NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,514
COMMITMENTS
13,215 22,123 0 34,299 25,391 47,514 47,514 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -120)
-100 -230 -20 0 130 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 46.6 0.0 72.2 53.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 10 0 10 6 14 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,174
COMMITMENTS
460 8,700 209 40,487 32,265 41,156 41,174 18 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -167)
-250 262 -200 295 -229 -155 -167 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 21.1 0.5 98.3 78.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 2 10 12 14 19
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 41,164
COMMITMENTS
3,363 5,076 922 36,877 35,167 41,161 41,164 3 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,988)
-1,367 1,589 -755 5,110 2,155 2,987 2,988 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 12.3 2.2 89.6 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 6 5 10 11 19 21
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,592
COMMITMENTS
5,763 22,083 487 32,342 16,022 38,592 38,592 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 0)
-100 -250 100 0 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 57.2 1.3 83.8 41.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 8 2 8 6 14 15
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,907
COMMITMENTS
3,242 16,525 600 25,060 11,782 28,902 28,907 5 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -95)
-615 440 215 300 -750 -100 -95 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 57.2 2.1 86.7 40.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 8 1 9 6 14 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,074
COMMITMENTS
12,700 11,100 200 15,174 16,774 28,074 28,074 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -32)
-200 0 0 168 -32 -32 -32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 39.5 0.7 54.1 59.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,438
COMMITMENTS
10,645 5,700 100 10,693 15,638 21,438 21,438 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 26.6 0.5 49.9 72.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 1 6 7 13 12
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,087
COMMITMENTS
5,597 5,225 0 21,490 21,862 27,087 27,087 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -1,442)
0 0 0 -1,442 -1,442 -1,442 -1,442 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 19.3 0.0 79.3 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 9 5 14 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,390
COMMITMENTS
2,830 1,440 0 5,560 6,950 8,390 8,390 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 350)
-500 -50 0 850 400 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 17.2 0.0 66.3 82.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 0 7 4 14 7
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,157,307
COMMITMENTS
744,182 83,677 734,386 3634193 4325256 5112761 5143319 44,546 13,988
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -138,645)
85,788 9,415 -109,770 -118,765 -41,491 -142,747 -141,846 4,102 3,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.6 14.2 70.5 83.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
52 14 48 131 107 192 160
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,321,108
COMMITMENTS
24,293 43,467 768,186 524,582 507,023 1317060 1318675 4,048 2,432
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -243,877)
-11,870 -1,456 -137,957 -93,712 -105,904 -243,538 -245,316 -339 1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.3 58.1 39.7 38.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 15 29 50 48 81 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,238
COMMITMENTS
8,703 10,721 2,390 242,380 246,067 253,473 259,178 10,765 5,060
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 12,481)
311 3,254 -575 13,660 10,288 13,396 12,967 -915 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.1 0.9 91.7 93.1 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 4 29 28 34 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,201
COMMITMENTS
5,234 0 3,607 100,875 105,978 109,716 109,585 3,485 3,616
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 4,518)
3,676 0 -570 1,168 4,510 4,274 3,940 244 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 3.2 89.1 93.6 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 29 30 31 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,464
COMMITMENTS
762 1,530 1,843 263,295 265,565 265,900 268,938 13,564 10,526
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,568)
762 -2,916 193 -155 3,558 800 835 768 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.7 94.2 95.0 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 3 30 25 33 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 824,066
COMMITMENTS
0 15,957 5,624 808,293 798,691 813,917 820,272 10,149 3,794
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 6,814)
0 947 -1,176 9,382 7,725 8,206 7,496 -1,392 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.7 98.1 96.9 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 3 3 46 27 49 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,570
COMMITMENTS
11,067 0 279 439,952 459,846 451,298 460,125 16,272 7,445
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 26,605)
6,610 0 128 21,863 25,546 28,601 25,674 -1,996 931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.1 94.1 98.3 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 0 2 40 47 49 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,495
COMMITMENTS
2,513 2,929 637 364,027 368,984 367,177 372,550 12,318 6,945
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 8,893)
1,083 248 -135 7,140 7,705 8,088 7,818 805 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 0.2 95.9 97.2 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 1 1 38 40 43 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,606
COMMITMENTS
2,071 9,603 3,540 255,960 255,862 261,571 269,005 14,035 6,601
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 5,721)
281 2,882 587 6,218 1,390 7,086 4,859 -1,365 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.5 1.3 92.9 92.8 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 4 4 36 36 40 42
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,017
COMMITMENTS
2,082 1,052 10 79,998 77,690 82,090 78,752 2,927 6,265
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,502)
288 -1,705 0 2,850 3,351 3,138 1,646 -636 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 0.0 94.1 91.4 96.6 92.6 3.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 22 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,327
COMMITMENTS
622 248 217 39,169 42,682 40,008 43,147 4,319 1,180
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 5,658)
287 -217 217 4,517 5,406 5,021 5,406 637 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.5 88.4 96.3 90.3 97.3 9.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 14 17 16 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,742
COMMITMENTS
1,881 1,133 280 138,815 141,767 140,976 143,180 5,766 3,562
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 3,446)
342 713 -145 2,971 2,613 3,168 3,181 278 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.2 94.6 96.6 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 19 19 21 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 187,078
COMMITMENTS
0 6,531 0 176,258 176,764 176,258 183,295 10,820 3,783
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 16,840)
0 -987 0 17,696 17,744 17,696 16,757 -856 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 94.2 94.5 94.2 98.0 5.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 21 23 21 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,046
COMMITMENTS
328 0 793 107,225 106,730 108,346 107,523 4,700 5,523
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 6,352)
0 0 0 6,674 5,952 6,674 5,952 -322 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.7 94.9 94.4 95.8 95.1 4.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 18 20 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,933
COMMITMENTS
1,647 590 0 28,081 28,477 29,728 29,067 205 866
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 3,752)
588 280 0 3,388 3,549 3,976 3,829 -224 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.0 0.0 93.8 95.1 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 0 18 18 22 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 552,150
COMMITMENTS
14,351 4,815 6,670 524,439 532,974 545,460 544,459 6,690 7,691
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 9,813)
-2,677 -215 891 10,619 7,825 8,833 8,501 980 1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.9 1.2 95.0 96.5 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
5 6 8 49 45 60 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,005
COMMITMENTS
0 8,483 770 167,134 156,352 167,904 165,605 5,101 7,400
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 315)
0 2,052 173 204 -2,425 377 -200 -62 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.4 96.6 90.4 97.1 95.7 2.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 4 27 25 31 29
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,289
COMMITMENTS
609 0 0 80,699 77,062 81,308 77,062 3,981 8,227
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 6,116)
609 0 0 5,761 5,122 6,370 5,122 -254 994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 94.6 90.4 95.3 90.4 4.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 15 19 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,904
COMMITMENTS
23,996 8,502 0 126,174 142,155 150,170 150,657 1,734 1,247
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 17,494)
14,196 5,152 -784 4,110 12,792 17,522 17,160 -28 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.6 0.0 83.1 93.6 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 6 0 27 36 31 42
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,574
COMMITMENTS
39,289 8,131 2,277 116,887 147,238 158,453 157,646 1,121 1,928
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 20,940)
13,607 5,011 197 7,080 15,125 20,884 20,333 56 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 5.1 1.4 73.2 92.3 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 8 7 36 44 50 54
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,303
COMMITMENTS
868 1,312 0 117,342 115,751 118,210 117,063 1,093 2,240
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 3,088)
616 0 0 2,621 3,231 3,237 3,231 -149 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 0.0 98.4 97.0 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 0 23 23 25 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,557
COMMITMENTS
834 0 0 26,541 27,492 27,375 27,492 1,182 1,065
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,344)
28 0 0 1,515 868 1,543 868 -199 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 92.9 96.3 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 14 17 16 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,720
COMMITMENTS
1,665 2,082 890 267,706 259,519 270,261 262,491 3,459 11,229
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 998)
0 650 147 183 -327 330 470 668 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.3 97.8 94.8 98.7 95.9 1.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 1 32 30 34 33
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,447
COMMITMENTS
0 0 0 29,223 28,649 29,223 28,649 224 798
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 97.3 99.2 97.3 0.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 14 12 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,457
COMMITMENTS
607 250 1,388 75,027 78,581 77,022 80,219 11,435 8,238
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 707)
607 -301 257 -343 786 521 742 186 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 1.6 84.8 88.8 87.1 90.7 12.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 14 17 16 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,774
COMMITMENTS
0 1,947 994 122,472 122,095 123,466 125,036 2,308 738
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -1,436)
0 1,869 -277 -1,238 -2,938 -1,515 -1,346 79 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.8 97.4 97.1 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 1 23 27 24 31
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,469
COMMITMENTS
745 0 0 41,026 46,046 41,771 46,046 5,698 1,423
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 632)
56 0 0 -106 1,114 -50 1,114 682 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 86.4 97.0 88.0 97.0 12.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 15 17 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,522
COMMITMENTS
9,699 578 618 112,319 122,045 122,636 123,241 5,886 5,281
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,674)
-170 473 -466 3,373 2,625 2,737 2,632 -63 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.4 0.5 87.4 95.0 95.4 95.9 4.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 26 20 29 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,866
COMMITMENTS
0 0 0 103,528 110,840 103,528 110,840 9,338 2,026
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 98.2 91.7 98.2 8.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,045
COMMITMENTS
723 0 0 63,958 64,250 64,681 64,250 364 795
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,164)
-224 0 0 1,304 1,220 1,080 1,220 84 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.3 98.8 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 15 13 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,247
COMMITMENTS
2,812 0 252 148,158 153,701 151,222 153,953 8,025 5,294
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,285)
-242 0 252 3,330 3,336 3,340 3,588 -1,055 -1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 93.0 96.5 95.0 96.7 5.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 21 18 23 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,444
COMMITMENTS
0 5,162 8,151 182,385 179,455 190,536 192,768 7,908 5,676
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 5,520)
0 3,164 -585 6,191 3,156 5,606 5,735 -86 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 4.1 91.9 90.4 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 4 31 27 35 32
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 9,143
COMMITMENTS
2,049 0 0 5,834 8,460 7,883 8,460 1,260 683
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 457)
0 0 0 140 373 140 373 317 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.0 0.0 63.8 92.5 86.2 92.5 13.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 12 12 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,302
COMMITMENTS
0 0 0 27,647 28,699 27,647 28,699 1,655 603
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,596)
0 0 0 1,456 1,586 1,456 1,586 140 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 97.9 94.4 97.9 5.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 13 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,295
COMMITMENTS
5,373 1,331 1,617 223,553 226,634 230,543 229,582 5,752 6,713
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 13,999)
-352 990 64 13,547 11,244 13,259 12,298 740 1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 0.7 94.6 95.9 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 1 39 35 42 37
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,387
COMMITMENTS
0 0 0 16,474 16,359 16,474 16,359 913 1,028
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 94.1 94.7 94.1 5.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,935
COMMITMENTS
0 323 620 106,003 104,892 106,623 105,835 3,312 4,100
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,937)
0 323 620 3,941 3,772 4,561 4,715 -1,624 -1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.6 96.4 95.4 97.0 96.3 3.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 24 25 25 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 105,106
COMMITMENTS
0 0 0 101,292 102,404 101,292 102,404 3,814 2,702
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 3,279)
0 -348 0 3,223 3,531 3,223 3,183 56 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 97.4 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 24 22 24 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,235
COMMITMENTS
0 0 0 63,691 66,462 63,691 66,462 5,544 2,773
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 3,389)
0 0 0 3,885 4,523 3,885 4,523 -496 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 96.0 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,250
COMMITMENTS
0 628 0 37,941 37,297 37,941 37,925 1,309 1,325
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,462)
-464 628 -124 1,750 1,101 1,162 1,605 300 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 96.7 95.0 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 14 17 14 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 175,463
COMMITMENTS
2,384 252 0 161,667 171,224 164,051 171,476 11,412 3,987
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 4,176)
856 252 0 2,221 3,893 3,077 4,145 1,099 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.0 92.1 97.6 93.5 97.7 6.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 27 18 28 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 70,801
COMMITMENTS
707 0 0 58,224 69,587 58,931 69,587 11,870 1,214
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,232)
0 0 0 2,117 2,238 2,117 2,238 115 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 82.2 98.3 83.2 98.3 16.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 19 19 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 119,685
COMMITMENTS
3,743 392 0 112,322 115,943 116,065 116,335 3,620 3,350
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 618)
0 0 0 394 618 394 618 224 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 0.0 93.8 96.9 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 15 14 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 80,444
COMMITMENTS
11,562 4,882 3,251 64,663 71,948 79,476 80,081 967 363
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -8,103)
254 200 -2,388 -6,028 -5,860 -8,161 -8,047 58 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 6.1 4.0 80.4 89.4 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 7 10 33 31 48 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,974
COMMITMENTS
4,175 525 1,025 32,714 36,184 37,914 37,734 60 240
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,126)
650 -50 275 141 841 1,066 1,066 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.4 2.7 86.1 95.3 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 5 5 22 20 31 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 25,877
COMMITMENTS
1,100 1,560 1,125 23,652 23,192 25,877 25,877 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,243)
200 375 225 818 643 1,243 1,243 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.0 4.3 91.4 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 19 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 175,766
COMMITMENTS
9,406 24,907 3,944 162,049 146,772 175,399 175,623 367 143
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 5,001)
587 39 23 4,317 4,880 4,927 4,942 74 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 14.2 2.2 92.2 83.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 7 4 39 35 47 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,304
COMMITMENTS
2,595 10,050 1,305 55,404 47,949 59,304 59,304 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,798)
454 -375 121 2,223 3,052 2,798 2,798 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 16.9 2.2 93.4 80.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 6 8 18 21 28 33
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 53,059
COMMITMENTS
1,740 4,950 775 50,399 47,149 52,914 52,874 145 185
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -902)
0 450 -50 -847 -1,303 -897 -903 -5 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 9.3 1.5 95.0 88.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 28 26 31 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 63,947
COMMITMENTS
1,725 2,505 670 61,345 60,764 63,740 63,939 207 8
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,113)
120 70 65 1,943 2,098 2,128 2,233 -15 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.9 1.0 95.9 95.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 7 5 33 31 41 39
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,567
COMMITMENTS
1,380 150 700 76,412 77,507 78,492 78,357 75 210
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,430)
0 65 -65 1,450 1,430 1,385 1,430 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.2 0.9 97.3 98.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 2 22 26 27 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 105,659
COMMITMENTS
2,305 0 555 102,799 104,974 105,659 105,529 0 130
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,410)
260 0 0 2,150 2,410 2,410 2,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.5 97.3 99.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 1 25 26 29 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,183
COMMITMENTS
340 0 0 30,838 30,698 31,178 30,698 5 485
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 23)
40 0 0 -17 23 23 23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 98.4 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 22 16 24 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,985
COMMITMENTS
450 390 90 33,380 33,495 33,920 33,975 65 10
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 395)
0 0 0 685 475 685 475 -290 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 0.3 98.2 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 16 23 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 25,672
COMMITMENTS
9,841 868 2,152 13,283 22,347 25,276 25,367 396 305
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,201)
150 200 -50 1,044 1,036 1,144 1,186 57 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 3.4 8.4 51.7 87.0 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 4 18 21 26 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,211
COMMITMENTS
25 430 0 39,186 38,681 39,211 39,111 0 100
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 325)
0 -30 0 325 355 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 0.0 99.9 98.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 0 24 23 25 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,580
COMMITMENTS
605 560 305 41,680 42,585 42,590 43,450 990 130
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 395)
-60 -5 90 365 310 395 395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 0.7 95.6 97.7 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 25 20 29 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,705
COMMITMENTS
1,375 0 10 42,080 43,525 43,465 43,535 240 170
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,390)
15 0 0 1,365 1,390 1,380 1,390 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.3 99.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 16 24 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,027
COMMITMENTS
1,705 1,700 0 49,322 49,157 51,027 50,857 0 170
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,703)
25 0 0 1,678 1,703 1,703 1,703 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.3 0.0 96.7 96.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 16 26 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,638
COMMITMENTS
0 733 1,363 81,054 80,312 82,417 82,408 221 230
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,891)
0 310 308 1,568 1,271 1,876 1,889 15 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.6 98.1 97.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 25 28 26
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,090
COMMITMENTS
1,395 4,348 1,318 110,049 107,104 112,762 112,770 328 320
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 3,154)
-530 844 726 2,938 1,609 3,134 3,179 20 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.8 1.2 97.3 94.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 4 29 27 35 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,686
COMMITMENTS
225 50 150 32,287 32,486 32,662 32,686 24 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 300)
175 -150 150 -25 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 98.8 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 15 15 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,550
COMMITMENTS
2,440 2,100 380 31,460 31,880 34,280 34,360 270 190
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 375)
440 0 5 -75 370 370 375 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.1 1.1 91.1 92.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 3 20 18 25 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 39,641
COMMITMENTS
7,705 1,200 680 31,076 37,761 39,461 39,641 180 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 400)
295 0 -20 400 425 675 405 -275 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.0 1.7 78.4 95.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 4 24 22 29 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,595
COMMITMENTS
92 2,900 4 44,412 41,587 44,508 44,491 87 104
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,080)
0 0 0 2,139 2,081 2,139 2,081 -59 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.5 0.0 99.6 93.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 14 19 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,454
COMMITMENTS
0 2,260 0 37,449 34,999 37,449 37,259 5 195
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 100.0 93.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 15 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,754
COMMITMENTS
2,196 1,425 0 27,024 28,329 29,220 29,754 534 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,301)
395 -100 0 909 1,401 1,304 1,301 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.8 0.0 90.8 95.2 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 1 0 23 20 29 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,039
COMMITMENTS
1,180 345 320 21,920 23,234 23,420 23,899 619 140
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 942)
0 0 0 912 937 912 937 30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.4 1.3 91.2 96.7 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 16 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,651
COMMITMENTS
321 6,063 415 47,738 42,143 48,474 48,621 177 30
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -516)
25 -74 -41 -469 -390 -486 -506 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.5 0.9 98.1 86.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 1 26 24 29 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,851
COMMITMENTS
25 2,252 808 36,619 34,741 37,452 37,801 399 50
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -24)
-25 -151 201 -182 -84 -6 -34 -18 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.9 2.1 96.7 91.8 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 23 18 26 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,810
COMMITMENTS
1,460 0 0 12,275 13,790 13,735 13,790 75 20
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -25)
0 0 0 115 -25 115 -25 -140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 0.0 88.9 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 18 11 22 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,910
COMMITMENTS
1,100 0 0 12,665 13,890 13,765 13,890 145 20
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 91.0 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 19 11 22 11
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 269,077
COMMITMENTS
0 17,024 31,944 236,623 219,854 268,567 268,822 510 255
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -784)
0 -141 -132 -653 -512 -784 -784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 11.9 87.9 81.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 14 17 16
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,705
COMMITMENTS
425 0 0 18,050 18,235 18,475 18,235 230 470
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,825)
0 0 0 1,825 1,825 1,825 1,825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 96.5 97.5 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 12 12 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,005
COMMITMENTS
50 850 75 22,629 22,080 22,754 23,005 251 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 50)
0 -25 0 170 75 170 50 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.7 0.3 98.4 96.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 1 19 15 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,415
COMMITMENTS
50 650 75 19,408 19,690 19,533 20,415 882 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 50)
0 -25 0 153 75 153 50 -103 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.2 0.4 95.1 96.4 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 15 13 17 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,340
COMMITMENTS
660 0 0 6,660 7,230 7,320 7,230 20 110
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 90.7 98.5 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 13 16 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,440
COMMITMENTS
0 0 0 6,420 6,330 6,420 6,330 20 110
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.3 99.7 98.3 0.3 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 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,628
COMMITMENTS
444 2,940 0 25,810 23,633 26,254 26,573 374 55
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,390)
0 0 0 1,390 1,421 1,390 1,421 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.0 0.0 96.9 88.8 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 15 18 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,003
COMMITMENTS
444 2,890 45 26,070 24,013 26,559 26,948 444 55
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,345)
0 0 0 1,335 1,335 1,335 1,335 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.7 0.2 96.5 88.9 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 15 19 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,527
COMMITMENTS
3,359 2,810 1,803 112,057 112,586 117,219 117,199 308 328
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,092)
59 -26 16 994 1,102 1,069 1,092 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.4 1.5 95.3 95.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 5 5 33 32 39 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 132,276
COMMITMENTS
4,079 8,026 1,326 126,596 122,518 132,001 131,870 275 406
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,517)
26 1,010 -10 1,491 507 1,507 1,507 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.1 1.0 95.7 92.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 7 6 34 31 42 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 269,751
COMMITMENTS
29,830 9,674 15,842 223,736 244,027 269,409 269,543 342 208
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 6,781)
2,543 1,045 -1,698 6,169 7,642 7,014 6,989 -233 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 3.6 5.9 82.9 90.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 9 21 44 46 75 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,925
COMMITMENTS
1,510 325 585 34,522 35,990 36,617 36,900 308 25
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 95)
75 0 -75 95 170 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 1.6 93.5 97.5 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 20 15 24 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,115
COMMITMENTS
1,700 300 495 32,612 34,295 34,807 35,090 308 25
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.9 1.4 92.9 97.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 20 14 24 18
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,630
COMMITMENTS
600 0 0 12,030 12,630 12,630 12,630 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 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 01/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,450
COMMITMENTS
600 0 0 11,850 12,450 12,450 12,450 0 0
CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
Updated February 2, 2018