CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,565
COMMITMENTS
390 125 0 6,170 6,434 6,560 6,559 5 6
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -34)
0 0 0 -34 -34 -34 -34 0 0
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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,884
COMMITMENTS
13,715 22,853 20 34,149 25,011 47,884 47,884 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 450)
350 -100 0 100 550 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 47.7 0.0 71.3 52.2 100.0 100.0 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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 73,926
COMMITMENTS
5,404 6,124 6,269 62,227 61,533 73,900 73,926 26 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -531)
30 -221 -40 -522 -271 -531 -531 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.3 8.5 84.2 83.2 100.0 100.0 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 11/07/17 |
--------------------------------------------------------------| 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 10/31/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,748
COMMITMENTS
2,284 172 381 31,083 33,195 33,748 33,748 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -132)
90 133 -40 -182 -225 -132 -132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.5 1.1 92.1 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 3 9 9 17 13
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,042
COMMITMENTS
5,113 19,683 387 31,542 16,972 37,042 37,042 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 12)
-150 450 162 0 -600 12 12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 53.1 1.0 85.2 45.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 9 2 9 6 15 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,957
COMMITMENTS
4,442 10,420 0 21,515 15,537 25,957 25,957 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,060)
-110 1,340 0 -950 -2,400 -1,060 -1,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 40.1 0.0 82.9 59.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 0 8 4 12 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,249
COMMITMENTS
13,402 11,150 200 14,647 16,899 28,249 28,249 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -510)
-700 -1,000 0 191 490 -510 -510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 39.5 0.7 51.9 59.8 100.0 100.0 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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,588
COMMITMENTS
10,295 5,600 100 9,193 13,888 19,588 19,588 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -200)
-300 0 0 100 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 28.6 0.5 46.9 70.9 100.0 100.0 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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 52,300
COMMITMENTS
4,530 3,517 241 47,529 48,542 52,300 52,300 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,483)
0 -3 5 2,478 2,482 2,483 2,483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.7 0.5 90.9 92.8 100.0 100.0 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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,023,475
COMMITMENTS
871,731 37,341 692,943 3431176 4280648 4995850 5010932 27,625 12,543
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 25,037)
-34,381 1,433 -8,352 74,870 32,284 32,137 25,365 -7,100 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.7 13.8 68.3 85.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
58 21 57 127 114 200 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,349,195
COMMITMENTS
43,655 37,194 690,227 612,296 620,712 1346178 1348134 3,018 1,062
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 66,441)
7,120 3,645 29,771 29,619 33,121 66,509 66,536 -68 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.8 51.2 45.4 46.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 15 27 51 50 81 79
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,785
COMMITMENTS
8,483 6,488 5,250 187,814 197,201 201,547 208,939 12,238 4,846
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,101)
-3,732 164 1,577 -4,041 -9,754 -6,196 -8,013 -2,905 -1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.0 2.5 87.9 92.2 94.3 97.7 5.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 4 29 26 34 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,113
COMMITMENTS
213 3,591 1,165 100,530 98,010 101,908 102,766 6,205 5,347
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,673)
-1,002 826 6 -5,077 -7,488 -6,073 -6,656 400 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 1.1 93.0 90.7 94.3 95.1 5.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 25 21 27 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,293
COMMITMENTS
1,576 375 2,831 228,184 231,939 232,591 235,145 10,702 8,148
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -12,188)
1,453 -114 -174 -11,337 -7,817 -10,058 -8,105 -2,130 -4,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 1.2 93.8 95.3 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 24 23 27 26
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 833,591
COMMITMENTS
0 17,629 3,452 820,870 809,809 824,322 830,890 9,269 2,701
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -38,954)
0 -1,054 -2,416 -35,230 -36,257 -37,646 -39,727 -1,308 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.4 98.5 97.1 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 3 3 51 34 54 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,333
COMMITMENTS
4,368 435 939 363,769 386,646 369,076 388,020 23,257 4,313
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -16,640)
-1,079 267 -332 -20,335 -14,083 -21,746 -14,148 5,106 -2,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.2 92.7 98.6 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 1 2 33 40 36 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 360,903
COMMITMENTS
127 678 1,288 350,307 353,483 351,722 355,449 9,181 5,454
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -21,368)
-1,351 678 -529 -19,253 -21,134 -21,133 -20,985 -235 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 97.1 97.9 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 2 39 38 41 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,072
COMMITMENTS
3,376 413 1,060 207,477 213,646 211,913 215,119 11,159 7,953
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,985)
3,376 -2,226 -851 -8,783 -4,222 -6,258 -7,299 -727 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.5 93.0 95.8 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 2 33 34 36 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,473
COMMITMENTS
0 2,194 276 71,480 69,591 71,756 72,061 4,717 4,412
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,984)
0 526 173 -3,905 -4,623 -3,732 -3,924 -252 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.4 93.5 91.0 93.8 94.2 6.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 22 21 23 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,818
COMMITMENTS
0 0 0 24,658 25,974 24,658 25,974 2,160 844
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -8,804)
0 0 0 -8,339 -8,186 -8,339 -8,186 -465 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 96.9 91.9 96.9 8.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,671
COMMITMENTS
0 654 2,001 108,080 113,409 110,081 116,064 6,590 607
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,875)
-657 38 19 -4,701 -2,279 -5,339 -2,222 464 -2,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.7 92.6 97.2 94.4 99.5 5.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 19 19 21 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,080
COMMITMENTS
0 0 0 151,294 157,851 151,294 157,851 10,786 4,229
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,504)
0 0 0 -7,988 -5,906 -7,988 -5,906 -1,516 -3,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 97.4 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 25 21 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,027
COMMITMENTS
538 0 793 91,536 88,928 92,867 89,721 3,160 6,306
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,754)
-420 0 0 -884 -3,254 -1,304 -3,254 -450 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.8 95.3 92.6 96.7 93.4 3.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 15 17 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,000
COMMITMENTS
11,200 210 0 13,140 23,800 24,340 24,010 660 990
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,324)
-3,348 -682 0 -2,323 -5,754 -5,671 -6,436 -653 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 0.8 0.0 52.6 95.2 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 8 19 12 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 517,779
COMMITMENTS
80,225 3,186 2,479 419,807 503,101 502,511 508,766 15,268 9,013
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -18,530)
7,672 -3,003 -648 -29,374 -14,188 -22,350 -17,839 3,820 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.6 0.5 81.1 97.2 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 5 5 49 49 58 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,984
COMMITMENTS
3,927 462 124 124,789 121,968 128,840 122,554 4,144 10,430
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,692)
-249 -1,119 -765 -4,594 -1,400 -5,608 -3,284 916 -1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 0.1 93.8 91.7 96.9 92.2 3.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 22 22 24 23
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,756
COMMITMENTS
0 0 0 58,156 59,842 58,156 59,842 5,600 3,914
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,543)
0 -549 -61 -5,083 -4,724 -5,144 -5,334 601 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 93.9 91.2 93.9 8.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 18 13 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,631
COMMITMENTS
0 2,066 0 94,048 88,243 94,048 90,309 583 4,322
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -69,840)
-38,010 -4,710 0 -32,144 -66,637 -70,154 -71,347 314 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 99.4 93.2 99.4 95.4 0.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 11 13 12
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,923
COMMITMENTS
38,010 5,310 0 78,583 110,803 116,593 116,113 330 810
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -81,359)
-27,459 -2,375 -969 -52,559 -77,758 -80,987 -81,102 -372 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 4.5 0.0 67.2 94.8 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 2 0 25 39 38 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,304
COMMITMENTS
0 0 0 117,612 115,673 117,612 115,673 692 2,631
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -28,272)
-620 0 0 -27,092 -27,707 -27,712 -27,707 -560 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 97.8 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 13 16 13 16
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 276,153
COMMITMENTS
2,713 212 1,340 266,758 268,590 270,811 270,142 5,342 6,011
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,725)
862 -2,053 113 -10,423 -5,733 -9,448 -7,673 -277 -2,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.1 0.5 96.6 97.3 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 32 33 35 34
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,657
COMMITMENTS
1,156 0 1,222 57,338 61,111 59,716 62,333 7,941 5,324
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,706)
-343 -721 -200 -3,689 -4,432 -4,232 -5,353 -474 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.8 84.7 90.3 88.3 92.1 11.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 13 14 15 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,097
COMMITMENTS
1,332 434 1,058 97,537 100,731 99,927 102,223 4,170 1,874
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -11,942)
-394 -2,956 93 -13,099 -9,819 -13,400 -12,682 1,458 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 1.0 93.7 96.8 96.0 98.2 4.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 17 22 19 24
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,292
COMMITMENTS
418 0 479 31,094 32,808 31,991 33,287 2,301 1,005
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -258)
-365 0 479 3,657 965 3,771 1,444 -4,029 -1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.4 90.7 95.7 93.3 97.1 6.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 16 18 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,702
COMMITMENTS
10,795 0 228 111,999 121,148 123,022 121,376 6,680 8,326
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,496)
-1,306 -210 0 -5,116 -8,795 -6,422 -9,005 -74 2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.2 86.4 93.4 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 17 23 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,104
COMMITMENTS
0 0 0 103,509 107,594 103,509 107,594 7,595 3,510
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,871)
0 0 0 -2,909 -2,732 -2,909 -2,732 38 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 96.8 93.2 96.8 6.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 16 20 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,504
COMMITMENTS
0 510 0 59,504 58,844 59,504 59,354 0 150
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,642)
0 -340 -155 -9,487 -9,084 -9,642 -9,579 0 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 98.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 10 11 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,075
COMMITMENTS
2,696 0 0 143,794 150,322 146,490 150,322 9,585 5,753
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 598)
-1,654 0 -670 1,833 233 -491 -437 1,089 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 92.1 96.3 93.9 96.3 6.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 16 20 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,248
COMMITMENTS
0 3,727 7,311 140,121 140,678 147,432 151,716 9,816 5,532
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,449)
-570 -929 10 -7,817 -7,508 -8,377 -8,427 -1,072 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 4.6 89.1 89.5 93.8 96.5 6.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 30 24 32 27
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,627
COMMITMENTS
6,059 5,020 66 163,933 169,056 170,058 174,142 8,569 4,485
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,572)
-241 1,985 -886 -4,090 -3,259 -5,217 -2,160 -1,355 -4,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.8 0.0 91.8 94.6 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 30 33 33 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 102,434
COMMITMENTS
1,780 0 0 97,379 96,009 99,159 96,009 3,275 6,425
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,411)
1,117 0 0 -1,875 -1,423 -758 -1,423 -653 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 95.1 93.7 96.8 93.7 3.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 23 22 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,840
COMMITMENTS
0 0 0 88,504 88,672 88,504 88,672 5,336 5,168
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,925)
0 0 0 -7,111 -7,293 -7,111 -7,293 186 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 94.5 94.3 94.5 5.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 17 22 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 65,960
COMMITMENTS
0 0 0 59,785 63,487 59,785 63,487 6,175 2,473
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,886)
-2,767 0 0 -1,230 -3,647 -3,997 -3,647 111 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 96.3 90.6 96.3 9.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 16 16 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 18,836
COMMITMENTS
0 810 0 17,390 16,124 17,390 16,934 1,446 1,902
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,287)
-537 -568 -300 -9,257 -10,050 -10,094 -10,918 807 1,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 92.3 85.6 92.3 89.9 7.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 12 12 12 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 140,440
COMMITMENTS
583 0 651 129,025 136,166 130,259 136,817 10,181 3,623
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 832)
583 0 651 -2,509 802 -1,275 1,453 2,107 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.5 91.9 97.0 92.8 97.4 7.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 17 24 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,151
COMMITMENTS
0 0 0 59,712 72,089 59,712 72,089 15,439 3,062
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,202)
0 0 0 -8,193 -6,872 -8,193 -6,872 991 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.5 95.9 79.5 95.9 20.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 100,063
COMMITMENTS
16,185 4,659 10,733 72,154 84,042 99,071 99,434 992 629
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,977)
-2,100 -524 -916 -4,015 -5,491 -7,031 -6,931 54 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.7 10.7 72.1 84.0 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 6 16 36 36 55 52
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,271
COMMITMENTS
3,300 300 550 30,421 33,421 34,271 34,271 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -838)
850 0 -25 -1,613 -788 -788 -813 -50 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.9 1.6 88.8 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 3 4 24 19 31 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 20,317
COMMITMENTS
325 1,025 300 19,692 18,992 20,317 20,317 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,243)
-150 300 0 -768 -1,518 -918 -1,218 -325 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.0 1.5 96.9 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 20 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 168,124
COMMITMENTS
7,745 26,307 4,641 155,681 137,161 168,067 168,109 57 15
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,802)
-940 -822 660 -4,522 -4,645 -4,802 -4,807 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 15.6 2.8 92.6 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 9 7 39 36 47 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,881
COMMITMENTS
2,686 10,275 900 54,285 46,706 57,871 57,881 10 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,307)
183 1,475 -675 -760 -2,057 -1,252 -1,257 -55 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 17.8 1.6 93.8 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 5 4 19 22 30 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 26,577
COMMITMENTS
0 225 300 26,277 26,032 26,577 26,557 0 20
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.1 98.9 97.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 13 14 14 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 56,563
COMMITMENTS
1,575 3,650 510 54,319 52,188 56,404 56,348 159 215
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,900)
1,065 75 -440 -2,518 -1,520 -1,893 -1,885 -7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.5 0.9 96.0 92.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 26 28 30 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,550
COMMITMENTS
1,805 1,225 260 60,276 61,005 62,341 62,490 209 60
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,971)
785 150 -720 -3,029 -2,411 -2,964 -2,981 -7 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.0 0.4 96.4 97.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 5 31 26 37 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,445
COMMITMENTS
1,857 17,750 139 62,377 46,429 64,373 64,318 72 127
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,914)
-221 100 0 -1,672 -1,987 -1,893 -1,887 -21 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 27.5 0.2 96.8 72.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 27 26 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,470
COMMITMENTS
2,797 18,350 0 83,672 67,950 86,469 86,300 1 170
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,421)
-311 -600 0 -1,109 -801 -1,420 -1,401 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 21.2 0.0 96.8 78.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 0 30 25 33 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,982
COMMITMENTS
600 0 0 33,780 34,482 34,380 34,482 602 500
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,355)
0 0 0 775 945 775 945 580 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 96.6 98.6 98.3 98.6 1.7 1.4
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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 35,663
COMMITMENTS
1,650 420 0 33,693 34,856 35,343 35,276 320 387
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,530)
-125 0 0 -1,665 -1,905 -1,790 -1,905 260 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 0.0 94.5 97.7 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 22 26 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,110
COMMITMENTS
1,350 0 0 10,710 11,510 12,060 11,510 50 600
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 150)
150 0 0 -50 -450 100 -450 50 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 88.4 95.0 99.6 95.0 0.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 17 12 21 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,957
COMMITMENTS
5,536 210 1,850 15,127 21,277 22,513 23,337 1,444 620
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,296)
916 0 150 -971 821 95 971 1,201 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.9 7.7 63.1 88.8 94.0 97.4 6.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 3 20 25 27 30
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,279
COMMITMENTS
100 400 0 43,459 42,827 43,559 43,227 720 1,052
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,790)
100 0 0 2,070 1,888 2,170 1,888 620 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.0 98.1 96.7 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 0 25 25 26 28
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 51,480
COMMITMENTS
2,025 850 50 48,260 50,147 50,335 51,047 1,145 433
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -874)
-150 -450 0 -984 -797 -1,134 -1,247 260 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.7 0.1 93.7 97.4 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 27 22 29 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,454
COMMITMENTS
1,135 215 335 44,804 45,824 46,274 46,374 180 80
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,551)
-205 215 0 -3,341 -3,551 -3,546 -3,336 -5 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.7 96.4 98.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 20 16 22 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,228
COMMITMENTS
1,875 1,715 175 51,178 51,278 53,228 53,168 0 60
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,133)
-390 215 0 -3,728 -4,143 -4,118 -3,928 -15 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 0.3 96.1 96.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 23 15 25 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,469
COMMITMENTS
0 1,198 823 81,427 80,194 82,250 82,215 219 254
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,267)
-145 344 655 684 296 1,194 1,295 73 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.0 98.7 97.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 2 29 28 31 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,593
COMMITMENTS
3,954 1,133 777 97,453 100,439 102,184 102,349 409 244
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -627)
-416 -1,255 -296 24 959 -688 -592 61 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.1 0.8 95.0 97.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 7 5 30 32 38 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,561
COMMITMENTS
100 100 0 30,433 30,461 30,533 30,561 28 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,938)
0 -75 0 -1,936 -1,863 -1,936 -1,938 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 99.6 99.7 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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,369
COMMITMENTS
1,784 4,550 38 35,245 32,601 37,067 37,189 302 180
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,554)
3 -80 -148 -1,533 -1,306 -1,678 -1,534 124 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 12.2 0.1 94.3 87.2 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 23 17 26 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 39,507
COMMITMENTS
3,120 1,400 1,900 34,037 36,207 39,057 39,507 450 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,687)
-70 -100 -155 -1,762 -1,372 -1,987 -1,627 300 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.5 4.8 86.2 91.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 24 21 27 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,420
COMMITMENTS
125 2,925 100 41,955 39,390 42,180 42,415 240 5
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,009)
0 -40 -110 -2,064 -1,859 -2,174 -2,009 165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.9 0.2 98.9 92.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 22 18 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,180
COMMITMENTS
150 2,310 0 35,741 33,740 35,891 36,050 289 130
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,530)
-350 -125 -25 -1,123 -1,375 -1,498 -1,525 -32 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.4 0.0 98.8 93.3 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 14 19 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,545
COMMITMENTS
2,015 2,195 87 25,074 25,123 27,176 27,405 369 140
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,399)
46 -45 -41 -1,389 -1,303 -1,384 -1,389 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.0 0.3 91.0 91.2 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 1 21 22 26 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,391
COMMITMENTS
1,303 865 320 21,663 22,106 23,286 23,291 105 100
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -364)
1 90 -116 -234 -258 -349 -284 -15 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.7 1.4 92.6 94.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 18 22 21 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,686
COMMITMENTS
330 7,126 1,042 50,073 43,473 51,445 51,641 241 45
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,790)
-455 227 -24 -2,317 -3,013 -2,796 -2,810 6 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.8 2.0 96.9 84.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 4 29 24 34 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,492
COMMITMENTS
50 2,700 245 35,857 33,545 36,152 36,490 340 2
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,180)
-150 320 -130 -885 -1,369 -1,165 -1,179 -15 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.4 0.7 98.3 91.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 25 21 28 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,347
COMMITMENTS
25 2,700 350 20,972 18,297 21,347 21,347 0 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,070)
0 -800 -175 -1,706 -1,045 -1,881 -2,020 -189 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.6 1.6 98.2 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 15 17 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,825
COMMITMENTS
1,625 0 0 13,365 15,805 14,990 15,805 835 20
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,100)
530 0 0 -1,990 -1,090 -1,460 -1,090 360 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 84.5 99.9 94.7 99.9 5.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 16 11 20 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,945
COMMITMENTS
1,270 0 0 13,980 15,925 15,250 15,925 695 20
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,180)
540 0 0 -2,135 -1,160 -1,595 -1,160 415 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 87.7 99.9 95.6 99.9 4.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 19 12 23 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 747,269
COMMITMENTS
13,577 83,921 97,854 635,797 565,494 747,228 747,269 41 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,843)
-8,451 7,089 -8,987 10,618 -4,923 -6,821 -6,821 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.2 13.1 85.1 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 5 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 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,710
COMMITMENTS
820 0 0 12,830 13,460 13,650 13,460 60 250
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -775)
140 -25 0 -700 -740 -560 -765 -215 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 93.6 98.2 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,800
COMMITMENTS
820 0 0 14,920 15,550 15,740 15,550 60 250
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -720)
140 -25 0 -645 -685 -505 -710 -215 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 94.4 98.4 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 14 14 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,641
COMMITMENTS
285 100 200 21,432 22,340 21,917 22,640 724 1
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -232)
-405 -50 0 186 -165 -219 -215 -13 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.9 94.7 98.7 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 17 15 20 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,075
COMMITMENTS
285 100 200 19,105 19,775 19,590 20,075 485 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -997)
-405 -50 0 -594 -930 -999 -980 2 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.5 1.0 95.2 98.5 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 17 14 20 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,570
COMMITMENTS
0 50 0 8,230 8,390 8,230 8,440 340 130
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,220)
0 -225 0 -1,195 -1,065 -1,195 -1,290 -25 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.0 97.9 96.0 98.5 4.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 14 12 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,214
COMMITMENTS
480 710 2 22,690 22,502 23,172 23,214 42 0
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -968)
-108 635 -2 -858 -1,541 -968 -908 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.1 0.0 97.7 96.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 16 18 19 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,997
COMMITMENTS
480 735 2 23,478 23,245 23,960 23,982 37 15
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,298)
-108 610 -2 -1,188 -1,846 -1,298 -1,238 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.1 0.0 97.8 96.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 18 19 21 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,365
COMMITMENTS
1,040 5,375 620 105,535 101,324 107,195 107,319 170 46
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,420)
-160 -485 -80 -4,185 -3,855 -4,425 -4,420 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.6 98.3 94.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 4 32 36 38 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 119,926
COMMITMENTS
1,375 6,920 325 117,741 112,569 119,441 119,814 485 112
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,394)
-135 -155 -490 -6,769 -6,727 -7,394 -7,372 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.8 0.3 98.2 93.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 9 4 34 33 39 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 223,719
COMMITMENTS
27,953 22,818 19,105 176,302 181,510 223,360 223,433 359 286
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,477)
1,528 -10,156 -3,812 -5,245 6,428 -7,529 -7,540 52 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 10.2 8.5 78.8 81.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 21 22 42 44 68 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,054
COMMITMENTS
2,425 25 50 37,286 39,954 39,761 40,029 293 25
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,420)
-110 -50 10 -2,290 -2,380 -2,390 -2,420 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.1 0.1 93.1 99.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 1 22 15 28 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,824
COMMITMENTS
2,125 25 115 35,321 37,659 37,561 37,799 263 25
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,970)
-110 -50 35 -1,880 -1,955 -1,955 -1,970 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.1 0.3 93.4 99.6 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 21 15 27 18
Updated November 10, 2017