CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,804
COMMITMENTS
325 125 0 6,454 6,673 6,779 6,798 25 6
CHANGES FROM 08/29/17 (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 1.8 0.0 94.9 98.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 7 8 11 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,596
COMMITMENTS
17,106 25,223 20 33,470 25,353 50,596 50,596 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 300)
100 200 0 200 100 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 49.9 0.0 66.2 50.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 8 2 10 7 18 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 66,882
COMMITMENTS
3,733 7,976 6,667 56,441 52,238 66,841 66,882 41 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 3,209)
351 484 351 2,497 2,399 3,199 3,234 10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.9 10.0 84.4 78.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 11 11 14 15 29 28
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,784
COMMITMENTS
6,639 896 0 32,145 37,888 38,784 38,784 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 2.3 0.0 82.9 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 0 9 10 11 14
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,492
COMMITMENTS
7,175 17,733 237 30,080 19,522 37,492 37,492 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
100 100 -100 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 47.3 0.6 80.2 52.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 2 8 6 14 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,292
COMMITMENTS
4,157 7,655 0 21,135 17,637 25,292 25,292 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 30.3 0.0 83.6 69.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 0 7 4 12 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,077
COMMITMENTS
14,001 13,495 600 14,476 14,982 29,077 29,077 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -93)
-100 0 0 6 -93 -93 -93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 46.4 2.1 49.8 51.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 2 9 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,945
COMMITMENTS
9,245 6,407 100 10,600 13,438 19,945 19,945 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 32.1 0.5 53.1 67.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 25,234
COMMITMENTS
755 3,336 255 24,224 21,628 25,234 25,219 0 15
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 538)
-100 363 -38 686 198 548 523 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 13.2 1.0 96.0 85.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 8 2 14 11 17 20
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,223,698
COMMITMENTS
957,084 45,654 723,061 3505765 4442437 5185910 5211152 37,788 12,546
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -364,142)
-54,970 -12,691 -76,195 -208,230 -249,764 -339,395 -338,650 -24,747 -25,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.9 13.8 67.1 85.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
61 19 58 128 117 201 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,430,120
COMMITMENTS
55,449 12,690 727,845 643,043 688,532 1426336 1429067 3,784 1,053
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 31,486)
-4,037 -4,706 28,685 6,808 7,483 31,456 31,462 30 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.9 50.9 45.0 48.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 14 26 52 51 80 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,887
COMMITMENTS
7,559 6,727 2,888 196,329 211,402 206,776 221,017 19,111 4,870
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,925)
-1,871 442 523 4,237 1,042 2,889 2,007 36 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.0 1.3 86.9 93.6 91.5 97.8 8.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 32 31 37 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,642
COMMITMENTS
2,898 0 0 96,426 98,135 99,324 98,135 3,318 4,507
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 450)
-777 0 -60 1,269 -373 432 -433 18 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 93.9 95.6 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 0 29 32 31 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,606
COMMITMENTS
760 1,144 2,149 238,473 242,654 241,382 245,947 12,224 7,659
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 8,014)
91 -151 -151 7,788 7,738 7,728 7,436 286 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.8 94.0 95.7 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 3 30 28 33 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 910,673
COMMITMENTS
473 17,572 7,831 889,953 878,163 898,257 903,566 12,416 7,107
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -33,946)
-502 -173 -461 -31,842 -33,814 -32,805 -34,448 -1,141 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 0.9 97.7 96.4 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 3 50 32 53 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 407,247
COMMITMENTS
5,701 0 930 384,982 397,082 391,613 398,012 15,634 9,235
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,933)
215 0 930 3,590 668 4,735 1,598 -1,802 1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.2 94.5 97.5 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 0 1 39 45 42 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 403,036
COMMITMENTS
997 0 478 384,631 389,389 386,106 389,867 16,930 13,169
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -4,420)
308 -525 -1,045 -5,293 -10,384 -6,030 -11,954 1,610 7,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 95.4 96.6 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 0 2 43 43 46 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,219
COMMITMENTS
2,519 4,620 1,005 213,498 210,020 217,022 215,645 9,197 10,574
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 10,401)
656 550 122 6,983 7,554 7,761 8,226 2,640 2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.0 0.4 94.4 92.8 95.9 95.3 4.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 2 35 32 37 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,003
COMMITMENTS
901 590 2,403 72,328 70,883 75,632 73,876 5,371 7,127
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 248)
522 -1,214 136 -832 -26 -174 -1,104 422 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.7 3.0 89.3 87.5 93.4 91.2 6.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 26 24 28 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,403
COMMITMENTS
1,013 0 0 23,564 23,554 24,577 23,554 826 1,849
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -961 0 -961 0 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 92.8 92.7 96.7 92.7 3.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 15 15 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,408
COMMITMENTS
1,555 582 1,223 112,595 115,151 115,373 116,956 7,035 5,452
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 -302 302 -302 -1,110 0 -1,110 0 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 1.0 92.0 94.1 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 17 21 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,975
COMMITMENTS
885 0 0 154,804 160,309 155,689 160,309 8,286 3,666
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 163)
0 0 0 -1,267 -947 -1,267 -947 1,430 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 94.4 97.8 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 25 28 26 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,391
COMMITMENTS
0 0 0 80,368 79,946 80,368 79,946 4,023 4,445
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 670)
0 0 0 -350 -182 -350 -182 1,020 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 94.7 95.2 94.7 4.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 16 19 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,339
COMMITMENTS
2,984 0 90 16,344 16,568 19,418 16,658 921 3,681
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 210)
-60 0 60 -38 -3,105 -38 -3,045 248 3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.4 80.4 81.5 95.5 81.9 4.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 1 17 20 21 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 580,967
COMMITMENTS
53,720 8,093 3,361 510,840 560,780 567,921 572,234 13,046 8,733
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 4,850)
3,451 -489 869 -2,671 4,525 1,649 4,905 3,201 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.4 0.6 87.9 96.5 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 4 7 52 52 62 60
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,758
COMMITMENTS
4,047 5,670 1,272 118,861 111,508 124,180 118,450 3,578 9,308
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 3,459)
0 2,191 -1,515 4,044 2,065 2,529 2,741 930 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.4 1.0 93.0 87.3 97.2 92.7 2.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 3 27 20 31 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,648
COMMITMENTS
0 540 0 16,626 17,134 16,626 17,674 2,022 974
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -465 -60 -465 -60 465 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 89.2 91.9 89.2 94.8 10.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 14 14 15
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,062
COMMITMENTS
0 1,990 0 73,912 70,012 73,912 72,002 2,150 4,060
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,030)
0 -124 0 1,030 38 1,030 -86 0 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 97.2 92.0 97.2 94.7 2.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 20 18 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,045
COMMITMENTS
30,510 1,530 0 111,199 140,773 141,709 142,303 6,336 5,742
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,405)
-1,740 150 0 -2,435 -2,375 -4,175 -2,225 5,580 3,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 1.0 0.0 75.1 95.1 95.7 96.1 4.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 0 21 41 26 44
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 169,643
COMMITMENTS
48,756 4,413 2,480 112,033 156,172 163,269 163,065 6,374 6,578
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,345)
496 -315 -930 -3,644 -2,773 -4,078 -4,018 5,423 5,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 2.6 1.5 66.0 92.1 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 5 1 28 51 37 57
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,304
COMMITMENTS
0 0 0 153,106 151,262 153,106 151,262 1,198 3,042
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -190 -152 -190 -152 250 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 98.0 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 24 27 24 27
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,223
COMMITMENTS
0 313 1,412 242,659 240,386 244,071 242,111 7,152 9,112
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,481)
0 123 81 -1,766 -1,637 -1,685 -1,433 204 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 96.6 95.7 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 1 1 37 38 38 39
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,755
COMMITMENTS
341 1,503 0 13,001 12,016 13,342 13,519 2,413 2,236
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -124 0 -124 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.5 0.0 82.5 76.3 84.7 85.8 15.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 13 15 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,385
COMMITMENTS
0 1,673 958 56,593 60,939 57,551 63,570 10,834 4,815
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 63)
0 0 0 -447 -177 -447 -177 510 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.4 82.8 89.1 84.2 93.0 15.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 12 16 14 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,003
COMMITMENTS
0 2,044 2,020 113,014 111,284 115,034 115,348 1,969 1,655
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -305)
0 -128 0 96 -207 96 -335 -401 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.7 96.6 95.1 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 25 27 26 30
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,413
COMMITMENTS
0 0 0 27,589 29,346 27,589 29,346 4,824 3,067
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.1 90.5 85.1 90.5 14.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 14 18 14
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,893
COMMITMENTS
9,239 0 1,036 118,440 131,276 128,715 132,312 8,178 4,581
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 538)
426 0 0 -466 333 -40 333 578 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.8 86.5 95.9 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 23 17 26 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,245
COMMITMENTS
0 0 0 117,043 121,872 117,043 121,872 8,202 3,373
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -126)
0 0 0 -248 -889 -248 -889 122 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 97.3 93.5 97.3 6.5 2.7
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 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,297
COMMITMENTS
848 0 0 69,444 70,160 70,292 70,160 1,005 1,137
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 976)
0 0 0 976 329 976 329 0 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.4 98.4 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 12 13 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,736
COMMITMENTS
780 627 0 117,183 121,502 117,963 122,129 7,773 3,607
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 4,802)
0 29 -30 3,380 4,815 3,350 4,814 1,452 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.0 93.2 96.6 93.8 97.1 6.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 22 19 24 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,055
COMMITMENTS
0 4,025 8,415 142,218 142,578 150,633 155,018 10,422 6,037
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 575)
0 -830 -70 -2,208 99 -2,278 -801 2,853 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 5.2 88.3 88.5 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 3 37 30 40 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,031
COMMITMENTS
1,866 0 0 17,780 21,049 19,646 21,049 2,385 982
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -620 0 -620 0 620 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 80.7 95.5 89.2 95.5 10.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 12 13 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,318
COMMITMENTS
0 310 0 34,076 38,055 34,076 38,365 7,242 2,953
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -5,053 -1,457 -5,053 -1,457 5,053 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 82.5 92.1 82.5 92.9 17.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 14 18 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 196,061
COMMITMENTS
10,626 5,268 553 177,407 179,860 188,586 185,681 7,475 10,380
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,555)
0 -494 -156 1,235 782 1,079 132 1,476 2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.7 0.3 90.5 91.7 96.2 94.7 3.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 2 35 30 38 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,701
COMMITMENTS
0 0 0 104,684 102,095 104,684 102,095 5,017 7,606
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,846)
0 0 0 1,295 -1,049 1,295 -1,049 551 2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 93.1 95.4 93.1 4.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 22 25 22 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,081
COMMITMENTS
998 0 0 76,180 81,727 77,178 81,727 7,903 3,354
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,051)
248 0 0 -757 1,051 -509 1,051 1,560 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 89.5 96.1 90.7 96.1 9.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 26 19 27 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,950
COMMITMENTS
2,962 0 428 70,461 73,426 73,851 73,854 6,099 6,096
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 731)
29 0 0 -257 -1,611 -228 -1,611 959 2,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.5 88.1 91.8 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 18 23 20 24
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 28,856
COMMITMENTS
1,766 0 0 25,116 24,425 26,882 24,425 1,974 4,431
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 310)
186 0 0 -744 -4,061 -558 -4,061 868 4,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 87.0 84.6 93.2 84.6 6.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 14 20 16 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 129,704
COMMITMENTS
0 0 0 119,444 121,902 119,444 121,902 10,260 7,802
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,035)
0 0 0 1,557 774 1,557 774 478 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 94.0 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 18 28 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,205
COMMITMENTS
0 0 0 68,560 73,631 68,560 73,631 9,645 4,574
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -710)
0 0 0 -861 -1,520 -861 -1,520 151 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 94.2 87.7 94.2 12.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 117,527
COMMITMENTS
20,388 6,952 11,129 84,127 98,714 115,644 116,795 1,883 732
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -3,354)
44 -35 -1,158 -3,711 -2,532 -4,826 -3,725 1,472 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 5.9 9.5 71.6 84.0 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 8 18 41 42 62 61
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 29,825
COMMITMENTS
1,150 525 100 28,575 29,200 29,825 29,825 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -3,994)
275 -225 -200 -4,054 -3,569 -3,979 -3,994 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.8 0.3 95.8 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 2 25 19 30 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,454
COMMITMENTS
650 150 400 20,380 20,664 21,430 21,214 24 240
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,140)
-250 -525 100 -1,990 -1,715 -2,140 -2,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.7 1.9 95.0 96.3 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 19 16 22 17
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 178,933
COMMITMENTS
8,825 34,153 4,173 165,788 138,701 178,786 177,027 147 1,906
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 903)
-107 40 50 849 -1,083 792 -993 111 1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 19.1 2.3 92.7 77.5 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 8 6 40 40 50 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,806
COMMITMENTS
1,851 6,371 900 55,026 50,530 57,777 57,801 29 5
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 93)
-210 -75 0 303 168 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.0 1.6 95.2 87.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 8 3 18 23 27 31
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,668
COMMITMENTS
200 3,250 885 56,883 54,218 57,968 58,353 700 315
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 560)
-10 0 0 -20 560 -30 560 590 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.5 1.5 97.0 92.4 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 4 29 28 33 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,301
COMMITMENTS
1,715 1,635 240 58,756 59,072 60,711 60,947 590 354
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 755)
630 210 -5 -245 546 380 751 375 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.7 0.4 95.8 96.4 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 7 3 28 29 32 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,431
COMMITMENTS
775 17,400 0 66,089 49,507 66,864 66,907 567 524
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 540)
-65 0 0 490 175 425 175 115 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 25.8 0.0 98.0 73.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 29 27 30 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 90,292
COMMITMENTS
1,255 25,050 0 88,321 64,837 89,576 89,887 716 405
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 967)
-165 350 0 788 492 623 842 344 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 27.7 0.0 97.8 71.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 0 31 25 32 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,874
COMMITMENTS
425 850 0 33,339 32,914 33,764 33,764 110 110
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 745)
0 0 0 745 745 745 745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.5 0.0 98.4 97.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 19 24 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,691
COMMITMENTS
1,625 0 125 35,881 37,266 37,631 37,391 60 300
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 250)
-75 0 75 250 175 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.3 95.2 98.9 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 24 24 27 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,865
COMMITMENTS
800 300 0 13,065 13,565 13,865 13,865 0 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.2 0.0 94.2 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 17 13 18 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,082
COMMITMENTS
2,150 3,088 350 18,367 17,339 20,867 20,777 215 305
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.6 1.7 87.1 82.2 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 2 25 24 29 30
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,047
COMMITMENTS
500 2,732 600 7,802 5,420 8,902 8,752 145 295
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 30.2 6.6 86.2 59.9 98.4 96.7 1.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 12 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,070
COMMITMENTS
175 150 375 10,175 10,435 10,725 10,960 345 110
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -20 -100 -20 -100 5 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 3.4 91.9 94.3 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 14 14 16 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,658
COMMITMENTS
650 425 600 41,408 41,523 42,658 42,548 0 110
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 596)
0 0 0 596 586 596 586 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 1.4 97.1 97.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 25 23 26 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,696
COMMITMENTS
1,075 1,475 175 47,126 46,956 48,376 48,606 320 90
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 184)
-300 0 0 484 184 184 184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.0 0.4 96.8 96.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 7 2 28 26 30 34
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,448
COMMITMENTS
1,595 0 300 50,573 53,068 52,468 53,368 980 80
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 300)
145 0 -60 -670 300 -585 240 885 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.6 94.6 99.3 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 15 24 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,393
COMMITMENTS
2,170 2,250 175 57,128 57,913 59,473 60,338 920 55
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 220)
-30 0 0 -505 185 -535 185 755 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.7 0.3 94.6 95.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 13 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,484
COMMITMENTS
210 1,837 79 74,168 72,240 74,457 74,156 27 328
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 483)
0 -670 79 404 1,074 483 483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 0.1 99.6 97.0 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 1 30 28 33 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 99,231
COMMITMENTS
5,656 4,988 1,461 92,034 92,736 99,151 99,185 80 46
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,118)
420 708 148 1,550 1,262 2,118 2,118 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.0 1.5 92.7 93.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 8 8 34 35 49 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,010
COMMITMENTS
150 0 0 32,816 33,010 32,966 33,010 44 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 13 18 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,724
COMMITMENTS
1,085 4,675 164 42,075 37,898 43,324 42,737 400 987
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 20)
-65 0 30 30 -752 -5 -722 25 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.7 0.4 96.2 86.7 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 26 17 29 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,447
COMMITMENTS
3,995 1,400 1,805 39,417 41,150 45,217 44,355 230 1,092
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 320)
75 0 0 185 -472 260 -472 60 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.1 4.0 86.7 90.5 99.5 97.6 0.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 2 25 21 30 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,346
COMMITMENTS
0 2,095 180 37,385 35,771 37,565 38,046 781 300
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 615)
0 50 -5 -36 560 -41 605 656 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.5 97.5 93.3 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 21 16 23 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,063
COMMITMENTS
350 2,300 190 32,053 30,458 32,593 32,948 470 115
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 85)
0 0 0 -275 10 -275 10 360 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.0 0.6 96.9 92.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 19 15 22 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,588
COMMITMENTS
1,239 875 273 26,260 27,189 27,772 28,337 816 251
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -420 -211 -420 -211 405 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 1.0 91.9 95.1 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 22 22 27 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,374
COMMITMENTS
949 25 301 19,804 20,826 21,054 21,152 1,320 1,222
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 105)
0 25 0 -1,095 -962 -1,095 -937 1,200 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.1 1.3 88.5 93.1 94.1 94.5 5.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 17 19 19 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,236
COMMITMENTS
1,910 9,942 356 46,765 38,401 49,031 48,699 205 537
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 930)
25 131 -1 831 262 855 393 75 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 20.2 0.7 95.0 78.0 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 2 32 26 38 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,386
COMMITMENTS
1,385 3,490 0 31,826 29,618 33,211 33,108 175 278
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -95 -293 -95 -293 75 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 10.5 0.0 95.3 88.7 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 29 23 31 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,047
COMMITMENTS
0 3,950 650 19,373 15,447 20,023 20,047 24 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -1,085)
0 -250 -125 -984 -710 -1,109 -1,085 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.7 3.2 96.6 77.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 16 17 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 12,300
COMMITMENTS
0 100 0 12,299 12,200 12,299 12,300 1 0
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -700)
0 -25 0 -695 -675 -695 -700 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,665
COMMITMENTS
625 0 5 15,765 17,510 16,395 17,515 1,270 150
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -75 -130 -75 -130 75 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 89.2 99.1 92.8 99.2 7.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 17 11 19 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,575
COMMITMENTS
400 100 360 17,460 17,865 18,220 18,325 355 250
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -25 -230 -25 -230 25 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 1.9 94.0 96.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 12 23 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 731,461
COMMITMENTS
12,577 81,152 94,391 624,387 555,790 731,355 731,332 106 129
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,137)
-1,240 -3,768 938 -4,835 -2,330 -5,137 -5,160 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.1 12.9 85.4 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 6 18 18 25 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,760
COMMITMENTS
15 0 10 10,440 10,725 10,465 10,735 295 25
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -210 -25 -210 -25 210 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 97.0 99.7 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 13 18 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,949
COMMITMENTS
1,035 125 50 25,121 26,715 26,206 26,890 743 59
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 40)
0 0 0 -130 15 -130 15 170 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 0.2 93.2 99.1 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 20 15 25 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,690
COMMITMENTS
1,060 125 50 23,085 24,465 24,195 24,640 495 50
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -115 5 -115 5 145 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.5 0.2 93.5 99.1 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 2 17 12 22 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,065
COMMITMENTS
25 425 0 11,485 11,555 11,510 11,980 555 85
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -335 -25 -335 -25 335 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 0.0 95.2 95.8 95.4 99.3 4.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 14 14 15 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,620
COMMITMENTS
685 100 62 23,631 24,168 24,378 24,330 242 290
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 105)
-47 0 0 35 -185 -12 -185 117 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.3 96.0 98.2 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 2 15 16 20 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,402
COMMITMENTS
684 100 37 25,552 25,925 26,273 26,062 129 340
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 105)
-47 0 0 35 -235 -12 -235 117 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 0.1 96.8 98.2 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 16 18 20 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,624
COMMITMENTS
515 8,157 595 114,184 105,790 115,294 114,542 1,330 2,082
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 908)
340 -215 115 -832 -1,062 -377 -1,162 1,285 2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.0 0.5 97.9 90.7 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 9 4 38 32 43 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,551
COMMITMENTS
855 9,072 745 127,511 118,197 129,111 128,014 1,440 2,537
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 793)
530 -45 -25 -1,092 -1,662 -587 -1,732 1,380 2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.9 0.6 97.7 90.5 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 11 6 40 38 48 52
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 234,119
COMMITMENTS
34,703 34,978 17,535 178,611 178,498 230,849 231,011 3,270 3,108
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 4,366)
257 827 -333 1,177 857 1,101 1,351 3,265 3,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.9 7.5 76.3 76.2 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 21 18 49 47 72 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,339
COMMITMENTS
2,400 325 115 44,786 46,524 47,301 46,964 1,038 1,375
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 9)
-25 25 0 -744 -1,366 -769 -1,341 778 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 0.2 92.6 96.2 97.9 97.2 2.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 2 26 15 31 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,899
COMMITMENTS
1,875 275 130 40,956 42,054 42,961 42,459 938 1,440
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 134)
0 0 0 -569 -1,281 -569 -1,281 703 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.6 0.3 93.3 95.8 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 14 28 17
Updated September 8, 2017