CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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 6,436 6,560 6,561 5 4
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 2 0 2 0 -2
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 11/14/17 |
--------------------------------------------------------------| 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 11/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 77,061
COMMITMENTS
5,439 5,988 8,973 62,617 62,100 77,030 77,061 31 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,135)
35 -136 2,705 390 567 3,130 3,135 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.8 11.6 81.3 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 10 9 15 15 30 27
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,249
COMMITMENTS
2,639 886 0 31,605 33,363 34,244 34,249 5 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -500)
-500 0 0 0 -500 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.6 0.0 92.3 97.4 100.0 100.0 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,603
COMMITMENTS
2,182 250 1,333 31,088 33,020 34,603 34,603 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 856)
-103 78 953 6 -175 856 856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.7 3.9 89.8 95.4 100.0 100.0 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,542
COMMITMENTS
5,613 20,833 387 31,542 16,322 37,542 37,542 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 500)
500 1,150 0 0 -650 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 55.5 1.0 84.0 43.5 100.0 100.0 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,907
COMMITMENTS
4,442 11,170 0 21,465 14,737 25,907 25,907 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -50)
0 750 0 -50 -800 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 43.1 0.0 82.9 56.9 100.0 100.0 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,350
COMMITMENTS
13,304 11,150 200 14,846 17,000 28,350 28,350 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 101)
-98 0 0 199 101 101 101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 39.3 0.7 52.4 60.0 100.0 100.0 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,438
COMMITMENTS
10,295 5,600 100 10,043 14,738 20,438 20,438 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 850)
0 0 0 850 850 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 27.4 0.5 49.1 72.1 100.0 100.0 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 53,816
COMMITMENTS
5,009 3,542 266 48,541 50,008 53,816 53,816 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,515)
479 25 25 1,011 1,465 1,515 1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.6 0.5 90.2 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 6 4 16 13 22 21
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,084,377
COMMITMENTS
947,123 37,263 679,765 3424529 4352592 5051417 5069620 32,960 14,757
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 60,902)
75,392 -78 -13,178 -6,647 71,944 55,567 58,688 5,335 2,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.7 13.4 67.4 85.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
62 20 60 127 110 202 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,437,646
COMMITMENTS
40,625 43,829 752,364 641,484 639,729 1434473 1435922 3,173 1,724
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 88,451)
-3,030 6,634 62,137 29,188 19,016 88,296 87,788 155 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 52.3 44.6 44.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 17 29 51 53 82 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,035
COMMITMENTS
8,329 6,546 6,207 192,052 199,327 206,588 212,080 11,447 5,955
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 4,250)
-154 58 957 4,238 2,126 5,041 3,141 -791 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.0 2.8 88.1 91.4 94.7 97.3 5.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 30 25 34 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,699
COMMITMENTS
352 2,946 3,218 105,361 104,982 108,931 111,146 5,768 3,553
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 6,586)
139 -645 2,053 4,831 6,972 7,023 8,380 -437 -1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.6 2.8 91.9 91.5 95.0 96.9 5.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 27 26 31 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,364
COMMITMENTS
1,767 456 2,423 224,442 226,075 228,632 228,954 10,732 10,410
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -3,929)
191 81 -408 -3,742 -5,864 -3,959 -6,191 30 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 1.0 93.8 94.4 95.5 95.7 4.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 24 22 27 25
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 840,141
COMMITMENTS
0 17,479 3,084 827,511 817,172 830,595 837,735 9,546 2,406
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 6,550)
0 -150 -368 6,641 7,363 6,273 6,845 277 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.4 98.5 97.3 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 3 3 50 35 53 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,700
COMMITMENTS
4,368 646 1,591 365,099 390,125 371,058 392,362 24,642 3,338
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,367)
0 211 652 1,330 3,479 1,982 4,342 1,385 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.4 92.3 98.6 93.8 99.2 6.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 2 33 41 36 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,621
COMMITMENTS
127 189 1,442 354,017 356,473 355,586 358,104 8,035 5,517
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,718)
0 -489 154 3,710 2,990 3,864 2,655 -1,146 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 97.4 98.0 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 2 41 39 43 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,497
COMMITMENTS
2,923 413 1,042 209,649 216,652 213,614 218,107 12,883 8,390
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,425)
-453 0 -18 2,172 3,006 1,701 2,988 1,724 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.5 92.6 95.7 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,472
COMMITMENTS
0 1,106 292 71,492 70,389 71,784 71,787 4,688 4,685
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1)
0 -1,088 16 12 798 28 -274 -29 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.4 93.5 92.0 93.9 93.9 6.1 6.1
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,484
COMMITMENTS
0 0 0 27,262 28,640 27,262 28,640 2,222 844
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,666)
0 0 0 2,604 2,666 2,604 2,666 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 97.1 92.5 97.1 7.5 2.9
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,124
COMMITMENTS
0 834 1,997 113,351 114,333 115,348 117,164 6,776 4,960
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 5,453)
0 180 -4 5,271 924 5,267 1,100 186 4,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.6 92.8 93.6 94.5 95.9 5.5 4.1
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,459
COMMITMENTS
0 0 0 152,086 158,230 152,086 158,230 10,373 4,229
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 379)
0 0 0 792 379 792 379 -413 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 97.4 93.6 97.4 6.4 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,556
COMMITMENTS
1,264 0 793 94,339 91,843 96,396 92,636 3,160 6,920
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,529)
726 0 0 2,803 2,915 3,529 2,915 0 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.8 94.8 92.3 96.8 93.0 3.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 15 17 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,340
COMMITMENTS
13,680 210 0 15,000 28,140 28,680 28,350 660 990
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 4,340)
2,480 0 0 1,860 4,340 4,340 4,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 0.7 0.0 51.1 95.9 97.8 96.6 2.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 10 19 14 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 518,584
COMMITMENTS
86,631 5,790 3,572 408,285 498,525 498,488 507,887 20,096 10,697
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 805)
6,406 2,604 1,093 -11,522 -4,576 -4,023 -879 4,828 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.1 0.7 78.7 96.1 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 6 7 51 50 64 57
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,126
COMMITMENTS
3,927 3,939 417 131,314 127,921 135,658 132,277 5,468 8,849
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 8,142)
0 3,477 293 6,525 5,953 6,818 9,723 1,324 -1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.8 0.3 93.0 90.6 96.1 93.7 3.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 21 20 24 22
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,299
COMMITMENTS
0 242 62 58,729 60,385 58,791 60,689 5,508 3,610
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 543)
0 242 62 573 543 635 847 -92 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.1 91.3 93.9 91.4 94.4 8.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 19 15 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,793
COMMITMENTS
806 2,066 0 98,528 93,281 99,334 95,347 459 4,446
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 5,162)
806 0 0 4,480 5,038 5,286 5,038 -124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.1 0.0 98.7 93.5 99.5 95.5 0.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 15 14 17 15
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,930
COMMITMENTS
38,816 5,310 0 80,784 113,810 119,600 119,120 330 810
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,007)
806 0 0 2,201 3,007 3,007 3,007 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.4 0.0 67.4 94.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 2 0 26 41 40 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,924
COMMITMENTS
0 0 0 118,382 116,169 118,382 116,169 542 2,755
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 620)
0 0 0 770 496 770 496 -150 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 97.7 99.5 97.7 0.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 15 17 15 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 280,548
COMMITMENTS
2,713 441 1,268 273,373 273,369 277,354 275,078 3,194 5,470
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 4,395)
0 229 -72 6,615 4,779 6,543 4,936 -2,148 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.5 97.4 97.4 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 1 34 34 37 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,603
COMMITMENTS
756 0 1,532 59,191 63,781 61,479 65,313 8,124 4,290
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,946)
-400 0 310 1,853 2,670 1,763 2,980 183 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 2.2 85.0 91.6 88.3 93.8 11.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 13 15 15 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,288
COMMITMENTS
1,332 434 1,058 98,635 102,102 101,025 103,594 4,263 1,694
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,191)
0 0 0 1,098 1,371 1,098 1,371 93 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 1.0 93.7 97.0 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 18 22 20 24
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,974
COMMITMENTS
781 0 460 32,441 34,747 33,682 35,207 2,292 767
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,682)
363 0 -19 1,347 1,939 1,691 1,920 -9 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 1.3 90.2 96.6 93.6 97.9 6.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 16 19 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,723
COMMITMENTS
10,462 0 408 117,267 126,812 128,137 127,220 7,586 8,503
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 6,021)
-333 0 180 5,268 5,664 5,115 5,844 906 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.3 86.4 93.4 94.4 93.7 5.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 17 22 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,730
COMMITMENTS
0 0 0 107,881 111,324 107,881 111,324 6,849 3,406
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,626)
0 0 0 4,372 3,730 4,372 3,730 -746 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 97.0 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,341
COMMITMENTS
0 510 0 60,341 59,557 60,341 60,067 0 274
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 837)
0 0 0 837 713 837 713 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 98.7 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 11 11 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,892
COMMITMENTS
3,316 18 261 146,710 152,822 150,287 153,101 8,605 5,791
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,817)
620 18 261 2,916 2,500 3,797 2,779 -980 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.2 92.3 96.2 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 20 17 23 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,775
COMMITMENTS
0 4,653 7,594 140,421 139,837 148,015 152,084 9,760 5,691
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 527)
0 926 283 300 -841 583 368 -56 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 4.8 89.0 88.6 93.8 96.4 6.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 3 30 24 33 27
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,509
COMMITMENTS
6,121 4,046 376 168,956 175,446 175,453 179,868 8,056 3,641
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 4,882)
62 -974 310 5,023 6,390 5,395 5,726 -513 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.2 0.2 92.1 95.6 95.6 98.0 4.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 1 31 36 34 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,570
COMMITMENTS
1,718 0 0 99,157 96,995 100,875 96,995 3,695 7,575
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,136)
-62 0 0 1,778 986 1,716 986 420 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.8 92.8 96.5 92.8 3.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,457
COMMITMENTS
0 0 0 92,183 92,863 92,183 92,863 5,274 4,594
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,617)
0 0 0 3,679 4,191 3,679 4,191 -62 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 95.3 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 20 22 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,678
COMMITMENTS
0 0 0 57,393 61,205 57,393 61,205 6,285 2,473
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -2,282)
0 0 0 -2,392 -2,282 -2,392 -2,282 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 96.1 90.1 96.1 9.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 14 16 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 19,518
COMMITMENTS
0 810 0 18,978 16,868 18,978 17,678 540 1,840
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 682)
0 0 0 1,588 744 1,588 744 -906 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 97.2 86.4 97.2 90.6 2.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 14 12 14 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 146,342
COMMITMENTS
1,346 0 651 134,289 141,947 136,286 142,598 10,056 3,744
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 5,902)
763 0 0 5,264 5,781 6,027 5,781 -125 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.4 91.8 97.0 93.1 97.4 6.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 17 25 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,217
COMMITMENTS
0 0 0 63,936 74,155 63,936 74,155 13,281 3,062
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,066)
0 0 0 4,224 2,066 4,224 2,066 -2,158 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.8 96.0 82.8 96.0 17.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 101,005
COMMITMENTS
16,073 4,661 11,039 72,905 84,676 100,017 100,376 988 629
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 942)
-112 2 306 751 633 946 942 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 4.6 10.9 72.2 83.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 7 16 36 36 55 52
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,237
COMMITMENTS
3,450 350 400 31,387 34,487 35,237 35,237 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 967)
150 50 -150 967 1,067 967 967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 1.0 1.1 89.1 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 2 2 23 20 30 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,432
COMMITMENTS
325 1,025 300 20,807 20,107 21,432 21,432 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,115)
0 0 0 1,115 1,115 1,115 1,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.8 1.4 97.1 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 18 20 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 169,100
COMMITMENTS
8,715 26,492 4,046 156,282 138,532 169,043 169,070 57 30
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 976)
970 185 -595 601 1,371 976 961 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 15.7 2.4 92.4 81.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 8 6 39 36 47 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,001
COMMITMENTS
2,727 10,325 900 54,364 46,776 57,991 58,001 10 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 120)
41 50 0 79 70 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 17.8 1.6 93.7 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 5 5 19 22 30 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 28,051
COMMITMENTS
0 225 300 27,751 27,506 28,051 28,031 0 20
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,474)
0 0 0 1,474 1,474 1,474 1,474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.1 98.9 98.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 13 15 14 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,223
COMMITMENTS
1,775 3,650 510 55,779 53,858 58,064 58,018 159 205
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,660)
200 0 0 1,460 1,670 1,660 1,670 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.3 0.9 95.8 92.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 27 28 31 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 64,305
COMMITMENTS
1,795 1,250 360 61,941 62,635 64,096 64,245 209 60
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,755)
-10 25 100 1,665 1,630 1,755 1,755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.9 0.6 96.3 97.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 5 32 26 38 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,610
COMMITMENTS
1,607 20,250 344 63,587 44,889 65,538 65,483 72 127
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,165)
-250 2,500 205 1,210 -1,540 1,165 1,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 30.9 0.5 96.9 68.4 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,680
COMMITMENTS
2,547 20,850 0 86,132 65,560 88,679 86,410 1 2,270
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,210)
-250 2,500 0 2,460 -2,390 2,210 110 0 2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 23.5 0.0 97.1 73.9 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 0 30 26 33 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,307
COMMITMENTS
500 0 0 32,807 33,187 33,307 33,187 0 120
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,675)
-100 0 0 -973 -1,295 -1,073 -1,295 -602 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 20 22 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 35,593
COMMITMENTS
1,300 0 0 34,233 35,473 35,533 35,473 60 120
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -70)
-350 -420 0 540 617 190 197 -260 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.2 99.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 24 22 28 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,432
COMMITMENTS
5,436 110 1,950 14,832 20,077 22,218 22,137 214 295
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,525)
-100 -100 100 -295 -1,200 -295 -1,200 -1,230 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.5 8.7 66.1 89.5 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 3 19 22 25 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,021
COMMITMENTS
100 350 0 42,921 42,551 43,021 42,901 0 120
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,258)
0 -50 0 -538 -276 -538 -326 -720 -932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.0 99.8 98.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 25 24 26 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,471
COMMITMENTS
1,950 250 0 45,581 48,001 47,531 48,251 940 220
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -3,009)
-75 -600 -50 -2,679 -2,146 -2,804 -2,796 -205 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 0.0 94.0 99.0 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 0 26 21 28 24
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| 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 11/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,178
COMMITMENTS
1,875 1,715 175 51,128 51,228 53,178 53,118 0 60
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 84,567
COMMITMENTS
110 1,613 729 83,499 81,971 84,338 84,313 229 254
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,098)
110 415 -94 2,072 1,777 2,088 2,098 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 0.9 98.7 96.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 29 28 32 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 106,243
COMMITMENTS
2,550 1,346 1,267 101,997 103,371 105,814 105,984 429 259
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,650)
-1,404 213 490 4,544 2,932 3,630 3,635 20 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 1.2 96.0 97.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 8 5 29 31 37 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,174
COMMITMENTS
150 150 0 32,976 33,024 33,126 33,174 48 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,613)
50 50 0 2,543 2,563 2,593 2,613 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 99.4 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 13 13 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,104
COMMITMENTS
1,734 4,550 88 34,980 32,286 36,802 36,924 302 180
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -265)
-50 0 50 -265 -315 -265 -265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.3 0.2 94.3 87.0 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 23 17 26 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 39,587
COMMITMENTS
3,070 1,400 1,950 34,117 36,237 39,137 39,587 450 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 80)
-50 0 50 80 30 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.5 4.9 86.2 91.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 24 21 27 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,375
COMMITMENTS
150 2,925 100 44,065 41,345 44,315 44,370 60 5
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,955)
25 0 0 2,110 1,955 2,135 1,955 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 0.2 99.3 93.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 17 26 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,375
COMMITMENTS
150 2,310 0 37,156 34,925 37,306 37,235 69 140
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 1,415 1,185 1,415 1,185 -220 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.2 0.0 99.4 93.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 14 20 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,294
COMMITMENTS
1,715 2,195 87 25,123 24,992 26,925 27,274 369 20
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -251)
-300 0 0 49 -131 -251 -131 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 8.0 0.3 92.0 91.6 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 1 22 22 27 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,534
COMMITMENTS
1,303 865 320 21,806 22,249 23,429 23,434 105 100
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 143)
0 0 0 143 143 143 143 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.7 1.4 92.7 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,779
COMMITMENTS
340 6,960 1,045 52,158 45,709 53,543 53,714 236 65
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,093)
10 -166 3 2,085 2,235 2,098 2,073 -5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.9 1.9 97.0 85.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 29 25 34 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,344
COMMITMENTS
50 3,070 245 36,639 34,017 36,934 37,332 410 12
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 852)
0 370 0 782 472 782 842 70 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.2 0.7 98.1 91.1 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 26 21 29 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,547
COMMITMENTS
25 2,700 350 21,172 18,497 21,547 21,547 0 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.5 1.6 98.3 85.8 100.0 100.0 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 11/14/17 |
--------------------------------------------------------------| 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 13,780 15,805 15,405 15,805 420 20
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 415 0 415 0 -415 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 87.1 99.9 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 17 11 21 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,945
COMMITMENTS
1,420 0 0 14,265 15,925 15,685 15,925 260 20
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 0)
150 0 0 285 0 435 0 -435 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 89.5 99.9 98.4 99.9 1.6 0.1
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 736,341
COMMITMENTS
7,582 81,403 90,504 637,749 564,434 735,834 736,341 506 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -10,929)
-5,995 -2,518 -7,351 1,952 -1,060 -11,394 -10,929 465 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 11.1 12.3 86.6 76.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 5 19 19 24 25
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,760
COMMITMENTS
820 0 0 12,880 13,510 13,700 13,510 60 250
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,900
COMMITMENTS
820 0 0 15,020 15,650 15,840 15,650 60 250
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 94.5 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,760
COMMITMENTS
160 375 325 23,124 23,060 23,609 23,760 151 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,119)
-125 275 125 1,692 720 1,692 1,120 -573 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 1.4 97.3 97.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 19 16 22 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,527
COMMITMENTS
160 375 325 19,466 19,825 19,951 20,525 576 2
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 452)
-125 275 125 361 50 361 450 91 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.8 1.6 94.8 96.6 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 17 14 20 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,925
COMMITMENTS
0 50 0 8,895 8,745 8,895 8,795 30 130
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 355)
0 0 0 665 355 665 355 -310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.7 98.0 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,485
COMMITMENTS
0 0 0 7,455 7,355 7,455 7,355 30 130
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 98.3 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 12 14 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,524
COMMITMENTS
480 2,510 2 22,995 21,012 23,477 23,524 47 0
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 310)
0 1,800 0 305 -1,490 305 310 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.7 0.0 97.8 89.3 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,227
COMMITMENTS
480 2,535 2 23,703 21,675 24,185 24,212 42 15
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 230)
0 1,800 0 225 -1,570 225 230 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.5 0.0 97.8 89.5 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,246
COMMITMENTS
2,950 5,245 475 104,651 102,480 108,076 108,200 170 46
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 881)
1,910 -130 -145 -884 1,156 881 881 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.8 0.4 96.7 94.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 4 34 35 40 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,129
COMMITMENTS
3,285 7,090 180 117,499 113,817 120,964 121,087 165 42
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,203)
1,910 170 -145 -242 1,248 1,523 1,273 -320 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.9 0.1 97.0 94.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 8 4 38 32 43 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 226,421
COMMITMENTS
29,020 22,169 20,020 176,233 183,318 225,274 225,507 1,147 914
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,702)
1,068 -650 915 -69 1,808 1,914 2,074 788 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 9.8 8.8 77.8 81.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 19 24 42 45 71 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,844
COMMITMENTS
2,895 25 50 37,606 40,744 40,551 40,819 293 25
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 790)
470 0 0 320 790 790 790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.1 0.1 92.1 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 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,584
COMMITMENTS
2,595 25 115 35,611 38,419 38,321 38,559 263 25
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 760)
470 0 0 290 760 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.1 0.3 92.3 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 17, 2017