NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,834
COMMITMENTS
16,814 22,703 20 31,000 25,111 47,834 47,834 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 47.5 0.0 64.8 52.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 10 2 9 7 16 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 68,693
COMMITMENTS
4,986 7,065 6,344 57,342 55,284 68,672 68,693 21 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 942)
-154 624 36 1,055 282 937 942 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.3 9.2 83.5 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 10 9 14 15 28 27
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,999
COMMITMENTS
4,389 886 0 31,605 35,113 35,994 35,999 5 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -100)
-100 0 0 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.5 0.0 87.8 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 0 8 9 10 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,257
COMMITMENTS
2,253 0 387 30,617 32,870 33,257 33,257 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 50)
-65 0 15 100 35 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 1.2 92.1 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 2 9 8 16 10
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,430
COMMITMENTS
6,825 17,733 25 30,580 19,672 37,430 37,430 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 47.4 0.1 81.7 52.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 1 8 6 15 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,067
COMMITMENTS
4,757 7,930 0 21,310 18,137 26,067 26,067 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 30.4 0.0 81.8 69.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 0 7 4 13 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,550
COMMITMENTS
13,653 13,395 600 14,297 14,555 28,550 28,550 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 15)
1 0 0 14 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 46.9 2.1 50.1 51.0 100.0 100.0 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 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,895
COMMITMENTS
9,795 6,407 100 11,000 14,388 20,895 20,895 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 30.7 0.5 52.6 68.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 1 7 6 15 10
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 47,637
COMMITMENTS
3,155 3,092 726 43,756 43,819 47,637 47,637 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 5,988)
100 26 63 5,825 5,900 5,988 5,988 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.5 1.5 91.9 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 4 15 13 21 21
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,201,285
COMMITMENTS
965,315 33,948 694,539 3507462 4458311 5167316 5186798 33,969 14,487
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,585)
-1,217 -11,835 21,321 -19,331 -9,698 773 -212 812 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.7 13.4 67.4 85.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 27 59 133 114 205 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,413,059
COMMITMENTS
47,757 33,110 729,513 632,699 649,483 1409968 1412105 3,090 953
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 40,078)
-3,897 -296 24,900 19,191 15,483 40,195 40,087 -117 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.3 51.6 44.8 46.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 14 30 53 51 83 82
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,065
COMMITMENTS
9,462 5,939 4,134 209,885 223,643 223,481 233,716 14,584 4,349
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -7,786)
2,041 -1,483 1,249 -7,922 -7,752 -4,632 -7,986 -3,154 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.5 1.7 88.2 93.9 93.9 98.2 6.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 3 30 27 36 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,715
COMMITMENTS
0 3,617 240 100,865 99,757 101,105 103,614 6,610 4,101
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,435)
-33 2,506 -742 7,394 3,652 6,619 5,416 -184 1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.2 93.6 92.6 93.9 96.2 6.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 27 25 28 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,256
COMMITMENTS
426 2,395 2,506 241,986 238,292 244,918 243,193 13,338 15,063
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -7,698)
-94 -39 -455 -8,784 -8,241 -9,333 -8,735 1,635 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 1.0 93.7 92.3 94.8 94.2 5.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 23 21 26 24
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 879,190
COMMITMENTS
4,048 18,037 6,241 858,042 851,932 868,331 876,210 10,859 2,980
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 13,210)
302 705 -439 11,181 11,666 11,044 11,932 2,166 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 0.7 97.6 96.9 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 3 51 34 55 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 402,433
COMMITMENTS
4,736 5,165 741 380,503 388,168 385,980 394,074 16,453 8,359
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 7,646)
-124 1,419 501 6,850 6,309 7,227 8,229 419 -583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.3 0.2 94.6 96.5 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 2 32 39 35 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 369,765
COMMITMENTS
0 7 737 353,931 360,604 354,668 361,348 15,097 8,417
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,223)
-210 7 -35 7,676 4,793 7,431 4,765 -1,208 1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 95.7 97.5 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 1 1 39 41 40 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,087
COMMITMENTS
719 756 1,801 210,045 208,648 212,565 211,205 7,522 8,882
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,803)
-1,502 343 711 3,933 916 3,142 1,970 -1,339 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.8 95.4 94.8 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 3 32 29 35 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,065
COMMITMENTS
0 1,929 84 71,581 68,753 71,665 70,766 4,400 5,299
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 3,177)
0 -60 5 2,990 3,080 2,995 3,025 182 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.1 94.1 90.4 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 23 24 24 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,796
COMMITMENTS
1,197 0 1,424 106,663 111,963 109,284 113,387 7,512 3,409
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,517)
-612 0 153 1,923 1,093 1,464 1,246 53 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.2 91.3 95.9 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 17 18 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 158,482
COMMITMENTS
0 0 0 146,660 151,628 146,660 151,628 11,822 6,854
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,748)
0 0 0 664 1,560 664 1,560 2,084 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 95.7 92.5 95.7 7.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 23 22 23 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,044
COMMITMENTS
868 0 793 85,287 82,772 86,948 83,565 4,096 7,479
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.9 93.7 90.9 95.5 91.8 4.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 13 13 14
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,424
COMMITMENTS
5,158 892 0 12,429 16,794 17,587 17,686 837 738
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,040)
1,500 210 0 540 1,526 2,040 1,736 0 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 4.8 0.0 67.5 91.2 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 0 10 16 14 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 536,313
COMMITMENTS
65,811 5,175 3,141 454,147 516,270 523,099 524,586 13,214 11,727
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,795)
730 607 197 -4,161 -1,155 -3,234 -351 5,029 2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.0 0.6 84.7 96.3 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 6 7 47 48 58 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,852
COMMITMENTS
4,751 2,654 704 120,544 116,330 125,999 119,688 1,853 8,164
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,706)
426 -968 -111 4,990 3,711 5,305 2,632 -2,599 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.1 0.6 94.3 91.0 98.6 93.6 1.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 21 22 25 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,877
COMMITMENTS
713 620 0 13,953 17,009 14,666 17,629 3,211 248
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,324 1,200 1,324 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.5 0.0 78.1 95.1 82.0 98.6 18.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 9 14 11 15
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,768
COMMITMENTS
0 551 0 59,637 61,666 59,637 62,217 7,131 4,551
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 89.3 92.4 89.3 93.2 10.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 18 14 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,248
COMMITMENTS
0 2,966 0 96,275 92,827 96,275 95,793 973 1,455
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 99.0 95.5 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 13 11 13 13
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,163
COMMITMENTS
28,365 3,793 0 100,363 124,413 128,728 128,206 435 957
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,672)
0 240 0 2,672 2,432 2,672 2,672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 2.9 0.0 77.7 96.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 8 0 26 39 35 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,033
COMMITMENTS
620 540 0 133,736 132,737 134,356 133,277 1,677 2,756
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,812)
0 60 0 1,903 1,692 1,903 1,752 -91 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 98.3 97.6 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 18 18 19 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 264,581
COMMITMENTS
1,851 460 1,653 256,021 252,475 259,525 254,588 5,056 9,993
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 3,164)
0 -278 231 4,138 4,397 4,369 4,350 -1,205 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.6 96.8 95.4 98.1 96.2 1.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 33 35 35 36
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,781
COMMITMENTS
0 539 997 59,100 59,846 60,097 61,382 8,684 7,399
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.4 85.9 87.0 87.4 89.2 12.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 14 15 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,280
COMMITMENTS
1,726 540 965 101,773 103,811 104,464 105,316 1,816 964
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 4,544)
1,212 540 -946 4,278 4,832 4,544 4,426 0 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.9 95.8 97.7 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 20 23 21 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,870
COMMITMENTS
11,393 0 498 117,446 127,311 129,337 127,809 6,533 8,061
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 480)
-52 0 226 155 883 329 1,109 151 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.4 86.4 93.7 95.2 94.1 4.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 18 24 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,159
COMMITMENTS
0 0 0 106,314 109,149 106,314 109,149 6,845 4,010
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,748)
0 0 0 4,493 1,634 4,493 1,634 -1,745 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 96.5 94.0 96.5 6.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 18 19 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,414
COMMITMENTS
0 465 0 62,135 61,825 62,135 62,290 279 124
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 578)
0 0 0 578 578 578 578 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.6 99.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 9 16 9 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,336
COMMITMENTS
4,300 0 78 136,285 146,815 140,663 146,893 9,673 3,443
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 4,613)
2,327 0 -46 2,266 5,388 4,547 5,342 66 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.1 90.7 97.7 93.6 97.7 6.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 17 23 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,161
COMMITMENTS
0 1,910 8,404 135,875 139,601 144,279 149,915 10,882 5,246
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 7,451)
0 958 462 7,499 6,970 7,961 8,390 -510 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 5.4 87.6 90.0 93.0 96.6 7.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 4 29 23 33 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,298
COMMITMENTS
1,302 0 0 15,051 17,112 16,353 17,112 945 186
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,920)
0 0 0 1,924 1,920 1,924 1,920 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 87.0 98.9 94.5 98.9 5.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 12 11 14 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,943
COMMITMENTS
0 0 0 24,415 26,478 24,415 26,478 2,528 465
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -150 0 -150 0 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 98.3 90.6 98.3 9.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 13 11 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 179,436
COMMITMENTS
7,656 0 459 164,990 169,581 173,105 170,040 6,331 9,396
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,329)
-1,044 -1,267 -328 6,063 2,623 4,691 1,028 -3,362 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.3 91.9 94.5 96.5 94.8 3.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 32 32 34 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,066
COMMITMENTS
0 0 0 99,350 97,874 99,350 97,874 4,716 6,192
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -325)
0 0 0 -574 156 -574 156 249 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 94.0 95.5 94.0 4.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 22 26 22 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,364
COMMITMENTS
0 0 0 89,778 94,320 89,778 94,320 8,586 4,044
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,573)
0 0 0 1,573 1,271 1,573 1,271 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.3 95.9 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 18 20 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,534
COMMITMENTS
2,736 360 0 59,705 65,407 62,441 65,767 6,093 2,767
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 63)
0 0 0 93 93 93 93 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 0.0 87.1 95.4 91.1 96.0 8.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 18 16 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 21,635
COMMITMENTS
837 868 0 20,519 20,736 21,356 21,604 279 31
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 660)
0 0 0 660 660 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.0 0.0 94.8 95.8 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 12 16 14 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 123,950
COMMITMENTS
0 0 0 115,241 119,618 115,241 119,618 8,709 4,332
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 967)
0 0 0 4,096 967 4,096 967 -3,129 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 96.5 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 17 26 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 107,254
COMMITMENTS
18,397 4,788 11,184 76,688 90,544 106,269 106,516 986 739
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 704)
75 248 21 607 434 704 703 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.5 10.4 71.5 84.4 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 8 16 37 39 57 55
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 32,216
COMMITMENTS
1,395 275 425 30,396 31,516 32,216 32,216 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,072)
0 75 150 922 847 1,072 1,072 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.9 1.3 94.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 2 25 18 30 23
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 20,085
COMMITMENTS
175 175 500 19,410 19,410 20,085 20,085 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 464)
-75 175 50 489 239 464 464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 2.5 96.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 22 18 25 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 172,069
COMMITMENTS
9,865 27,689 4,171 157,987 140,194 172,023 172,054 46 15
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 4,573)
80 -1,265 -20 4,513 5,858 4,573 4,573 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 16.1 2.4 91.8 81.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 8 6 40 38 50 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,296
COMMITMENTS
1,566 7,375 1,584 53,131 47,337 56,281 56,296 15 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -79)
230 25 145 -454 -249 -79 -79 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 13.1 2.8 94.4 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 7 20 21 32 31
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,913
COMMITMENTS
615 3,575 745 57,432 54,373 58,792 58,693 121 220
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,655)
300 0 0 1,455 1,835 1,755 1,835 -100 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.1 1.3 97.5 92.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 27 27 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 64,606
COMMITMENTS
1,217 1,075 883 62,290 62,478 64,390 64,436 216 170
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -22)
-26 0 -29 33 7 -22 -22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.7 1.4 96.4 96.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 4 33 27 38 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,555
COMMITMENTS
1,383 17,550 185 62,924 46,646 64,492 64,381 63 174
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,125)
-145 0 185 1,085 940 1,125 1,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 27.2 0.3 97.5 72.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 27 25 31 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,736
COMMITMENTS
2,508 18,750 0 83,196 66,796 85,704 85,546 32 190
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 515)
-190 100 0 705 415 515 515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 21.9 0.0 97.0 77.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 0 29 26 33 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,559
COMMITMENTS
300 0 0 33,109 33,469 33,409 33,469 150 90
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -365)
0 0 0 -365 -425 -365 -425 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.7 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 20 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,335
COMMITMENTS
1,675 420 0 34,600 35,759 36,275 36,179 60 156
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -1,270)
0 0 0 -1,270 -1,270 -1,270 -1,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 0.0 95.2 98.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 20 26 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,960
COMMITMENTS
1,200 0 0 10,760 11,960 11,960 11,960 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 90.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 17 14 20 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,525
COMMITMENTS
2,550 450 1,450 16,300 18,330 20,300 20,230 225 295
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 709)
400 -1,332 350 -71 1,691 679 709 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.2 7.1 79.4 89.3 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 2 22 25 29 29
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,815
COMMITMENTS
0 215 210 9,260 9,255 9,470 9,680 345 135
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.1 94.3 94.3 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 10 12 11 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,866
COMMITMENTS
0 400 0 40,816 40,316 40,816 40,716 50 150
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -537)
0 0 0 -587 -597 -587 -597 50 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.9 98.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 26 23 26 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 52,011
COMMITMENTS
1,600 1,150 50 49,536 50,751 51,186 51,951 825 60
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 907)
-100 0 0 1,007 907 907 907 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.2 0.1 95.2 97.6 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 25 24 27 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,505
COMMITMENTS
1,425 0 335 46,550 47,925 48,310 48,260 195 245
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 445)
20 0 0 425 395 445 395 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.7 96.0 98.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 20 13 24 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,391
COMMITMENTS
2,350 1,800 175 53,716 54,201 56,241 56,176 150 215
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 575)
220 0 0 355 525 575 525 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.2 0.3 95.3 96.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 22 13 26 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 73,279
COMMITMENTS
706 0 218 72,214 72,779 73,138 72,997 141 282
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,851)
-23 0 0 2,874 2,861 2,851 2,861 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 98.5 99.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 29 31 31 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 96,775
COMMITMENTS
6,575 1,610 1,538 88,331 93,348 96,444 96,496 331 279
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 4,678)
345 126 -50 4,388 4,587 4,683 4,663 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.7 1.6 91.3 96.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 9 3 31 32 39 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,249
COMMITMENTS
250 0 0 29,969 30,249 30,219 30,249 30 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.1 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 13 15 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,165
COMMITMENTS
1,445 4,630 170 37,090 34,149 38,705 38,949 460 216
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 652)
514 0 -29 -55 665 430 636 222 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.8 0.4 94.7 87.2 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 24 17 27 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 40,641
COMMITMENTS
2,920 1,500 2,050 35,166 37,026 40,136 40,576 505 65
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -35)
-200 0 200 -15 -175 -15 25 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.7 5.0 86.5 91.1 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 2 25 21 28 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,877
COMMITMENTS
125 3,475 235 43,452 39,932 43,812 43,642 65 235
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,508)
100 75 0 2,408 2,433 2,508 2,508 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.9 0.5 99.0 91.0 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 24 17 26 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,359
COMMITMENTS
500 2,885 25 36,538 34,314 37,063 37,224 296 135
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,612)
150 0 0 2,462 2,612 2,612 2,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.7 0.1 97.8 91.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 19 15 22 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,463
COMMITMENTS
1,829 1,765 163 24,102 24,400 26,094 26,328 369 135
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -906)
0 50 0 -906 -971 -906 -921 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.7 0.6 91.1 92.2 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 2 2 22 22 28 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,525
COMMITMENTS
1,227 450 476 20,702 21,479 22,405 22,405 120 120
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 477)
0 50 0 457 427 457 477 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.0 2.1 91.9 95.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 17 23 20 27
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,632
COMMITMENTS
1,715 7,476 967 49,601 44,189 52,283 52,632 349 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,308)
90 -21 26 2,172 2,303 2,288 2,308 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 14.2 1.8 94.2 84.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 4 32 27 39 33
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,443
COMMITMENTS
1,085 3,330 75 35,938 34,035 37,098 37,440 345 3
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,828)
0 100 0 1,828 1,728 1,828 1,828 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.9 0.2 96.0 90.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 1 29 20 32 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,592
COMMITMENTS
0 4,100 525 22,067 17,967 22,592 22,592 0 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 11)
0 0 0 11 36 11 36 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 2.3 97.7 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 15 17 16 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,900
COMMITMENTS
920 0 0 15,505 16,880 16,425 16,880 475 20
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 91.7 99.9 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 17 13 20 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,100
COMMITMENTS
555 0 0 16,265 17,080 16,820 17,080 280 20
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 50)
25 0 0 105 50 130 50 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 95.1 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 20 13 23 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 776,166
COMMITMENTS
6,908 81,537 116,001 653,195 578,629 776,103 776,166 63 0
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -71)
-1,189 5,976 273 845 -6,320 -71 -71 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.5 14.9 84.2 74.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 5 6 19 18 27 24
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,955
COMMITMENTS
680 200 0 13,000 13,615 13,680 13,815 275 140
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.4 0.0 93.2 97.6 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 12 13 13
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,080
COMMITMENTS
680 200 0 15,125 15,740 15,805 15,940 275 140
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 0.0 94.1 97.9 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 13 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,912
COMMITMENTS
1,190 150 0 21,568 22,682 22,758 22,832 154 80
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.7 0.0 94.1 99.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 18 16 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,612
COMMITMENTS
1,190 150 0 19,861 21,365 21,051 21,515 561 97
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.7 0.0 91.9 98.9 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 17 14 20 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,640
COMMITMENTS
0 275 0 9,140 9,305 9,140 9,580 500 60
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -120 0 -120 0 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 94.8 96.5 94.8 99.4 5.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 14 12 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,657
COMMITMENTS
688 75 4 21,832 22,558 22,524 22,637 133 20
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,235)
0 0 0 1,235 1,235 1,235 1,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 0.0 96.4 99.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 15 18 18 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,235
COMMITMENTS
688 125 4 22,406 23,091 23,098 23,220 137 15
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,560)
0 0 0 1,560 1,560 1,560 1,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.5 0.0 96.4 99.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 16 17 19 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,135
COMMITMENTS
1,070 7,195 710 106,310 100,189 108,090 108,094 45 41
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -874)
0 -912 0 -874 38 -874 -874 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.7 0.7 98.3 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 8 3 33 33 39 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,492
COMMITMENTS
1,260 8,035 905 119,282 112,505 121,447 121,445 45 47
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 26)
-25 -952 5 61 970 41 23 -15 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.6 0.7 98.2 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 8 4 38 33 44 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 224,876
COMMITMENTS
29,240 29,668 20,750 174,887 174,379 224,876 224,796 0 80
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 9,764)
-4,515 -582 3,171 11,119 7,117 9,774 9,705 -10 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.2 9.2 77.8 77.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 22 20 44 46 70 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,144
COMMITMENTS
2,285 275 115 40,421 42,729 42,821 43,119 323 25
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 420)
0 0 0 420 420 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.6 0.3 93.7 99.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 14 28 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,889
COMMITMENTS
1,985 275 105 37,521 39,484 39,611 39,864 278 25
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 0.3 94.1 99.0 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 October 20, 2017