITMENTS
155 377 321 72,502 72,028 72,978 72,726 63 315
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,765)
0 225 -508 2,273 2,038 1,765 1,755 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.4 99.3 98.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 31 29 33 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 95,335
COMMITMENTS
5,626 2,968 1,740 87,848 90,333 95,214 95,041 121 294
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,850)
-280 436 -245 2,375 1,644 1,850 1,835 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.1 1.8 92.1 94.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 9 7 32 33 44 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,072
COMMITMENTS
425 50 0 31,595 32,022 32,020 32,072 52 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 950)
150 50 0 800 900 950 950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.0 98.5 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 14 12 16 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,231
COMMITMENTS
863 4,755 334 39,785 35,897 40,982 40,986 249 245
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -250)
20 0 0 -270 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.5 0.8 96.5 87.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 4 24 19 28 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,062
COMMITMENTS
3,220 1,550 1,850 35,517 37,537 40,587 40,937 475 125
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -685)
-100 0 0 -605 -505 -705 -505 20 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.8 4.5 86.5 91.4 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 24 22 28 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,795
COMMITMENTS
25 2,820 290 39,410 36,545 39,725 39,655 70 140
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,745)
25 800 0 1,720 945 1,745 1,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.1 0.7 99.0 91.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 22 16 25 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,120
COMMITMENTS
350 2,200 140 33,542 31,745 34,032 34,085 88 35
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.4 0.4 98.3 93.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 14 21 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,555
COMMITMENTS
1,303 730 194 25,674 26,570 27,171 27,494 384 61
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,642)
0 50 -5 1,637 1,597 1,632 1,642 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.6 0.7 93.2 96.4 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 3 22 21 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,271
COMMITMENTS
1,421 25 301 20,434 21,805 22,156 22,131 115 140
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.1 1.4 91.8 97.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 17 18 19 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,735
COMMITMENTS
2,270 9,083 429 47,784 41,214 50,483 50,725 252 10
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,385)
795 363 -44 1,634 2,076 2,385 2,395 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 17.9 0.8 94.2 81.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 3 30 29 36 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,117
COMMITMENTS
1,230 3,880 0 34,632 32,233 35,862 36,113 255 4
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,873)
-5 600 0 1,878 1,273 1,873 1,873 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.7 0.0 95.9 89.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 30 22 32 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,461
COMMITMENTS
0 3,950 650 21,787 17,861 22,437 22,461 24 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.6 2.9 97.0 79.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 16 17 17 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 12,374
COMMITMENTS
0 100 0 12,373 12,274 12,373 12,374 1 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -1 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,990
COMMITMENTS
1,110 0 0 16,440 17,970 17,550 17,970 440 20
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,300 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 91.4 99.9 97.6 99.9 2.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 18 12 21 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,310
COMMITMENTS
540 0 55 17,415 18,235 18,010 18,290 300 20
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,290)
0 0 0 1,290 1,290 1,290 1,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.3 95.1 99.6 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 13 23 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 727,769
COMMITMENTS
12,784 72,359 105,093 609,809 550,297 727,686 727,749 83 20
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -6,434)
-276 -456 -122 -6,036 -5,856 -6,434 -6,434 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.9 14.4 83.8 75.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 6 19 18 26 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,005
COMMITMENTS
25 0 0 9,975 10,005 10,000 10,005 5 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 13 16 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,715
COMMITMENTS
1,090 150 50 22,429 23,435 23,569 23,635 146 80
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,350)
130 25 0 -1,058 -1,350 -928 -1,325 -422 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.6 0.2 94.6 98.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 21 16 25 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,095
COMMITMENTS
1,090 150 50 20,387 21,790 21,527 21,990 568 105
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,365)
130 25 0 -1,735 -1,390 -1,605 -1,365 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 0.2 92.3 98.6 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 18 14 22 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,785
COMMITMENTS
0 325 0 10,585 10,400 10,585 10,725 200 60
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.1 96.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 14 14 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,773
COMMITMENTS
885 100 29 21,734 22,644 22,648 22,773 125 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 0.1 95.4 99.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 15 18 19 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,912
COMMITMENTS
859 150 29 22,888 23,733 23,776 23,912 136 0
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 0.1 95.7 99.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 15 18 18 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,932
COMMITMENTS
265 8,717 830 113,792 105,357 114,887 114,904 45 28
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,383)
25 130 0 3,358 3,247 3,383 3,377 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.6 0.7 99.0 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 9 4 36 30 41 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,803
COMMITMENTS
748 9,042 902 127,108 118,822 128,758 128,766 45 37
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,347)
68 385 302 5,977 5,650 6,347 6,337 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.0 0.7 98.7 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 9 5 40 34 48 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 229,131
COMMITMENTS
35,547 34,365 18,723 174,779 175,917 229,049 229,005 82 126
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 10,638)
722 795 1,703 8,210 8,140 10,634 10,637 4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.0 8.2 76.3 76.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 21 18 46 44 72 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,154
COMMITMENTS
2,445 300 115 41,266 43,694 43,826 44,109 328 45
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,655)
0 0 0 -1,655 -1,655 -1,655 -1,655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.7 0.3 93.5 99.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 13 28 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,794
COMMITMENTS
1,995 275 130 38,386 40,344 40,511 40,749 283 45
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,405)
0 0 0 -1,405 -1,405 -1,405 -1,405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 0.3 94.1 98.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 22 14 27 17
Updated September 29, 2017