CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,599
COMMITMENTS
390 125 0 6,204 6,468 6,594 6,593 5 6
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.9 0.0 94.0 98.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 6 8 11 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,434
COMMITMENTS
13,365 22,953 20 34,049 24,461 47,434 47,434 0 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -50)
20 -50 0 -70 0 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 48.4 0.0 71.8 51.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 10 2 10 6 16 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 74,457
COMMITMENTS
5,374 6,345 6,309 62,748 61,804 74,431 74,457 26 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,848)
-511 491 8 5,361 4,349 4,858 4,848 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.5 8.5 84.3 83.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 9 15 15 29 27
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,749
COMMITMENTS
3,139 886 0 31,605 33,863 34,744 34,749 5 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -500)
-500 0 0 0 -500 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.5 0.0 91.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 0 9 9 11 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,879
COMMITMENTS
2,194 39 421 31,264 33,420 33,879 33,879 0 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 646)
-82 39 57 671 550 646 646 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.1 1.2 92.3 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 1 3 9 9 17 12
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,030
COMMITMENTS
5,263 19,233 225 31,542 17,572 37,030 37,030 0 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -500)
-250 500 200 -450 -1,200 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 51.9 0.6 85.2 47.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 2 9 6 15 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,017
COMMITMENTS
4,552 9,080 0 22,465 17,937 27,017 27,017 0 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 450)
0 350 0 450 100 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 33.6 0.0 83.2 66.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 8 0 8 4 13 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,759
COMMITMENTS
14,102 12,150 200 14,457 16,409 28,759 28,759 0 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 124)
449 -200 0 -325 324 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 42.2 0.7 50.3 57.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 1 11 6 17 11
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,788
COMMITMENTS
10,595 5,600 100 9,093 14,088 19,788 19,788 0 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -800)
-200 0 0 -600 -800 -800 -800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 28.3 0.5 46.0 71.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 1 7 6 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 49,818
COMMITMENTS
4,530 3,521 236 45,051 46,061 49,818 49,818 0 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,076)
500 409 -461 1,036 1,128 1,076 1,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.1 0.5 90.4 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 3 14 13 19 21
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,998,438
COMMITMENTS
906,112 35,908 701,295 3356306 4248364 4963713 4985567 34,725 12,871
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -220,914)
-64,065 -3,127 -19,428 -132,764 -197,337 -216,257 -219,892 -4,657 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.7 14.0 67.1 85.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
59 18 57 125 110 196 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,282,754
COMMITMENTS
36,535 33,549 660,456 582,677 587,592 1279669 1281597 3,085 1,157
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -184,036)
-19,662 -9,249 -91,048 -73,510 -83,746 -184,220 -184,043 184 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.6 51.5 45.4 45.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 15 25 50 50 77 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,886
COMMITMENTS
12,215 6,324 3,673 191,855 206,955 207,743 216,952 15,143 5,934
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,114)
792 468 -241 2,994 2,441 3,545 2,668 -431 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.8 1.6 86.1 92.9 93.2 97.3 6.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 4 31 27 37 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,786
COMMITMENTS
1,215 2,765 1,159 105,607 105,498 107,981 109,422 5,805 4,364
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,131)
622 -1,519 461 2,560 3,950 3,643 2,892 -512 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.4 1.0 92.8 92.7 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 27 25 31 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,481
COMMITMENTS
123 489 3,005 239,521 239,756 242,649 243,250 12,832 12,231
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,856)
123 -785 282 1,777 5,584 2,182 5,081 674 -2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.2 93.8 93.8 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 22 22 25 25
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 872,545
COMMITMENTS
0 18,683 5,868 856,100 846,066 861,968 870,617 10,577 1,928
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 13,804)
0 1,067 -97 14,558 13,796 14,461 14,766 -657 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.7 98.1 97.0 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 4 4 51 33 55 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 408,973
COMMITMENTS
5,447 168 1,271 384,104 400,729 390,822 402,168 18,151 6,805
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,108)
630 -858 400 1,611 4,251 2,641 3,793 467 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.3 93.9 98.0 95.6 98.3 4.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 3 32 39 37 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,271
COMMITMENTS
1,478 0 1,817 369,560 374,617 372,855 376,434 9,416 5,837
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 7,337)
716 -11 -264 6,527 7,674 6,979 7,399 358 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.5 96.7 98.0 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 0 2 42 43 46 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,057
COMMITMENTS
0 2,639 1,911 216,260 217,868 218,171 222,418 11,886 7,639
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,039)
-125 2,226 -646 2,661 1,976 1,890 3,556 149 -1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.8 94.0 94.7 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 7 3 35 32 38 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,457
COMMITMENTS
0 1,668 103 75,385 74,214 75,488 75,985 4,969 4,472
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,970)
0 312 -247 2,224 2,120 1,977 2,185 -7 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.1 93.7 92.2 93.8 94.4 6.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 22 24 23 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,622
COMMITMENTS
0 0 0 32,997 34,160 32,997 34,160 2,625 1,462
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,895)
0 0 0 2,356 2,441 2,356 2,441 -461 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 95.9 92.6 95.9 7.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 18 15 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,546
COMMITMENTS
657 616 1,982 112,781 115,688 115,420 118,286 6,126 3,260
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,713)
657 254 -53 1,231 1,481 1,835 1,682 -122 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 1.6 92.8 95.2 95.0 97.3 5.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 17 22 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,584
COMMITMENTS
0 0 0 159,282 163,757 159,282 163,757 12,302 7,827
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,553)
0 0 0 2,301 3,050 2,301 3,050 2,252 1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 95.4 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 24 26 24 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,781
COMMITMENTS
958 0 793 92,420 92,182 94,171 92,975 3,610 4,806
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,032)
0 0 0 4,759 4,275 4,759 4,275 -727 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.8 94.5 94.3 96.3 95.1 3.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 15 18 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,324
COMMITMENTS
14,548 892 0 15,463 29,554 30,011 30,446 1,313 878
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,990)
3,390 0 0 754 3,782 4,144 3,782 -154 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 2.8 0.0 49.4 94.3 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 0 13 27 19 30
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 536,309
COMMITMENTS
72,553 6,189 3,127 449,181 517,289 524,861 526,605 11,448 9,704
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,220)
3,650 -2 239 -568 4,353 3,321 4,590 -101 -1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.2 0.6 83.8 96.5 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 8 8 47 50 60 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,676
COMMITMENTS
4,176 1,581 889 129,383 123,368 134,448 125,838 3,228 11,838
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,615)
249 -1,670 -277 3,594 3,346 3,566 1,399 1,049 3,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 0.6 94.0 89.6 97.7 91.4 2.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 22 23 25 26
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,490
COMMITMENTS
683 620 90 16,972 20,325 17,745 21,035 3,745 455
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 240)
-30 0 90 0 60 60 150 180 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.9 0.4 79.0 94.6 82.6 97.9 17.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 13 16 15 18
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,299
COMMITMENTS
0 549 61 63,239 64,566 63,300 65,176 4,999 3,123
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 93)
0 -191 61 2,281 1,035 2,342 905 -2,249 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 92.6 94.5 92.7 95.4 7.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 21 18 23
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,471
COMMITMENTS
38,010 6,776 0 126,192 154,880 164,202 161,656 269 2,815
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 50,328)
30,832 -270 0 20,307 50,637 51,139 50,367 -811 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.1 0.0 76.7 94.2 99.8 98.3 0.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 4 0 26 38 39 42
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,282
COMMITMENTS
65,469 7,685 969 131,142 188,561 197,580 197,215 702 1,067
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 54,171)
30,316 202 578 23,091 53,160 53,985 53,940 186 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 3.9 0.5 66.1 95.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 6 4 34 47 52 56
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,576
COMMITMENTS
620 0 0 144,704 143,380 145,324 143,380 1,252 3,196
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 6,518)
0 -540 0 6,067 6,548 6,067 6,008 451 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.7 97.8 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 18 21 19 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 285,878
COMMITMENTS
1,851 2,265 1,227 277,181 274,323 280,259 277,815 5,619 8,063
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 17,548)
0 706 -320 17,373 15,767 17,053 16,153 495 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.4 97.0 96.0 98.0 97.2 2.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 1 33 34 35 37
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 16,393
COMMITMENTS
0 0 0 12,781 14,690 12,781 14,690 3,612 1,703
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.0 89.6 78.0 89.6 22.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 9 13 9
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,363
COMMITMENTS
1,499 721 1,422 61,027 65,543 63,948 67,686 8,415 4,677
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,362)
814 -120 -240 1,569 2,135 2,143 1,775 219 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 2.0 84.3 90.6 88.4 93.5 11.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 16 16 20 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,039
COMMITMENTS
1,726 3,390 965 110,636 110,550 113,327 114,905 2,712 1,134
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 6,812)
-302 1,620 62 6,629 4,840 6,389 6,522 423 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.9 0.8 95.3 95.3 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 22 24 23 28
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,550
COMMITMENTS
783 0 0 27,437 31,843 28,220 31,843 6,330 2,707
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 79.4 92.2 81.7 92.2 18.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 15 16 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,198
COMMITMENTS
12,101 210 228 117,115 129,943 129,444 130,381 6,754 5,817
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,315)
375 210 -270 1,477 3,105 1,582 3,045 -267 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.2 0.2 86.0 95.4 95.0 95.7 5.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 23 20 25 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,975
COMMITMENTS
0 0 0 106,418 110,326 106,418 110,326 7,557 3,649
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 225)
0 0 0 198 238 198 238 27 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 96.8 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,146
COMMITMENTS
0 850 155 68,991 67,928 69,146 68,933 0 213
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 720)
-635 385 155 1,200 180 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.2 99.8 98.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 13 19 14 22
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,477
COMMITMENTS
4,350 0 670 141,961 150,089 146,981 150,759 8,496 4,718
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,621)
252 0 35 3,273 2,392 3,560 2,427 61 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.4 91.3 96.5 94.5 97.0 5.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 2 20 16 24 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,697
COMMITMENTS
570 4,656 7,301 147,938 148,186 155,809 160,143 10,888 6,554
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,798)
570 1,072 -59 2,596 733 3,107 1,746 -1,309 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.8 4.4 88.7 88.9 93.5 96.1 6.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 31 26 34 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,718
COMMITMENTS
2,202 0 60 17,571 20,112 19,833 20,172 885 546
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 660)
420 0 60 240 330 720 390 -60 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 0.3 84.8 97.1 95.7 97.4 4.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 13 13 16 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,575
COMMITMENTS
1,112 270 0 28,151 30,455 29,263 30,725 2,312 850
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,770)
240 270 0 1,140 1,050 1,380 1,320 390 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.9 0.0 89.2 96.5 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 17 15 19 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,199
COMMITMENTS
6,300 3,035 952 168,023 172,315 175,275 176,302 9,924 8,897
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 573)
-582 1,024 427 -3,139 -267 -3,294 1,184 3,867 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.6 0.5 90.7 93.0 94.6 95.2 5.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 2 29 31 32 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 103,845
COMMITMENTS
663 0 0 99,254 97,432 99,917 97,432 3,928 6,413
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,113)
30 0 0 2,263 1,925 2,293 1,925 -180 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.6 93.8 96.2 93.8 3.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 23 24 24 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,765
COMMITMENTS
0 0 0 95,615 95,965 95,615 95,965 5,150 4,800
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 785)
0 0 0 813 603 813 603 -28 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 95.2 94.9 95.2 5.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 20 24 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,846
COMMITMENTS
2,767 0 0 61,015 67,134 63,782 67,134 6,064 2,712
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 983)
31 0 0 952 1,250 983 1,250 0 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 87.4 96.1 91.3 96.1 8.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 19 18 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 28,123
COMMITMENTS
537 1,378 300 26,647 26,174 27,484 27,852 639 271
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,860)
-420 510 300 1,710 930 1,590 1,740 270 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.9 1.1 94.8 93.1 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 18 20 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 139,608
COMMITMENTS
0 0 0 131,534 135,364 131,534 135,364 8,074 4,244
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 9,144)
0 0 0 9,839 9,473 9,839 9,473 -695 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 97.0 94.2 97.0 5.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 17 27 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,353
COMMITMENTS
0 0 0 67,905 78,961 67,905 78,961 14,448 3,392
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,824)
0 0 0 -276 2,249 -276 2,249 2,100 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.5 95.9 82.5 95.9 17.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 18 12 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 107,040
COMMITMENTS
18,285 5,183 11,649 76,169 89,533 106,102 106,365 938 675
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -115)
-129 317 570 -504 -938 -62 -50 -53 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.8 10.9 71.2 83.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
11 9 16 36 38 56 54
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,109
COMMITMENTS
2,450 300 575 32,034 34,209 35,059 35,084 50 25
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 355)
375 50 125 -195 155 305 330 50 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.9 1.6 91.2 97.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 3 3 23 20 30 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,561
COMMITMENTS
475 725 300 20,461 20,511 21,236 21,536 325 25
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -64)
-100 250 -150 -89 -189 -339 -89 275 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.4 1.4 94.9 95.1 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 19 22 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 172,926
COMMITMENTS
8,685 27,129 3,981 160,203 141,806 172,869 172,916 57 10
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -145)
-565 90 190 219 -425 -156 -145 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.7 2.3 92.6 82.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 8 7 40 38 50 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,188
COMMITMENTS
2,503 8,800 1,575 55,045 48,763 59,123 59,138 65 50
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,283)
615 425 50 768 758 1,433 1,233 -150 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 14.9 2.7 93.0 82.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 6 19 22 32 30
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,463
COMMITMENTS
510 3,575 950 56,837 53,708 58,297 58,233 166 230
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -210)
0 0 0 -255 -210 -255 -210 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.1 1.6 97.2 91.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 26 26 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,521
COMMITMENTS
1,020 1,075 980 63,305 63,416 65,305 65,471 216 50
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -25)
5 0 35 -65 -60 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 1.5 96.6 96.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 4 34 27 40 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,359
COMMITMENTS
2,078 17,650 139 64,049 48,416 66,266 66,205 93 154
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 399)
55 0 4 310 395 369 399 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 26.6 0.2 96.5 73.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 27 27 31 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,891
COMMITMENTS
3,108 18,950 0 84,781 68,751 87,889 87,701 2 190
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 920)
60 50 0 890 870 950 920 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 21.6 0.0 96.5 78.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 0 30 28 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,627
COMMITMENTS
600 0 0 33,005 33,537 33,605 33,537 22 90
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -34)
300 0 0 -334 -34 -34 -34 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.2 99.7 99.9 99.7 0.1 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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,193
COMMITMENTS
1,775 420 0 35,358 36,761 37,133 37,181 60 12
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 693)
75 0 0 618 693 693 693 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.1 0.0 95.1 98.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 21 26 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| 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 10/24/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 13 20 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,661
COMMITMENTS
4,620 210 1,700 16,098 20,456 22,418 22,366 243 295
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 889)
720 -140 150 19 883 889 893 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.9 7.5 71.0 90.3 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 2 22 25 29 29
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,790
COMMITMENTS
0 215 210 9,235 9,230 9,445 9,655 345 135
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,489
COMMITMENTS
0 400 0 41,389 40,939 41,389 41,339 100 150
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -60 -10 -60 -10 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.8 98.7 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 0 25 24 25 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 52,354
COMMITMENTS
2,175 1,300 50 49,244 50,944 51,469 52,294 885 60
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 197)
325 150 0 -128 47 197 197 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.5 0.1 94.1 97.3 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 26 23 28 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,005
COMMITMENTS
1,340 0 335 48,145 49,375 49,820 49,710 185 295
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 890)
-145 0 0 975 890 830 890 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.7 96.3 98.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 21 15 25 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,361
COMMITMENTS
2,265 1,500 175 54,906 55,421 57,346 57,096 15 265
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 790)
-145 0 0 940 790 795 790 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.6 0.3 95.7 96.6 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,202
COMMITMENTS
145 854 168 80,743 79,898 81,056 80,920 146 282
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 3,734)
-15 570 -330 4,079 3,494 3,734 3,734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 0.2 99.4 98.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 29 30 32 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,220
COMMITMENTS
4,370 2,388 1,073 97,429 99,480 102,872 102,941 348 279
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,970)
-447 804 -48 5,454 4,214 4,959 4,970 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.3 1.0 94.4 96.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 9 4 30 32 39 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,499
COMMITMENTS
100 175 0 32,369 32,324 32,469 32,499 30 0
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 335)
-50 0 0 385 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 99.6 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,923
COMMITMENTS
1,781 4,630 186 36,778 33,907 38,745 38,723 178 200
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -275)
0 0 0 -275 -275 -275 -275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 11.9 0.5 94.5 87.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 24 18 28 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,194
COMMITMENTS
3,190 1,500 2,055 35,799 37,579 41,044 41,134 150 60
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 148)
10 0 0 138 148 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.6 5.0 86.9 91.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 3 25 21 29 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,429
COMMITMENTS
125 2,965 210 44,019 41,249 44,354 44,424 75 5
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 195)
0 -750 -25 220 1,090 195 315 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.7 0.5 99.1 92.8 99.8 100.0 0.2 0.0
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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,710
COMMITMENTS
500 2,435 25 36,864 35,115 37,389 37,575 321 135
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 0)
0 -750 0 0 750 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.5 0.1 97.8 93.1 99.1 99.6 0.9 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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,944
COMMITMENTS
1,969 2,240 128 26,463 26,426 28,560 28,794 384 150
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,154)
35 250 -35 2,139 1,939 2,139 2,154 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.7 0.4 91.4 91.3 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 2 1 22 22 28 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,755
COMMITMENTS
1,302 775 436 21,897 22,364 23,635 23,575 120 180
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,120)
0 200 -40 1,160 900 1,120 1,060 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.3 1.8 92.2 94.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 18 23 21 27
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,476
COMMITMENTS
785 6,898 1,066 52,390 46,487 54,241 54,451 235 25
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,700)
-895 -198 34 2,560 1,844 1,700 1,680 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 12.7 2.0 96.2 85.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 4 29 26 36 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,672
COMMITMENTS
200 2,380 375 36,742 34,914 37,317 37,669 355 3
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 561)
-885 -675 225 1,211 1,011 551 561 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.3 1.0 97.5 92.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 2 29 21 33 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,417
COMMITMENTS
25 3,500 525 22,678 19,342 23,228 23,367 189 50
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 100)
0 -300 0 -64 400 -64 100 164 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 14.9 2.2 96.8 82.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 16 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,925
COMMITMENTS
1,095 0 0 15,355 16,895 16,450 16,895 475 30
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 25)
175 0 0 -150 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 90.7 99.8 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 17 12 21 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,125
COMMITMENTS
730 0 0 16,115 17,085 16,845 17,085 280 40
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 25)
175 0 0 -150 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 94.1 99.8 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 0 20 12 24 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 754,112
COMMITMENTS
22,028 76,832 106,842 625,179 570,416 754,049 754,090 63 22
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -8,514)
11,408 -3,055 -4,846 -15,077 -614 -8,514 -8,514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.2 14.2 82.9 75.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 6 19 19 26 25
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,485
COMMITMENTS
680 25 0 13,530 14,200 14,210 14,225 275 260
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 150)
0 -175 0 150 325 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 0.0 93.4 98.0 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,520
COMMITMENTS
680 25 0 15,565 16,235 16,245 16,260 275 260
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 150)
0 -175 0 150 325 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 0.0 94.2 98.3 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 14 13 15
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,105
COMMITMENTS
0 0 0 8,960 9,105 8,960 9,105 145 0
CHANGES FROM 10/24/17 (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 0.0 0.0 98.4 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 11 15 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,873
COMMITMENTS
690 150 200 21,246 22,505 22,136 22,855 737 18
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -625)
-400 0 200 -435 -825 -635 -625 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.7 0.9 92.9 98.4 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 18 15 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,072
COMMITMENTS
690 150 200 19,699 20,705 20,589 21,055 483 17
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -640)
-400 0 200 -440 -840 -640 -640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.7 0.9 93.5 98.3 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 17 14 20 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,790
COMMITMENTS
0 275 0 9,425 9,455 9,425 9,730 365 60
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 150)
0 0 0 285 150 285 150 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 96.3 96.6 96.3 99.4 3.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 13 16 13 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,930
COMMITMENTS
0 200 0 7,645 7,590 7,645 7,790 285 140
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 96.4 95.7 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 13 13 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,182
COMMITMENTS
588 75 4 23,548 24,043 24,140 24,122 42 60
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -140)
-100 0 0 51 -180 -49 -180 -91 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.3 0.0 97.4 99.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 16 18 19 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,295
COMMITMENTS
588 125 4 24,666 25,091 25,258 25,220 37 75
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -185)
-100 0 0 15 -245 -85 -245 -100 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.5 0.0 97.5 99.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 17 17 20 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,785
COMMITMENTS
1,200 5,860 700 109,720 105,179 111,620 111,739 165 46
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 530)
80 40 -35 485 520 530 525 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.2 0.6 98.2 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 7 4 34 37 41 45
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,320
COMMITMENTS
1,510 7,075 815 124,510 119,296 126,835 127,186 485 134
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 840)
50 430 -45 835 455 840 840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.6 0.6 97.8 93.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 9 5 38 34 45 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 231,196
COMMITMENTS
26,424 32,974 22,917 181,548 175,082 230,889 230,973 307 223
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,487)
-740 1,124 -364 2,375 546 1,272 1,306 215 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.3 9.9 78.5 75.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 25 23 44 46 71 79
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,474
COMMITMENTS
2,535 75 40 39,576 42,334 42,151 42,449 323 25
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,305)
325 -100 -75 -1,555 -1,130 -1,305 -1,305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.2 0.1 93.2 99.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 1 23 16 28 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,794
COMMITMENTS
2,235 75 80 37,201 39,614 39,516 39,769 278 25
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -945)
325 -100 -75 -1,195 -770 -945 -945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.2 0.2 93.5 99.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 1 21 16 26 19
Updated November 3, 2017