CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,570
COMMITMENTS
390 125 0 6,175 6,441 6,565 6,566 5 4
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,684
COMMITMENTS
13,515 22,653 20 34,149 25,011 47,684 47,684 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -200)
-200 -200 0 0 0 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 47.5 0.0 71.6 52.5 100.0 100.0 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 78,211
COMMITMENTS
5,590 6,492 8,782 63,808 62,937 78,180 78,211 31 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,150)
150 504 -192 1,191 837 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.3 11.2 81.6 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 10 9 17 14 32 26
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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 11/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,018
COMMITMENTS
2,221 255 1,344 31,453 33,420 35,018 35,018 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 415)
40 4 10 365 400 415 415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.7 3.8 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,442
COMMITMENTS
5,713 21,233 387 31,342 15,822 37,442 37,442 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -100)
100 400 0 -200 -500 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 56.7 1.0 83.7 42.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 9 2 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,452
COMMITMENTS
5,192 12,220 0 21,260 14,232 26,452 26,452 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 545)
750 1,050 0 -205 -505 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 46.2 0.0 80.4 53.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 0 7 5 11 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,480
COMMITMENTS
13,259 11,150 200 15,021 17,130 28,480 28,480 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 130)
-44 0 0 175 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 39.2 0.7 52.7 60.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 1 11 7 17 12
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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
9,845 5,600 100 10,493 14,738 20,438 20,438 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 0)
-450 0 0 450 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 27.4 0.5 51.3 72.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 7 6 14 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 54,183
COMMITMENTS
5,009 3,475 255 48,918 50,453 54,183 54,183 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 367)
0 -68 -11 378 445 367 367 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.4 0.5 90.3 93.1 100.0 100.0 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,119,166
COMMITMENTS
890,991 35,846 664,936 3535030 4407032 5090957 5107814 28,209 11,352
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 34,789)
-56,132 -1,417 -14,829 110,501 54,440 39,540 38,194 -4,751 -3,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.7 13.0 69.1 86.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
65 19 62 131 113 208 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,416,862
COMMITMENTS
30,699 48,219 739,394 643,751 628,288 1413844 1415901 3,018 961
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -20,784)
-9,926 4,390 -12,970 2,267 -11,441 -20,630 -20,021 -154 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.4 52.2 45.4 44.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 20 28 53 53 83 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,316
COMMITMENTS
9,042 6,166 7,054 197,393 205,159 213,489 218,379 10,827 5,937
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 6,281)
713 -380 847 5,341 5,832 6,901 6,299 -620 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.7 3.1 88.0 91.5 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 3 33 29 37 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 117,449
COMMITMENTS
925 3,680 4,990 105,730 104,792 111,645 113,462 5,804 3,987
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,750)
573 734 1,772 369 -190 2,714 2,316 36 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 4.2 90.0 89.2 95.1 96.6 4.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 26 26 30 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,843
COMMITMENTS
335 859 3,239 229,050 225,607 232,624 229,705 9,219 12,138
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,479)
-1,432 403 816 4,608 -468 3,992 751 -1,513 1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 1.3 94.7 93.3 96.2 95.0 3.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 24 23 27 26
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 849,042
COMMITMENTS
457 16,684 2,696 835,078 826,961 838,231 846,341 10,811 2,701
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 8,901)
457 -795 -388 7,567 9,789 7,636 8,606 1,265 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.3 98.4 97.4 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 3 48 33 51 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 408,036
COMMITMENTS
5,363 2,465 1,392 384,150 398,368 390,905 402,225 17,131 5,811
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 12,336)
995 1,819 -199 19,051 8,243 19,847 9,863 -7,511 2,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 0.3 94.1 97.6 95.8 98.6 4.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 2 3 35 43 39 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,408
COMMITMENTS
580 34 1,555 353,052 356,923 355,187 358,512 8,221 4,896
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -213)
453 -155 113 -965 450 -399 408 186 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.4 97.2 98.2 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 1 2 43 41 45 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,893
COMMITMENTS
3,060 1,150 963 223,776 227,664 227,799 229,777 11,094 9,116
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 12,396)
137 737 -79 14,127 11,012 14,185 11,670 -1,789 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 0.4 93.7 95.3 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 3 35 34 39 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,490
COMMITMENTS
0 3,133 0 74,599 70,702 74,599 73,835 3,891 4,655
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,018)
0 2,027 -292 3,107 313 2,815 2,048 -797 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 95.0 90.1 95.0 94.1 5.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 23 22 23 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,779
COMMITMENTS
0 1,023 0 32,340 32,894 32,340 33,917 2,439 862
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,295)
0 1,023 0 5,078 4,254 5,078 5,277 217 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 93.0 94.6 93.0 97.5 7.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 14 16 14 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,430
COMMITMENTS
861 618 1,292 118,528 123,722 120,681 125,632 5,749 798
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 4,306)
861 -216 -705 5,177 9,389 5,333 8,468 -1,027 -4,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 1.0 93.7 97.9 95.5 99.4 4.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 19 21 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,123
COMMITMENTS
0 0 0 155,432 161,694 155,432 161,694 10,691 4,429
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,664)
0 0 0 3,346 3,464 3,346 3,464 318 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 97.3 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 22 26 22 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,813
COMMITMENTS
1,506 0 793 96,472 94,038 98,771 94,831 3,042 6,982
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,257)
242 0 0 2,133 2,195 2,375 2,195 -118 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.8 94.8 92.4 97.0 93.1 3.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 15 18 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,640
COMMITMENTS
21,089 210 0 16,641 37,250 37,730 37,460 910 1,180
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 9,300)
7,409 0 0 1,641 9,110 9,050 9,110 250 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 0.5 0.0 43.1 96.4 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 11 23 15 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 522,860
COMMITMENTS
88,146 5,879 3,680 417,141 505,122 508,967 514,681 13,893 8,179
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 4,276)
1,515 89 108 8,856 6,597 10,479 6,794 -6,203 -2,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.1 0.7 79.8 96.6 97.3 98.4 2.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 6 7 52 52 65 60
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,387
COMMITMENTS
3,927 5,169 356 138,681 133,276 142,964 138,801 3,423 7,586
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,261)
0 1,230 -61 7,367 5,355 7,306 6,524 -2,045 -1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.5 0.2 94.7 91.0 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 25 23 28 25
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,815
COMMITMENTS
0 248 93 66,029 66,195 66,122 66,536 2,693 2,279
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 4,516)
0 6 31 7,300 5,810 7,331 5,847 -2,815 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.1 96.0 96.2 96.1 96.7 3.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 21 18 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,953
COMMITMENTS
13,051 2,748 0 126,034 134,862 139,085 137,610 868 2,343
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 40,160)
12,245 682 0 27,506 41,581 39,751 42,263 409 -2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.0 0.0 90.1 96.4 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 0 22 27 27 29
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,858
COMMITMENTS
53,169 7,108 0 111,925 158,060 165,094 165,168 764 690
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 45,928)
14,353 1,798 0 31,141 44,250 45,494 46,048 434 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 4.3 0.0 67.5 95.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 2 0 26 40 41 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,777
COMMITMENTS
0 0 0 124,111 122,048 124,111 122,048 666 2,729
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,853)
0 0 0 5,729 5,879 5,729 5,879 124 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 97.8 99.5 97.8 0.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 17 20 17 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 278,387
COMMITMENTS
3,240 167 1,303 270,771 271,292 275,314 272,762 3,073 5,625
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -2,161)
527 -274 35 -2,602 -2,077 -2,040 -2,316 -121 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.5 97.3 97.5 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 1 34 34 38 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,813
COMMITMENTS
1,467 0 1,314 62,126 65,839 64,907 67,153 6,906 4,660
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,210)
711 0 -218 2,935 2,058 3,428 1,840 -1,218 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.8 86.5 91.7 90.4 93.5 9.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 15 14 17 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,286
COMMITMENTS
1,816 1,395 996 101,360 104,437 104,172 106,828 4,114 1,458
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,998)
484 961 -62 2,725 2,335 3,147 3,234 -149 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 0.9 93.6 96.4 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 19 23 20 27
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,987
COMMITMENTS
1,471 0 275 34,144 38,457 35,890 38,732 4,097 1,255
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 4,013)
690 0 -185 1,703 3,710 2,208 3,525 1,805 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.7 85.4 96.2 89.8 96.9 10.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 18 18 19
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,381
COMMITMENTS
11,234 0 408 118,339 128,926 129,981 129,334 7,400 8,047
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,658)
772 0 0 1,072 2,114 1,844 2,114 -186 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.3 86.1 93.8 94.6 94.1 5.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 1 21 18 25 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,807
COMMITMENTS
0 0 0 108,708 112,122 108,708 112,122 7,099 3,685
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,077)
0 0 0 827 798 827 798 250 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 96.8 93.9 96.8 6.1 3.2
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,697
COMMITMENTS
0 758 0 62,697 61,665 62,697 62,423 0 274
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,356)
0 248 0 2,356 2,108 2,356 2,356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 100.0 98.4 100.0 99.6 0.0 0.4
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,921
COMMITMENTS
3,130 173 261 148,452 155,932 151,843 156,366 9,078 4,555
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,029)
-186 155 0 1,742 3,110 1,556 3,265 473 -1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 0.2 92.3 96.9 94.4 97.2 5.6 2.8
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 169,959
COMMITMENTS
0 6,558 7,376 152,336 150,828 159,712 164,762 10,247 5,197
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 12,184)
0 1,905 -218 11,915 10,991 11,697 12,678 487 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 4.3 89.6 88.7 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 3 30 22 33 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,621
COMMITMENTS
1,022 277 0 14,808 15,428 15,830 15,705 791 916
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.7 0.0 89.1 92.8 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 11 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 189,307
COMMITMENTS
4,351 4,097 521 176,200 180,946 181,072 185,564 8,235 3,743
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,798)
-1,770 51 145 7,244 5,500 5,619 5,696 179 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.2 0.3 93.1 95.6 95.6 98.0 4.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 1 32 34 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 106,204
COMMITMENTS
1,625 0 0 100,644 98,627 102,269 98,627 3,935 7,577
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,634)
-93 0 0 1,487 1,632 1,394 1,632 240 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.8 92.9 96.3 92.9 3.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 22 26 23 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 106,095
COMMITMENTS
0 0 0 101,439 101,917 101,439 101,917 4,656 4,178
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 8,638)
0 0 0 9,256 9,054 9,256 9,054 -618 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 96.1 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 21 23 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,410
COMMITMENTS
0 0 0 58,488 61,971 58,488 61,971 5,922 2,439
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 732)
0 0 0 1,095 766 1,095 766 -363 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 96.2 90.8 96.2 9.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 17 17 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 24,673
COMMITMENTS
103 510 300 23,637 22,859 24,040 23,669 633 1,004
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,155)
103 -300 300 4,659 5,991 5,062 5,991 93 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 1.2 95.8 92.6 97.4 95.9 2.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 14 13 15 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 152,710
COMMITMENTS
1,346 0 651 140,385 148,129 142,382 148,780 10,328 3,930
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 6,368)
0 0 0 6,096 6,182 6,096 6,182 272 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.4 91.9 97.0 93.2 97.4 6.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 23 18 25 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,632
COMMITMENTS
0 0 0 67,387 75,730 67,387 75,730 10,245 1,902
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 415)
0 0 0 3,451 1,575 3,451 1,575 -3,036 -1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 97.5 86.8 97.5 13.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 104,157
COMMITMENTS
15,631 4,677 12,419 75,148 86,479 103,199 103,576 958 582
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,152)
-442 16 1,380 2,243 1,803 3,182 3,200 -30 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.5 11.9 72.1 83.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 9 18 35 36 55 54
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,484
COMMITMENTS
3,525 350 400 32,559 35,734 36,484 36,484 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,247)
75 0 0 1,172 1,247 1,247 1,247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.0 1.1 89.2 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,211
COMMITMENTS
425 925 400 21,386 20,886 22,211 22,211 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 778)
100 -100 100 578 778 778 778 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.2 1.8 96.3 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 18 19 20 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 174,975
COMMITMENTS
9,096 25,393 4,470 161,296 145,112 174,862 174,975 113 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 5,875)
381 -1,099 424 5,014 6,580 5,819 5,905 56 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.5 2.6 92.2 82.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 7 6 39 37 47 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,007
COMMITMENTS
3,252 10,500 1,025 53,720 46,482 57,997 58,007 10 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 6)
525 175 125 -644 -294 6 6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 18.1 1.8 92.6 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 5 5 17 23 29 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,706
COMMITMENTS
0 300 300 27,406 27,086 27,706 27,686 0 20
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -345)
0 75 0 -345 -420 -345 -345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.1 98.9 97.8 100.0 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 60,433
COMMITMENTS
1,685 3,875 540 58,049 55,823 60,274 60,238 159 195
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,210)
-90 225 30 2,270 1,965 2,210 2,220 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.4 0.9 96.1 92.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 3 27 28 31 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,644
COMMITMENTS
1,390 1,365 375 63,600 63,654 65,365 65,394 279 250
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,339)
-405 115 15 1,659 1,019 1,269 1,149 70 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 0.6 96.9 97.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 5 31 26 37 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,990
COMMITMENTS
1,807 20,250 344 63,767 45,269 65,918 65,863 72 127
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 380)
200 0 0 180 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 30.7 0.5 96.6 68.6 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,145
COMMITMENTS
2,772 20,850 0 89,372 71,125 92,144 91,975 1 170
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,465)
225 0 0 3,240 5,565 3,465 5,565 0 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 22.6 0.0 97.0 77.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 0 30 26 34 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,279
COMMITMENTS
500 0 0 31,774 32,159 32,274 32,159 5 120
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,028)
0 0 0 -1,033 -1,028 -1,033 -1,028 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.4 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 19 22 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,818
COMMITMENTS
1,275 300 0 33,483 34,398 34,758 34,698 60 120
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -775)
-25 300 0 -750 -1,075 -775 -775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.9 0.0 96.2 98.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 24 22 28 23
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,577
COMMITMENTS
5,346 110 2,050 14,967 20,122 22,363 22,282 214 295
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 145)
-90 0 100 135 45 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 0.5 9.1 66.3 89.1 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 3 20 22 26 26
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,994
COMMITMENTS
300 399 800 5,754 5,470 6,854 6,669 140 325
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.7 11.4 82.3 78.2 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 14 11 18 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,739
COMMITMENTS
100 350 0 41,639 41,269 41,739 41,619 0 120
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,282)
0 0 0 -1,282 -1,282 -1,282 -1,282 0 0
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,509
COMMITMENTS
1,950 610 0 45,624 47,649 47,574 48,259 935 250
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 38)
0 360 0 43 -352 43 8 -5 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.3 0.0 94.1 98.2 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 0 26 21 28 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,934
COMMITMENTS
1,135 215 335 45,284 46,304 46,754 46,854 180 80
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.7 96.5 98.7 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,638
COMMITMENTS
1,875 1,715 175 51,588 51,688 53,638 53,578 0 60
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 460)
0 0 0 460 460 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 0.3 96.2 96.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 23 16 25 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 85,469
COMMITMENTS
330 1,515 731 84,179 82,969 85,240 85,215 229 254
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 902)
220 -98 2 680 998 902 902 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 0.9 98.5 97.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 28 28 31 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 108,293
COMMITMENTS
2,760 2,374 722 104,397 104,953 107,879 108,049 414 244
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,050)
210 1,028 -545 2,400 1,582 2,065 2,065 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.2 0.7 96.4 96.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 7 4 29 32 37 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,537
COMMITMENTS
175 200 0 33,314 33,337 33,489 33,537 48 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 363)
25 50 0 338 313 363 363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 99.3 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 14 13 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,874
COMMITMENTS
1,754 2,150 338 34,480 34,206 36,572 36,694 302 180
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -230)
20 -2,400 250 -500 1,920 -230 -230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.8 0.9 93.5 92.8 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 23 19 27 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,747
COMMITMENTS
6,495 1,400 600 35,192 40,747 42,287 42,747 460 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,160)
3,425 0 -1,350 1,075 4,510 3,150 3,160 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 3.3 1.4 82.3 95.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 24 22 27 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,725
COMMITMENTS
150 2,865 160 44,345 41,695 44,655 44,720 70 5
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 350)
0 -60 60 280 350 340 350 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.4 0.4 99.2 93.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 23 17 25 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,630
COMMITMENTS
150 2,310 0 37,411 35,190 37,561 37,500 69 130
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 265 255 265 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.1 0.0 99.4 93.5 99.8 99.7 0.2 0.3
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,454
COMMITMENTS
1,715 2,195 87 26,018 26,127 27,820 28,409 634 45
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,160)
0 0 0 895 1,135 895 1,135 265 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.7 0.3 91.4 91.8 97.8 99.8 2.2 0.2
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,309
COMMITMENTS
1,303 865 320 22,401 23,024 24,024 24,209 285 100
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 775)
0 0 0 595 775 595 775 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.6 1.3 92.2 94.7 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,333
COMMITMENTS
345 6,710 1,090 52,672 46,507 54,107 54,308 226 25
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 554)
5 -250 45 514 799 564 594 -10 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.4 2.0 96.9 85.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 28 25 33 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,907
COMMITMENTS
85 2,620 295 38,117 35,980 38,497 38,895 410 12
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,563)
35 -450 50 1,478 1,963 1,563 1,563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.7 0.8 98.0 92.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 25 20 29 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,808
COMMITMENTS
200 2,700 350 21,258 18,758 21,808 21,808 0 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 261)
175 0 0 86 261 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 12.4 1.6 97.5 86.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 1 14 15 18 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| 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 11/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 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 11/21/17 |
--------------------------------------------------------------| 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 11/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 745,637
COMMITMENTS
8,178 77,290 98,007 638,863 570,095 745,048 745,391 589 245
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 9,296)
597 -4,113 7,503 1,114 5,661 9,214 9,051 82 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.4 13.1 85.7 76.5 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,160
COMMITMENTS
820 0 0 13,280 13,910 14,100 13,910 60 250
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 93.8 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,300
COMMITMENTS
820 0 0 15,420 16,050 16,240 16,050 60 250
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 94.6 98.5 99.6 98.5 0.4 1.5
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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,915
COMMITMENTS
160 425 325 23,279 23,165 23,764 23,915 151 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 155)
0 50 0 155 105 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.8 1.4 97.3 96.9 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,862
COMMITMENTS
160 425 325 19,801 20,110 20,286 20,860 576 2
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 335)
0 50 0 335 285 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.0 1.6 94.9 96.4 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 11/21/17 |
--------------------------------------------------------------| 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 11/14/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,520
COMMITMENTS
0 0 0 7,490 7,390 7,490 7,390 30 130
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 35)
0 0 0 35 35 35 35 0 0
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: 21)
0 0 0 14 13 14 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,884
COMMITMENTS
480 2,990 2 25,355 22,892 25,837 25,884 47 0
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,360)
0 480 0 2,360 1,880 2,360 2,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.6 0.0 98.0 88.4 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,600
COMMITMENTS
480 3,015 2 26,081 23,555 26,563 26,572 37 28
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,373)
0 480 0 2,378 1,880 2,378 2,360 -5 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.3 0.0 98.0 88.6 99.9 99.9 0.1 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,945
COMMITMENTS
3,380 5,005 715 106,620 105,179 110,715 110,899 230 46
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 2,699)
430 -240 240 1,969 2,699 2,639 2,699 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.5 0.6 96.1 94.8 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 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,193
COMMITMENTS
3,820 6,565 480 120,668 118,106 124,968 125,151 225 42
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 4,064)
535 -525 300 3,169 4,289 4,004 4,064 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.2 0.4 96.4 94.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 7 5 38 31 44 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 245,135
COMMITMENTS
24,101 17,171 24,401 192,414 202,629 240,916 244,202 4,218 933
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 18,714)
-4,919 -4,997 4,381 16,181 19,311 15,643 18,695 3,071 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.0 10.0 78.5 82.7 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 20 24 43 46 69 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,129
COMMITMENTS
2,795 75 90 36,951 39,939 39,836 40,104 293 25
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -715)
-100 50 40 -655 -805 -715 -715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.2 0.2 92.1 99.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 22 15 28 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,934
COMMITMENTS
2,645 75 115 34,911 37,719 37,671 37,909 263 25
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -650)
50 50 0 -700 -700 -650 -650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.2 0.3 92.0 99.4 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 24, 2017