NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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 12/12/17 (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 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 61,502
COMMITMENTS
5,794 6,486 4,546 51,101 50,320 61,441 61,352 61 150
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -19,580)
-379 245 -5,024 -14,201 -14,951 -19,605 -19,730 25 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 10.5 7.4 83.1 81.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 7 3 15 13 25 21
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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
2,539 986 0 31,605 33,163 34,144 34,149 5 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.9 0.0 92.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 0 9 10 11 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,690
COMMITMENTS
3,835 270 2,296 31,559 35,124 37,690 37,690 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 670)
255 4 -5 420 670 670 670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.7 6.1 83.7 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 1 9 9 17 12
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,492
COMMITMENTS
5,763 21,633 387 32,342 16,472 38,492 38,492 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 50)
50 -50 0 0 100 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 56.2 1.0 84.0 42.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 2 8 6 15 15
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,302
COMMITMENTS
5,442 13,220 0 21,860 14,082 27,302 27,302 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 300)
300 200 0 0 100 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 48.4 0.0 80.1 51.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 0 6 6 10 15
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,560
COMMITMENTS
12,350 11,100 200 15,010 16,260 27,560 27,560 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -93)
0 -50 0 -93 -43 -93 -93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 40.3 0.7 54.5 59.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 1 11 7 16 12
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,738
COMMITMENTS
10,245 5,600 100 11,393 16,038 21,738 21,738 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 25.8 0.5 52.4 73.8 100.0 100.0 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 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 53,724
COMMITMENTS
5,105 3,576 2,664 45,955 47,484 53,724 53,724 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -1,150)
0 0 -200 -950 -950 -1,150 -1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.7 5.0 85.5 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 3 12 12 18 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,128,788
COMMITMENTS
621,145 117,467 815,185 3657592 4187778 5093922 5120430 34,866 8,358
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 30,560)
-54,076 4,723 -18,552 103,683 44,176 31,055 30,347 -495 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.3 15.9 71.3 81.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
53 18 52 133 110 201 165
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,560,008
COMMITMENTS
25,679 43,649 883,446 648,166 631,888 1557290 1558983 2,717 1,025
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 55,379)
-2,990 -579 32,574 25,799 23,351 55,384 55,346 -5 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.8 56.6 41.5 40.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 18 30 56 52 87 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,884
COMMITMENTS
9,159 7,777 5,624 211,178 221,521 225,961 234,922 12,923 3,962
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,677)
-380 900 -1,507 5,006 3,530 3,119 2,923 -442 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.3 2.4 88.4 92.7 94.6 98.3 5.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 4 31 29 36 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,023
COMMITMENTS
314 744 5,203 107,397 106,666 112,914 112,613 3,109 3,410
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,673)
12 134 -57 1,654 2,040 1,609 2,117 64 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.6 4.5 92.6 91.9 97.3 97.1 2.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 29 27 32 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,419
COMMITMENTS
2,028 62 2,435 246,101 247,232 250,564 249,729 10,855 11,690
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 17,456)
959 -1,179 -432 16,166 18,949 16,693 17,338 763 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.9 94.1 94.6 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 28 24 31 26
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 830,273
COMMITMENTS
0 14,357 11,978 808,628 801,170 820,606 827,505 9,667 2,768
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,099)
-138 473 9,173 -5,095 -4,684 3,940 4,962 2,159 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.4 97.4 96.5 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 3 3 49 32 52 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 427,308
COMMITMENTS
6,691 248 240 401,356 417,648 408,287 418,136 19,021 9,172
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,956)
2,323 248 0 4,445 6,660 6,768 6,908 -1,812 -1,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.1 93.9 97.7 95.5 97.9 4.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 1 1 37 42 42 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,748
COMMITMENTS
2,462 2,619 744 353,047 358,246 356,253 361,609 11,495 6,139
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 8,868)
-463 736 -1,161 8,095 7,004 6,471 6,579 2,397 2,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.2 96.0 97.4 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 1 39 37 42 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,408
COMMITMENTS
2,996 1,306 1,136 235,061 241,653 239,193 244,095 14,215 9,313
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,439)
1,086 28 -571 6,954 6,726 7,469 6,183 -1,030 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 0.4 92.8 95.4 94.4 96.3 5.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 32 32 35 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,702
COMMITMENTS
0 3,822 0 73,215 69,180 73,215 73,002 3,487 3,700
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 932)
0 1,120 0 650 569 650 1,689 282 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 95.5 90.2 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 0 20 19 20 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,543
COMMITMENTS
217 1,457 93 30,683 32,044 30,993 33,594 3,550 949
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,906)
217 186 31 3,689 3,627 3,937 3,844 -31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 0.3 88.8 92.8 89.7 97.3 10.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 13 15 15 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,434
COMMITMENTS
499 327 932 130,531 133,877 131,962 135,136 5,472 2,298
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -75)
154 28 -786 377 621 -255 -137 180 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.7 95.0 97.4 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 18 21 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,945
COMMITMENTS
736 4,872 0 155,074 157,845 155,810 162,717 12,135 5,228
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,863)
736 90 0 3,032 2,353 3,768 2,443 95 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.9 0.0 92.3 94.0 92.8 96.9 7.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 19 23 20 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,617
COMMITMENTS
917 0 793 92,956 93,315 94,666 94,108 3,951 4,509
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,444)
0 0 0 4,168 4,894 4,168 4,894 276 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.8 94.3 94.6 96.0 95.4 4.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 14 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,194
COMMITMENTS
13,392 0 0 16,419 30,388 29,811 30,388 1,383 806
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,800)
961 0 0 2,859 4,924 3,820 4,924 980 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 0.0 0.0 52.6 97.4 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 0 0 11 19 17 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 508,080
COMMITMENTS
63,394 3,408 4,021 423,878 491,657 491,293 499,086 16,787 8,994
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 16,553)
-1,435 -784 666 14,587 18,048 13,818 17,930 2,735 -1,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.7 0.8 83.4 96.8 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 3 5 47 45 57 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,354
COMMITMENTS
5,765 4,135 1,465 142,067 141,617 149,297 147,217 4,057 6,137
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,151)
836 -122 343 2,089 2,701 3,268 2,922 -117 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.7 1.0 92.6 92.3 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 25 22 29 25
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,605
COMMITMENTS
1,126 446 867 69,913 65,132 71,906 66,445 1,699 7,160
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,040)
0 -62 0 2,040 -1,854 2,040 -1,916 0 3,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 1.2 95.0 88.5 97.7 90.3 2.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 15 18 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,205
COMMITMENTS
0 1,756 0 103,943 98,740 103,943 100,496 2,262 5,709
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.9 93.0 97.9 94.6 2.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 14 15 15
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,208
COMMITMENTS
26,232 4,743 0 87,866 108,772 114,098 113,515 1,110 1,693
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 12,665)
0 31 0 12,448 12,510 12,448 12,541 217 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 4.1 0.0 76.3 94.4 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 0 28 32 36 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,033
COMMITMENTS
0 1,488 0 116,245 113,127 116,245 114,615 788 2,418
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,747)
0 744 0 1,809 755 1,809 1,499 -62 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.3 96.7 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 14 19 14 20
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 22,990
COMMITMENTS
775 124 93 21,204 22,308 22,072 22,525 918 465
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,251)
186 -93 93 1,972 2,065 2,251 2,065 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.4 92.2 97.0 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 13 13 15 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 285,259
COMMITMENTS
2,254 279 1,007 276,372 274,559 279,633 275,845 5,626 9,414
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,104)
96 -763 67 4,508 4,992 4,671 4,296 2,433 2,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.1 0.4 96.9 96.2 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 32 33 35 34
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,763
COMMITMENTS
0 1,251 1,409 72,013 77,238 73,422 79,898 11,341 4,865
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,363)
0 658 0 1,658 736 1,658 1,394 -295 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.7 85.0 91.1 86.6 94.3 13.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 14 15 15 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,962
COMMITMENTS
836 0 860 119,480 117,717 121,176 118,577 2,786 5,385
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,171)
-124 0 -260 2,524 -1,780 2,140 -2,040 31 4,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.7 96.4 95.0 97.8 95.7 2.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 24 24 25
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,810
COMMITMENTS
667 3,902 0 34,496 35,158 35,163 39,060 5,647 1,750
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.6 0.0 84.5 86.2 86.2 95.7 13.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 13 16 14
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,557
COMMITMENTS
9,084 913 737 111,477 120,444 121,298 122,094 8,259 7,463
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -342)
-462 913 148 -773 -1,254 -1,087 -193 745 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.7 0.6 86.0 93.0 93.6 94.2 6.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 20 18 22 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,998
COMMITMENTS
0 0 0 103,333 108,247 103,333 108,247 8,665 3,751
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,473)
0 0 0 1,109 1,478 1,109 1,478 364 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 96.7 92.3 96.7 7.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 16 18 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,311
COMMITMENTS
4,202 549 598 148,943 154,515 153,743 155,662 6,568 4,649
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,823)
-217 549 598 3,631 3,604 4,012 4,751 -189 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.3 0.4 92.9 96.4 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 22 17 27 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,052
COMMITMENTS
124 1,943 8,474 171,055 169,431 179,653 179,848 6,399 6,204
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 9,578)
124 -3,042 1,340 8,232 10,167 9,696 8,465 -118 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 4.6 91.9 91.1 96.6 96.7 3.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 30 25 33 29
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,938
COMMITMENTS
0 0 0 26,325 26,977 26,325 26,977 1,613 961
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 96.6 94.2 96.6 5.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,431
COMMITMENTS
4,351 1,202 737 178,332 184,468 183,420 186,407 8,011 5,024
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,115)
0 -3,069 94 2,601 2,584 2,695 -391 -580 2,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 0.4 93.2 96.4 95.8 97.4 4.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 1 34 34 36 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 108,331
COMMITMENTS
596 109 713 103,802 100,804 105,111 101,626 3,220 6,705
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 8,703)
-1,871 109 -51 9,536 8,442 7,614 8,500 1,089 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.7 95.8 93.1 97.0 93.8 3.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 23 23 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 109,444
COMMITMENTS
0 0 0 105,163 106,280 105,163 106,280 4,281 3,164
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 496)
0 0 0 164 372 164 372 332 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 97.1 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,343
COMMITMENTS
524 0 0 60,454 64,213 60,978 64,213 6,365 3,130
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 651)
524 0 0 -627 406 -103 406 754 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 89.8 95.4 90.5 95.4 9.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 27,571
COMMITMENTS
217 0 0 26,951 26,517 27,168 26,517 403 1,054
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,665)
0 0 0 9,248 6,231 9,248 6,231 -2,583 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.8 96.2 98.5 96.2 1.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 9 15 10 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 165,462
COMMITMENTS
3,333 0 227 152,852 161,770 156,412 161,997 9,050 3,465
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 780)
1,307 0 227 2,690 1,233 4,224 1,460 -3,444 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.1 92.4 97.8 94.5 97.9 5.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 24 18 26 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,931
COMMITMENTS
1,823 0 0 55,478 65,788 57,301 65,788 11,630 3,143
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,526)
0 0 0 3,126 4,768 3,126 4,768 1,400 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 80.5 95.4 83.1 95.4 16.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 17 20 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 98,262
COMMITMENTS
14,536 4,553 9,421 73,361 83,762 97,318 97,736 945 526
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -548)
850 -18 -894 -512 415 -556 -497 8 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.6 9.6 74.7 85.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 7 17 35 35 55 52
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,054
COMMITMENTS
2,575 575 700 32,779 34,779 36,054 36,054 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 103)
125 -50 150 -172 3 103 103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.6 1.9 90.9 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 3 4 23 21 30 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,183
COMMITMENTS
350 1,535 425 23,408 22,223 24,183 24,183 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 782)
0 485 0 782 297 782 782 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.3 1.8 96.8 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 16 21 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 175,708
COMMITMENTS
10,778 26,568 2,998 161,832 146,062 175,608 175,628 100 80
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,440)
501 600 -175 1,144 1,015 1,470 1,440 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 15.1 1.7 92.1 83.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 6 3 40 35 49 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,628
COMMITMENTS
2,996 10,750 650 52,977 45,228 56,623 56,628 5 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,213)
-96 -50 -75 3,384 3,338 3,213 3,213 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 19.0 1.1 93.6 79.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 4 19 23 29 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,986
COMMITMENTS
0 600 150 29,836 29,236 29,986 29,986 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.5 99.5 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 11 14 12 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 60,365
COMMITMENTS
1,545 5,600 525 58,088 54,050 60,158 60,175 207 190
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,184)
0 600 0 1,184 584 1,184 1,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.3 0.9 96.2 89.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 3 28 26 32 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,563
COMMITMENTS
620 3,310 755 67,846 65,488 69,221 69,553 342 10
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,251)
-450 -260 520 1,171 991 1,241 1,251 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.8 1.1 97.5 94.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 7 3 33 30 37 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,731
COMMITMENTS
1,771 21,450 875 70,034 50,306 72,680 72,631 51 100
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,207)
180 0 300 5,727 5,907 6,207 6,207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 29.5 1.2 96.3 69.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 26 27 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,002
COMMITMENTS
2,591 22,050 280 93,131 73,522 96,002 95,852 0 150
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,765)
-120 0 150 2,735 2,615 2,765 2,765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 23.0 0.3 97.0 76.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 1 29 27 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,821
COMMITMENTS
400 0 0 31,416 31,731 31,816 31,731 5 90
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 165 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 19 21 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,480
COMMITMENTS
875 515 85 33,460 33,880 34,420 34,480 60 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -110)
0 60 0 -110 -170 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.5 0.2 97.0 98.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 20 29 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,435
COMMITMENTS
1,250 100 0 9,185 10,335 10,435 10,435 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.0 0.0 88.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 15 11 18 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,852
COMMITMENTS
7,594 310 1,850 14,159 21,407 23,603 23,567 249 285
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,370)
1,234 100 -50 146 1,320 1,330 1,370 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 1.3 7.8 59.4 89.7 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 3 22 19 28 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,078
COMMITMENTS
0 350 0 40,078 39,608 40,078 39,958 0 120
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 98.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 26 24 26 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,150
COMMITMENTS
1,390 465 65 42,765 44,390 44,220 44,920 930 230
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -986)
-210 15 45 -821 -1,046 -986 -986 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 0.1 94.7 98.3 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 27 20 31 22
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,220
COMMITMENTS
1,140 0 105 44,795 45,855 46,040 45,960 180 260
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 580)
140 -225 45 395 760 580 580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.2 96.9 99.2 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 20 15 22 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,896
COMMITMENTS
1,785 1,900 0 51,111 50,996 52,896 52,896 0 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 480)
405 200 -140 215 480 480 540 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.6 0.0 96.6 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 22 16 24 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,471
COMMITMENTS
52 988 719 81,519 80,506 82,290 82,213 181 258
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -69)
-420 -92 -147 484 170 -83 -69 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.9 98.8 97.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 26 26 28 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 108,148
COMMITMENTS
2,456 3,004 1,374 103,938 103,480 107,768 107,858 380 290
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 9)
652 96 -81 -592 -32 -21 -17 30 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.8 1.3 96.1 95.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 6 4 27 28 33 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,324
COMMITMENTS
200 475 0 33,088 32,849 33,288 33,324 36 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 975)
0 75 0 975 900 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 0.0 99.3 98.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 14 15 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,826
COMMITMENTS
2,002 2,100 403 33,135 33,143 35,540 35,646 286 180
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,075)
-360 0 100 1,335 975 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.9 1.1 92.5 92.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 23 19 28 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,657
COMMITMENTS
7,810 1,200 600 32,852 39,852 41,262 41,652 395 5
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -395)
-340 -200 100 -100 -300 -340 -400 -55 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 2.9 1.4 78.9 95.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 23 22 27 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,569
COMMITMENTS
42 2,740 168 44,299 41,661 44,509 44,569 60 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 869)
0 0 0 869 869 869 869 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.1 0.4 99.4 93.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 17 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,616
COMMITMENTS
0 2,285 0 38,569 36,206 38,569 38,491 47 125
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 99.9 93.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 15 18 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,443
COMMITMENTS
2,192 1,690 41 25,663 26,582 27,896 28,313 547 130
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 164)
76 0 0 103 129 179 129 -15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.9 0.1 90.2 93.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
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 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,702
COMMITMENTS
1,379 595 320 20,723 21,667 22,422 22,582 280 120
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 205)
-75 0 0 280 175 205 175 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.6 1.4 91.3 95.4 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 17 20 21 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,819
COMMITMENTS
235 7,083 1,052 51,359 44,659 52,646 52,794 173 25
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,250)
-135 392 129 1,254 729 1,247 1,250 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 13.4 2.0 97.2 84.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 3 28 26 31 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,991
COMMITMENTS
110 3,251 295 38,226 35,399 38,631 38,945 360 46
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 983)
0 725 25 958 193 983 943 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.3 0.8 98.0 90.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 26 22 29 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,713
COMMITMENTS
50 2,800 225 23,318 20,688 23,593 23,713 120 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -345)
-25 0 0 -320 -345 -345 -345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.8 0.9 98.3 87.2 99.5 100.0 0.5 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 12/19/17 |
--------------------------------------------------------------| 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 13,185 14,890 14,725 14,890 185 20
CHANGES FROM 12/12/17 (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 88.4 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 18 12 22 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| 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 13,580 15,000 14,890 15,000 130 20
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 90.4 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 20 12 23 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 810,750
COMMITMENTS
1,917 105,853 91,928 715,179 612,966 809,024 810,748 1,727 3
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,777)
603 6,432 -4,850 7,916 2,193 3,669 3,775 108 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.1 11.3 88.2 75.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 4 19 18 23 24
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,925
COMMITMENTS
720 0 0 15,145 15,445 15,865 15,445 60 480
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 675)
0 0 0 675 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 95.1 97.0 99.6 97.0 0.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 13 13 13
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,040
COMMITMENTS
720 0 0 17,260 17,560 17,980 17,560 60 480
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 95.7 97.3 99.7 97.3 0.3 2.7
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 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,290
COMMITMENTS
0 0 0 11,025 11,280 11,025 11,280 265 10
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -365)
0 0 0 -365 -365 -365 -365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.9 97.7 99.9 2.3 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 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,345
COMMITMENTS
25 750 200 21,779 21,395 22,004 22,345 341 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,412
COMMITMENTS
25 550 200 18,345 18,660 18,570 19,410 842 2
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -120 -30 -120 -30 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.8 1.0 94.5 96.1 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 15 13 17 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,150
COMMITMENTS
660 25 0 7,455 8,005 8,115 8,030 35 120
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 355)
660 0 0 -325 355 335 355 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.3 0.0 91.5 98.2 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,870
COMMITMENTS
0 0 0 6,835 6,750 6,835 6,750 35 120
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 30)
0 0 0 10 30 10 30 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 98.3 99.5 98.3 0.5 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 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,608
COMMITMENTS
557 2,965 0 24,902 22,583 25,459 25,548 149 60
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -6 0 -6 0 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.6 0.0 97.2 88.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 16 17 19 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,283
COMMITMENTS
557 2,965 0 25,582 23,224 26,139 26,189 144 94
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -56 -50 -56 -50 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.3 0.0 97.3 88.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 16 18 19 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,000
COMMITMENTS
3,540 4,966 1,165 111,005 109,809 115,710 115,940 290 60
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,919)
200 -474 450 4,269 4,983 4,919 4,959 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.3 1.0 95.7 94.7 99.8 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 4 31 31 37 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 131,239
COMMITMENTS
3,800 8,936 1,044 125,720 120,945 130,564 130,925 675 314
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,435)
340 -119 244 6,466 7,094 7,050 7,219 385 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.8 0.8 95.8 92.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 6 5 36 30 42 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 257,328
COMMITMENTS
24,265 20,845 18,925 210,546 217,202 253,735 256,972 3,593 356
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 11,167)
-2,096 2,555 -2,227 15,989 11,040 11,666 11,368 -498 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.1 7.4 81.8 84.4 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 18 19 46 45 70 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,169
COMMITMENTS
1,995 250 330 36,571 38,564 38,896 39,144 273 25
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -380)
-390 200 190 -180 -770 -380 -380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 0.8 93.4 98.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 22 16 28 20
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,419
COMMITMENTS
2,335 300 100 34,716 36,994 37,151 37,394 268 25
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -630)
-150 200 50 -530 -880 -630 -630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.8 0.3 92.8 98.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 20 16 25 20
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,665
COMMITMENTS
300 0 0 12,330 12,665 12,630 12,665 35 0
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.4 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,505
COMMITMENTS
300 0 0 12,170 12,500 12,470 12,500 35 5
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.3 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
Updated December 22, 2017