CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| 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
395 125 0 6,170 6,445 6,565 6,570 5 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.9 0.0 93.9 98.1 99.9 100.0 0.1 0.0
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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,734
COMMITMENTS
13,665 22,553 20 34,049 25,161 47,734 47,734 0 0
CHANGES FROM 11/28/17 (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 47.2 0.0 71.3 52.7 100.0 100.0 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 81,603
COMMITMENTS
5,942 6,150 10,053 65,572 65,400 81,567 81,603 36 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 4,000)
212 -72 788 2,995 3,284 3,995 4,000 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.5 12.3 80.4 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 10 10 17 14 33 27
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,149
COMMITMENTS
2,539 886 0 31,605 33,263 34,144 34,149 5 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -100)
-100 0 0 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.6 0.0 92.6 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,306
COMMITMENTS
2,699 274 2,137 31,470 33,895 36,306 36,306 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,156)
313 23 708 135 425 1,156 1,156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.8 5.9 86.7 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 2 9 9 17 13
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,442
COMMITMENTS
5,713 21,683 387 32,342 16,372 38,442 38,442 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 56.4 1.0 84.1 42.6 100.0 100.0 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,852
COMMITMENTS
5,092 13,020 0 21,760 13,832 26,852 26,852 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 300)
-100 600 0 400 -300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 48.5 0.0 81.0 51.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 9 0 6 5 10 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,237
COMMITMENTS
12,962 11,150 200 15,075 16,887 28,237 28,237 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -108)
-148 0 0 40 -108 -108 -108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 39.5 0.7 53.4 59.8 100.0 100.0 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,738
COMMITMENTS
9,745 5,600 100 10,893 15,038 20,738 20,738 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 150)
-100 0 0 250 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 27.0 0.5 52.5 72.5 100.0 100.0 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 55,159
COMMITMENTS
5,105 3,471 2,824 47,230 48,864 55,159 55,159 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,286)
100 7 1,865 321 414 2,286 2,286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.3 5.1 85.6 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 7 3 13 12 19 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,045,932
COMMITMENTS
735,790 86,951 800,407 3476669 4152528 5012866 5039886 33,066 6,046
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -229,272)
-71,746 26,363 -2,170 -147,467 -226,652 -221,383 -202,459 -7,889 -26,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 1.7 15.9 68.9 82.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
53 24 61 135 108 205 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,389,014
COMMITMENTS
10,613 35,859 775,736 599,901 574,673 1386251 1386268 2,763 2,746
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 25,530)
505 9,361 30,175 -4,934 -15,743 25,747 23,793 -217 1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.6 55.8 43.2 41.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 15 26 54 52 81 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,789
COMMITMENTS
9,053 6,417 7,997 205,117 217,140 222,167 231,554 13,622 4,235
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 8,586)
373 9 -354 10,020 10,538 10,039 10,193 -1,453 -1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.7 3.4 87.0 92.1 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 4 31 27 36 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,069
COMMITMENTS
248 2,177 4,164 101,904 99,336 106,316 105,677 3,753 4,392
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -9,375)
-215 -1,485 -399 -6,895 -8,275 -7,509 -10,159 -1,866 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 3.8 92.6 90.2 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 28 26 30 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,287
COMMITMENTS
0 1,339 3,436 225,538 225,693 228,974 230,468 13,313 11,819
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,981)
-412 485 687 -7,189 -3,312 -6,914 -2,140 3,933 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.4 93.1 93.2 94.5 95.1 5.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 25 24 27 26
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,807
COMMITMENTS
684 15,070 2,091 806,320 798,367 809,095 815,528 8,712 2,279
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -32,618)
-362 -1,118 -1,137 -30,053 -29,056 -31,552 -31,311 -1,066 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.3 98.6 97.6 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 2 3 48 33 51 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 411,505
COMMITMENTS
6,080 0 240 386,903 399,867 393,223 400,107 18,282 11,398
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -12,337)
776 -1,711 -1,613 -14,875 -14,559 -15,712 -17,883 3,375 5,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.1 94.0 97.2 95.6 97.2 4.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 0 1 33 41 36 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,207
COMMITMENTS
2,234 1,883 1,628 332,019 336,697 335,881 340,208 8,326 3,999
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -26,513)
1,335 0 35 -28,112 -25,672 -26,742 -25,637 229 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.5 96.5 97.8 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 2 39 34 42 37
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,621
COMMITMENTS
2,596 1,911 1,646 217,666 224,590 221,908 228,147 15,713 9,474
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,668)
1,034 -1,736 764 -12,828 -6,391 -11,030 -7,363 4,362 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 0.7 91.6 94.5 93.4 96.0 6.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 29 27 32 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,228
COMMITMENTS
0 923 0 70,932 67,319 70,932 68,242 3,296 5,986
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -4,758)
0 -376 0 -4,161 -5,461 -4,161 -5,837 -597 1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.6 90.7 95.6 91.9 4.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 20 21 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,064
COMMITMENTS
0 1,085 0 24,545 25,937 24,545 27,022 3,519 1,042
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -7,366)
0 0 0 -8,198 -7,732 -8,198 -7,732 832 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 87.5 92.4 87.5 96.3 12.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 13 9 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,999
COMMITMENTS
1,780 941 1,018 120,939 125,018 123,737 126,977 5,262 2,022
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 3,876)
1,043 292 -315 3,728 2,675 4,456 2,652 -580 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 0.8 93.8 96.9 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 19 18 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,914
COMMITMENTS
0 2,260 0 145,119 150,843 145,119 153,103 11,795 3,811
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -9,481)
0 2,260 0 -10,619 -10,848 -10,619 -8,588 1,138 -893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 92.5 96.1 92.5 97.6 7.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 23 20 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,027
COMMITMENTS
917 0 793 88,642 88,061 90,352 88,854 3,675 5,173
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -7,972)
-589 0 0 -8,016 -6,287 -8,605 -6,287 633 -1,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.8 94.3 93.7 96.1 94.5 3.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 14 15 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,838
COMMITMENTS
12,059 0 0 10,376 22,032 22,435 22,032 403 806
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -16,980)
-10,890 -210 0 -5,490 -16,481 -16,380 -16,691 -600 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 0.0 0.0 45.4 96.5 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 0 6 18 11 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 481,313
COMMITMENTS
62,899 2,998 3,073 404,590 465,222 470,562 471,293 10,751 10,020
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -46,717)
-26,719 -2,895 -528 -15,240 -44,226 -42,487 -47,649 -4,230 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.6 0.6 84.1 96.7 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 3 6 45 43 57 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,566
COMMITMENTS
4,592 4,381 938 134,774 131,507 140,304 136,826 4,262 7,740
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -8,628)
665 -2,122 377 -10,413 -7,220 -9,371 -8,965 743 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 0.6 93.2 91.0 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 23 22 26 25
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,154
COMMITMENTS
1,768 378 574 66,989 67,367 69,331 68,319 1,823 2,835
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,362)
-186 -56 149 -1,511 -2,562 -1,548 -2,469 186 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.8 94.1 94.7 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 15 15 17 17
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,251
COMMITMENTS
26,257 4,712 0 76,126 97,001 102,383 101,713 868 1,538
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -74,821)
-36,994 -4,196 -1,171 -36,695 -69,619 -74,860 -74,986 39 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 4.6 0.0 73.7 93.9 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 5 0 25 30 33 35
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,542
COMMITMENTS
0 0 0 113,506 112,372 113,506 112,372 1,036 2,170
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -11,940)
0 0 0 -12,488 -10,916 -12,488 -10,916 548 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.1 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 13 19 13 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,408
COMMITMENTS
2,158 1,042 940 264,334 262,823 267,432 264,805 2,976 5,603
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -11,309)
-1,420 170 -183 -9,578 -11,727 -11,181 -11,740 -128 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.3 97.8 97.2 98.9 97.9 1.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 35 34 37 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,965
COMMITMENTS
2,038 0 420 64,332 69,322 66,790 69,742 7,175 4,223
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -130)
1,101 -53 -1,143 189 1,503 147 307 -277 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.6 87.0 93.7 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 13 14 15 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,181
COMMITMENTS
960 0 1,120 101,497 103,825 103,577 104,945 2,604 1,236
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,239)
0 -1,612 0 -4,477 -4,262 -4,477 -5,874 -1,762 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 1.1 95.6 97.8 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 19 21 20 22
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,095
COMMITMENTS
2,245 0 206 27,385 31,315 29,836 31,521 3,259 1,574
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -10,263)
125 0 31 -10,577 -10,396 -10,421 -10,365 158 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.6 82.7 94.6 90.2 95.2 9.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 15 10 17 12
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,435
COMMITMENTS
9,515 0 498 112,287 121,375 122,300 121,873 7,135 7,562
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -8,964)
-1,428 0 0 -7,049 -8,583 -8,477 -8,583 -487 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.4 86.8 93.8 94.5 94.2 5.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 16 22 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,868
COMMITMENTS
0 0 0 102,137 106,174 102,137 106,174 7,731 3,694
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,156)
0 0 0 -6,757 -6,227 -6,757 -6,227 601 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 96.6 93.0 96.6 7.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 15 19 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,538
COMMITMENTS
2,061 0 0 141,986 148,718 144,047 148,718 9,491 4,820
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -7,757)
-1,447 -111 -1,170 -6,481 -7,435 -9,098 -8,716 1,341 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 92.5 96.9 93.8 96.9 6.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 16 20 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,454
COMMITMENTS
0 5,953 7,583 149,474 147,073 157,057 160,609 7,397 3,845
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -7,729)
0 -120 307 -6,105 -6,409 -5,798 -6,222 -1,931 -1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 4.6 90.9 89.4 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 28 24 31 28
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,824
COMMITMENTS
4,938 3,535 894 169,192 175,998 175,024 180,427 7,800 2,397
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,086)
587 49 189 -6,489 -4,817 -5,713 -4,579 -373 -1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.9 0.5 92.5 96.3 95.7 98.7 4.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 1 31 33 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 99,191
COMMITMENTS
1,855 0 0 94,234 92,466 96,089 92,466 3,102 6,725
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -8,347)
323 0 0 -7,688 -7,588 -7,365 -7,588 -982 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.0 93.2 96.9 93.2 3.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 22 23 24 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 103,526
COMMITMENTS
0 0 0 99,035 100,486 99,035 100,486 4,491 3,040
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -5,391)
0 0 0 -4,734 -4,625 -4,734 -4,625 -657 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.1 95.7 97.1 4.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 20 21 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 60,832
COMMITMENTS
0 0 0 56,319 58,028 56,319 58,028 4,513 2,804
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -4,323)
0 0 0 -2,576 -4,747 -2,576 -4,747 -1,747 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 95.4 92.6 95.4 7.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 13 16 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 18,213
COMMITMENTS
217 0 0 15,010 15,829 15,227 15,829 2,986 2,384
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,243)
217 -810 -31 -8,776 -6,627 -8,590 -7,468 2,347 1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 82.4 86.9 83.6 86.9 16.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 8 13 9 13
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 154,655
COMMITMENTS
0 0 0 138,746 151,087 138,746 151,087 15,909 3,568
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,894)
-1,346 0 -651 -5,264 -1,042 -7,261 -1,693 5,367 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.7 97.7 89.7 97.7 10.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 15 20 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,147
COMMITMENTS
1,761 0 0 51,468 60,046 53,229 60,046 8,918 2,101
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -16,719)
279 0 0 -16,626 -16,949 -16,347 -16,949 -372 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 82.8 96.6 85.7 96.6 14.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 15 17 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 98,064
COMMITMENTS
12,890 4,439 12,149 72,088 80,953 97,127 97,541 937 523
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -4,715)
-2,981 -81 226 -1,939 -4,779 -4,694 -4,634 -21 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.5 12.4 73.5 82.6 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 9 17 36 35 56 52
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,608
COMMITMENTS
2,750 400 775 32,083 34,433 35,608 35,608 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -800)
-800 50 300 -300 -1,150 -800 -800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.1 2.2 90.1 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 2 3 22 19 29 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 20,973
COMMITMENTS
350 625 425 20,198 19,923 20,973 20,973 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,251)
-100 -300 25 -1,176 -976 -1,251 -1,251 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.0 2.0 96.3 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 20 17 22 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 172,111
COMMITMENTS
10,317 23,978 4,033 157,481 143,880 171,831 171,891 280 220
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -4,135)
826 -1,245 -222 -4,938 -2,878 -4,334 -4,345 199 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 13.9 2.3 91.5 83.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 6 4 39 35 49 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,348
COMMITMENTS
2,557 10,650 1,550 51,881 44,148 55,988 56,348 360 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -622)
-995 150 550 -527 -1,322 -972 -622 350 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 18.9 2.8 92.1 78.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 5 6 20 23 32 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,052
COMMITMENTS
0 450 300 30,732 29,927 31,032 30,677 20 375
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,875)
0 75 0 2,855 2,445 2,855 2,520 20 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.0 99.0 96.4 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 11 15 12 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 61,366
COMMITMENTS
1,705 5,000 445 59,069 55,731 61,219 61,176 147 190
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,787)
120 975 -95 -1,800 -2,662 -1,775 -1,782 -12 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.1 0.7 96.3 90.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 3 27 27 31 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 66,577
COMMITMENTS
1,130 2,595 135 65,040 63,597 66,305 66,327 272 250
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -712)
-210 1,100 -190 -305 -1,622 -705 -712 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.9 0.2 97.7 95.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 8 1 31 26 33 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,484
COMMITMENTS
1,771 20,250 445 61,217 42,689 63,433 63,384 51 100
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -3,151)
94 0 -4 -3,220 -3,120 -3,130 -3,124 -21 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 31.9 0.7 96.4 67.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 25 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 90,180
COMMITMENTS
2,691 20,850 55 87,434 69,125 90,180 90,030 0 150
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,715)
49 0 0 -2,763 -2,695 -2,714 -2,695 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 23.1 0.1 97.0 76.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 1 28 27 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,324
COMMITMENTS
500 0 0 32,819 33,204 33,319 33,204 5 120
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 685)
0 0 0 685 685 685 685 0 0
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: 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 35,798
COMMITMENTS
1,275 515 25 34,438 35,258 35,738 35,798 60 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 1,045)
0 0 0 1,045 1,045 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.4 0.1 96.2 98.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 23 20 28 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,985
COMMITMENTS
1,250 100 0 9,735 10,885 10,985 10,985 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.9 0.0 88.6 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 14 11 17 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,431
COMMITMENTS
6,060 210 1,900 15,257 21,026 23,217 23,136 214 295
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 200)
300 0 0 -100 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 0.9 8.1 65.1 89.7 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 21 22 27 27
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,994
COMMITMENTS
300 499 800 5,754 5,370 6,854 6,669 140 325
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 0)
0 100 0 0 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.1 11.4 82.3 76.8 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 11 18 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,223
COMMITMENTS
100 350 0 42,123 41,753 42,223 42,103 0 120
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 19)
0 0 0 19 19 19 19 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 26 24 27 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,066
COMMITMENTS
1,700 730 0 45,431 47,086 47,131 47,816 935 250
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -140)
-250 0 0 110 -140 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.5 0.0 94.5 98.0 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 0 27 21 30 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,990
COMMITMENTS
1,000 225 60 43,750 44,445 44,810 44,730 180 260
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -3,259)
-115 15 -15 -3,129 -3,234 -3,259 -3,234 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 0.1 97.2 98.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 16 22 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,446
COMMITMENTS
1,380 1,700 140 49,926 49,546 51,446 51,386 0 60
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -3,467)
-265 -15 0 -3,202 -3,452 -3,467 -3,467 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 0.3 97.0 96.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 16 24 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 86,038
COMMITMENTS
472 819 903 82,938 83,334 84,313 85,056 1,725 982
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -116)
72 -25 -527 -1,159 -292 -1,614 -844 1,498 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 1.0 96.4 96.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 26 29 28 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,838
COMMITMENTS
3,036 2,198 1,328 107,690 109,805 112,054 113,331 1,784 507
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 3,759)
260 -341 321 1,818 3,537 2,399 3,517 1,360 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.9 1.2 94.6 96.5 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 6 5 29 29 37 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,837
COMMITMENTS
200 275 0 33,256 31,987 33,456 32,262 381 1,575
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 250)
0 50 0 -83 -1,375 -83 -1,325 333 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.0 98.3 94.5 98.9 95.3 1.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 13 15 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,141
COMMITMENTS
2,362 2,100 303 32,190 32,558 34,855 34,961 286 180
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,393)
628 0 -35 -1,970 -1,358 -1,377 -1,393 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.0 0.9 91.6 92.6 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 23 19 28 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 40,507
COMMITMENTS
6,870 1,400 500 32,707 38,607 40,077 40,507 430 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,870)
375 0 -100 -2,135 -1,770 -1,860 -1,870 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 3.5 1.2 80.7 95.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 23 22 27 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,182
COMMITMENTS
50 2,740 160 42,927 40,277 43,137 43,177 45 5
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,543)
-100 -125 0 -1,418 -1,418 -1,518 -1,543 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.3 0.4 99.4 93.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 18 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,396
COMMITMENTS
0 2,285 0 36,349 33,986 36,349 36,271 47 125
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,274)
-150 -25 0 -1,102 -1,244 -1,252 -1,269 -22 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 99.9 93.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 15 19 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,927
COMMITMENTS
1,996 1,690 41 24,338 25,101 26,375 26,832 552 95
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,841)
51 -505 -46 -1,764 -1,340 -1,759 -1,891 -82 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.3 0.2 90.4 93.2 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 1 21 20 27 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,007
COMMITMENTS
1,454 595 320 19,963 21,002 21,737 21,917 270 90
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,410)
-79 -270 0 -2,316 -2,120 -2,395 -2,390 -15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.7 1.5 90.7 95.4 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 17 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,630
COMMITMENTS
365 7,049 847 50,230 43,720 51,441 51,615 189 15
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -3,059)
35 -34 -232 -2,825 -2,793 -3,022 -3,059 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.7 1.6 97.3 84.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 28 24 31 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,121
COMMITMENTS
110 2,826 195 37,396 35,094 37,701 38,115 420 6
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,071)
-10 6 -100 -961 -981 -1,071 -1,075 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.4 0.5 98.1 92.1 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 25 22 28 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,383
COMMITMENTS
75 2,800 225 24,083 21,358 24,383 24,383 0 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -575)
-25 150 -175 -375 -550 -575 -575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.5 0.9 98.8 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 14 15 16 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,910
COMMITMENTS
1,540 0 0 13,065 14,890 14,605 14,890 305 20
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -915)
-85 0 0 -715 -915 -800 -915 -115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 87.6 99.9 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 17 12 21 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,020
COMMITMENTS
1,310 0 0 13,460 15,000 14,770 15,000 250 20
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -925)
-110 0 0 -805 -925 -915 -925 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 89.6 99.9 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 19 12 22 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 749,836
COMMITMENTS
5,403 63,978 102,505 641,254 583,353 749,162 749,836 674 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 13,863)
-2,846 -7,772 7,001 9,354 14,634 13,510 13,863 353 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.5 13.7 85.5 77.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,650
COMMITMENTS
720 0 0 13,870 14,170 14,590 14,170 60 480
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -210)
-100 0 0 -110 -200 -210 -200 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 94.7 96.7 99.6 96.7 0.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 12 13 12
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,840
COMMITMENTS
720 0 0 16,060 16,360 16,780 16,360 60 480
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -210)
-100 0 0 -110 -200 -210 -200 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 95.4 97.1 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 13 12 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,055
COMMITMENTS
0 0 0 10,790 11,045 10,790 11,045 265 10
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 99.9 97.6 99.9 2.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 12 14 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,305
COMMITMENTS
25 750 200 21,739 21,355 21,964 22,305 341 0
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,490)
-135 325 -125 -1,410 -1,690 -1,670 -1,490 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.4 0.9 97.5 95.7 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 17 15 19 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,987
COMMITMENTS
25 550 200 18,010 18,235 18,235 18,985 752 2
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,555)
-135 125 -125 -1,461 -1,555 -1,721 -1,555 166 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.9 1.1 94.9 96.0 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 15 14 17 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,795
COMMITMENTS
0 25 0 7,780 7,650 7,780 7,675 15 120
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,130)
0 -25 0 -1,115 -1,095 -1,115 -1,120 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.8 98.1 99.8 98.5 0.2 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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,840
COMMITMENTS
0 0 0 6,825 6,720 6,825 6,720 15 120
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -680)
0 0 0 -665 -670 -665 -670 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 98.2 99.8 98.2 0.2 1.8
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 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,137
COMMITMENTS
457 2,965 0 24,471 22,112 24,928 25,077 209 60
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,197)
-23 -25 -2 -1,334 -1,230 -1,359 -1,257 162 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.8 0.0 97.4 88.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 15 17 18 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,562
COMMITMENTS
457 2,965 0 24,894 22,524 25,351 25,489 211 73
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,588)
-23 -50 -2 -1,737 -1,581 -1,762 -1,633 174 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.6 0.0 97.4 88.1 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 15 18 18 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,192
COMMITMENTS
3,840 5,415 615 102,447 101,083 106,902 107,113 290 79
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -4,453)
30 480 -120 -4,363 -4,858 -4,453 -4,498 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 0.6 95.6 94.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 3 32 30 37 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,819
COMMITMENTS
4,085 7,180 675 116,774 113,882 121,534 121,737 285 82
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -5,631)
-5 -85 255 -5,881 -5,853 -5,631 -5,683 0 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.9 0.6 95.9 93.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 7 4 37 30 42 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 236,680
COMMITMENTS
24,604 15,448 23,017 184,964 197,575 232,584 236,041 4,095 639
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -13,668)
480 -106 -3,017 -11,400 -10,572 -13,937 -13,695 269 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.5 9.7 78.1 83.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
15 15 20 44 45 66 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,299
COMMITMENTS
2,485 50 90 34,441 37,134 37,016 37,274 283 25
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,840)
-310 -25 0 -2,510 -2,815 -2,820 -2,840 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.1 0.2 92.3 99.6 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 21 13 27 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,669
COMMITMENTS
2,535 50 50 32,816 35,544 35,401 35,644 268 25
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,275)
-110 -25 -65 -2,095 -2,185 -2,270 -2,275 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.1 0.1 92.0 99.6 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 1 20 14 26 16
Updated December 8, 2017