CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,824
COMMITMENTS
325 125 0 6,454 6,693 6,779 6,818 45 6
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 20)
0 0 0 0 20 0 20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.8 0.0 94.6 98.1 99.3 99.9 0.7 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,796
COMMITMENTS
17,306 25,123 20 33,470 25,653 50,796 50,796 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 200)
200 -100 0 0 300 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 49.5 0.0 65.9 50.5 100.0 100.0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 67,525
COMMITMENTS
5,706 7,646 6,560 55,217 53,319 67,484 67,525 41 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 643)
1,973 -331 -107 -1,223 1,081 643 643 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.3 9.7 81.8 79.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 11 14 15 30 28
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| 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 09/05/17 (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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,030
COMMITMENTS
6,875 17,633 75 30,080 19,322 37,030 37,030 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -462)
-300 -100 -162 0 -200 -462 -462 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 47.6 0.2 81.2 52.2 100.0 100.0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,942
COMMITMENTS
4,657 7,705 0 21,285 18,237 25,942 25,942 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 650)
500 50 0 150 600 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 29.7 0.0 82.0 70.3 100.0 100.0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,347
COMMITMENTS
13,903 13,495 600 13,844 14,252 28,347 28,347 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -730)
-98 0 0 -632 -730 -730 -730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 47.6 2.1 48.8 50.3 100.0 100.0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,845
COMMITMENTS
9,245 6,407 100 10,500 13,338 19,845 19,845 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 32.3 0.5 52.9 67.2 100.0 100.0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,307
COMMITMENTS
755 3,321 595 28,958 26,391 30,307 30,307 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 5,073)
0 -15 340 4,733 4,763 5,073 5,088 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.0 2.0 95.5 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 3 14 13 18 22
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,264,737
COMMITMENTS
1034307 34,727 705,941 3486632 4511792 5226880 5252460 37,857 12,277
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 41,039)
77,223 -10,927 -17,120 -19,133 69,355 40,970 41,308 69 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.7 13.4 66.2 85.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
65 17 58 130 117 205 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,452,264
COMMITMENTS
61,199 15,162 738,705 648,336 696,935 1448241 1450802 4,023 1,462
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 22,143)
5,751 2,472 10,860 5,294 8,403 21,905 21,735 238 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.0 50.9 44.6 48.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
13 16 27 53 53 82 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,045
COMMITMENTS
6,261 8,654 2,362 197,100 207,493 205,723 218,509 16,322 3,536
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,842)
-1,298 1,927 -526 771 -3,909 -1,053 -2,508 -2,789 -1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.9 1.1 88.8 93.4 92.6 98.4 7.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 2 32 32 35 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,033
COMMITMENTS
2,094 0 28 90,667 93,754 92,789 93,782 4,244 3,251
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,609)
-804 0 28 -5,759 -4,381 -6,535 -4,353 926 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 93.4 96.6 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 27 31 29 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,201
COMMITMENTS
1,687 0 2,404 242,207 246,248 246,298 248,652 9,903 7,549
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,595)
927 -1,144 255 3,734 3,594 4,916 2,705 -2,321 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.9 94.5 96.1 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 29 29 31 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 912,219
COMMITMENTS
0 18,642 6,796 892,267 878,957 899,063 904,395 13,156 7,824
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,546)
-473 1,070 -1,035 2,314 794 806 829 740 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.7 97.8 96.4 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 3 3 50 32 53 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,541
COMMITMENTS
5,701 0 848 372,444 385,114 378,993 385,962 14,548 7,579
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -13,706)
0 0 -82 -12,538 -11,968 -12,620 -12,050 -1,086 -1,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.2 94.6 97.9 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 0 1 39 46 41 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,791
COMMITMENTS
140 0 689 363,851 373,089 364,680 373,778 15,111 6,013
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -23,245)
-857 0 211 -20,780 -16,300 -21,426 -16,089 -1,819 -7,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 95.8 98.2 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 0 1 40 41 41 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,109
COMMITMENTS
3,711 2,389 300 211,683 211,164 215,694 213,853 7,415 9,256
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,110)
1,192 -2,231 -705 -1,815 1,144 -1,328 -1,792 -1,782 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.1 0.1 94.9 94.6 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 2 32 29 34 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,809
COMMITMENTS
732 590 1,181 63,654 60,647 65,567 62,418 5,242 8,391
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -10,194)
-169 0 -1,222 -8,674 -10,236 -10,065 -11,458 -129 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 1.7 89.9 85.6 92.6 88.1 7.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 21 22 22 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,258
COMMITMENTS
0 0 0 15,074 15,928 15,074 15,928 1,184 330
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,145)
-1,013 0 0 -8,490 -7,626 -9,503 -7,626 358 -1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 98.0 92.7 98.0 7.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 9 14 9 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,985
COMMITMENTS
1,890 8 1,157 105,237 111,003 108,284 112,168 7,701 3,817
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,423)
335 -574 -66 -7,358 -4,148 -7,089 -4,788 666 -1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.0 90.7 95.7 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 18 16 20 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,909
COMMITMENTS
1,108 0 0 147,903 155,057 149,011 155,057 7,898 1,852
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,066)
223 0 0 -6,901 -5,252 -6,678 -5,252 -388 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 94.3 98.8 95.0 98.8 5.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 24 27 25 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,063
COMMITMENTS
0 0 0 83,046 81,760 83,046 81,760 3,017 4,303
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,672)
0 0 0 2,678 1,814 2,678 1,814 -1,006 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 95.0 96.5 95.0 3.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 14 17 14
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,152
COMMITMENTS
780 0 0 10,922 11,638 11,702 11,638 450 514
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -8,187)
-2,204 0 -90 -5,422 -4,930 -7,716 -5,020 -471 -3,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 89.9 95.8 96.3 95.8 3.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 12 16 13 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 557,399
COMMITMENTS
53,633 7,823 3,022 490,833 534,123 547,488 544,968 9,911 12,431
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -23,568)
-87 -270 -339 -20,007 -26,657 -20,433 -27,266 -3,135 3,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.4 0.5 88.1 95.8 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 4 8 51 47 62 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,412
COMMITMENTS
4,024 3,618 1,604 114,194 106,574 119,822 111,796 2,590 10,616
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,346)
-23 -2,052 332 -4,667 -4,934 -4,358 -6,654 -988 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.0 1.3 93.3 87.1 97.9 91.3 2.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 24 20 28 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,911
COMMITMENTS
0 540 0 12,092 13,559 12,092 14,099 2,819 812
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,737)
0 0 0 -4,534 -3,575 -4,534 -3,575 797 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 81.1 90.9 81.1 94.6 18.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,577
COMMITMENTS
0 0 0 67,921 64,931 67,921 64,931 1,656 4,646
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,485)
0 -1,990 0 -5,991 -5,081 -5,991 -7,071 -494 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 93.3 97.6 93.3 2.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 18 16 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,016
COMMITMENTS
0 0 0 82,252 80,941 82,252 80,941 764 2,075
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -65,029)
-30,510 -1,530 0 -28,947 -59,832 -59,457 -61,362 -5,572 -3,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 97.5 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 16 13 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,449
COMMITMENTS
33,104 1,530 0 74,865 106,019 107,969 107,549 480 900
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -61,194)
-15,652 -2,883 -2,480 -37,168 -50,153 -55,300 -55,516 -5,894 -5,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.4 0.0 69.0 97.8 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 3 0 21 43 28 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,075
COMMITMENTS
0 248 0 139,532 136,059 139,532 136,307 543 3,768
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -14,229)
0 248 0 -13,574 -15,203 -13,574 -14,955 -655 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.6 97.1 99.6 97.3 0.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 16 18 16 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,053
COMMITMENTS
0 676 1,351 235,740 234,362 237,091 236,389 7,962 8,664
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,170)
0 363 -61 -6,919 -6,024 -6,980 -5,722 810 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.6 96.2 95.6 96.8 96.5 3.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 36 38 37 39
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,260
COMMITMENTS
0 440 1,874 101,015 101,885 102,889 104,199 2,371 1,061
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -11,743)
0 -1,604 -146 -11,999 -9,399 -12,145 -11,149 402 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.8 96.0 96.8 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 22 24 23 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,873
COMMITMENTS
9,016 0 413 113,836 125,363 123,265 125,776 8,608 6,097
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,020)
-223 0 -623 -4,604 -5,913 -5,450 -6,536 430 1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.3 86.3 95.1 93.5 95.4 6.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 15 22 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,705
COMMITMENTS
217 0 0 116,056 120,613 116,273 120,613 7,432 3,092
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,540)
217 0 0 -987 -1,259 -770 -1,259 -770 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 93.8 97.5 94.0 97.5 6.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 19 21 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,877
COMMITMENTS
0 0 0 121,430 128,420 121,430 128,420 9,447 2,457
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 5,141)
-780 -627 0 4,247 6,918 3,467 6,291 1,674 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 98.1 92.8 98.1 7.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 19 21 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,251
COMMITMENTS
496 359 8,341 130,870 132,163 139,707 140,863 8,544 7,388
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -12,804)
496 -3,666 -74 -11,348 -10,415 -10,926 -14,155 -1,878 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 5.6 88.3 89.1 94.2 95.0 5.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 35 27 38 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,397
COMMITMENTS
750 0 0 13,134 14,763 13,884 14,763 1,513 634
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,634)
-1,116 0 0 -4,646 -6,286 -5,762 -6,286 -872 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 85.3 95.9 90.2 95.9 9.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 14 12 16 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,972
COMMITMENTS
0 0 0 28,066 29,158 28,066 29,158 1,906 814
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -11,346)
0 -310 0 -6,010 -8,897 -6,010 -9,207 -5,336 -2,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 97.3 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,605
COMMITMENTS
10,626 3,031 645 167,540 172,886 178,811 176,562 7,794 10,043
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,456)
0 -2,237 92 -9,867 -6,974 -9,775 -9,119 319 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.6 0.3 89.8 92.6 95.8 94.6 4.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 2 32 30 35 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 102,608
COMMITMENTS
852 0 248 97,129 96,280 98,229 96,528 4,379 6,080
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,093)
852 0 248 -7,555 -5,815 -6,455 -5,567 -638 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 94.7 93.8 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 22 25 23 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,697
COMMITMENTS
248 0 0 78,868 83,130 79,116 83,130 7,581 3,567
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,616)
-750 0 0 2,688 1,403 1,938 1,403 -322 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 91.0 95.9 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 24 17 25 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,295
COMMITMENTS
3,052 0 428 64,887 67,828 68,367 68,256 4,928 5,039
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,655)
90 0 0 -5,574 -5,598 -5,484 -5,598 -1,171 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.6 88.5 92.5 93.3 93.1 6.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 16 20 18 21
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 20,050
COMMITMENTS
526 0 0 19,280 19,476 19,806 19,476 244 574
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -8,806)
-1,240 0 0 -5,836 -4,949 -7,076 -4,949 -1,730 -3,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.2 97.1 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 11 16 12 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 126,048
COMMITMENTS
0 0 0 115,687 120,285 115,687 120,285 10,361 5,763
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,656)
0 0 0 -3,757 -1,617 -3,757 -1,617 101 -2,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 95.4 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 18 28 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 70,737
COMMITMENTS
0 0 0 60,082 67,754 60,082 67,754 10,655 2,983
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,468)
0 0 0 -8,478 -5,877 -8,478 -5,877 1,010 -1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.9 95.8 84.9 95.8 15.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 17 16 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 109,813
COMMITMENTS
19,011 5,199 10,673 79,462 93,393 109,146 109,265 667 549
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,714)
-1,376 -1,753 -457 -4,665 -5,321 -6,498 -7,530 -1,216 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 4.7 9.7 72.4 85.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 6 17 40 39 58 57
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 30,912
COMMITMENTS
1,000 425 550 29,362 29,937 30,912 30,912 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,087)
-150 -100 450 787 737 1,087 1,087 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 1.8 95.0 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 5 25 19 31 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,454
COMMITMENTS
450 150 475 20,505 20,589 21,430 21,214 24 240
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 0)
-200 0 75 125 -75 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.7 2.2 95.6 96.0 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 19 16 22 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 171,719
COMMITMENTS
9,370 33,746 3,794 158,519 134,169 171,683 171,709 36 10
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,214)
545 -407 -379 -7,269 -4,532 -7,103 -5,318 -111 -1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 19.7 2.2 92.3 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 8 5 40 39 49 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,639
COMMITMENTS
1,302 6,623 1,025 53,290 47,986 55,617 55,634 22 5
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,166)
-549 252 125 -1,735 -2,543 -2,159 -2,166 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 11.9 1.8 95.8 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 4 19 23 28 31
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 56,261
COMMITMENTS
350 3,325 660 55,148 51,961 56,158 55,946 103 315
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,407)
150 75 -225 -1,735 -2,257 -1,810 -2,407 -597 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.9 1.2 98.0 92.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 27 28 31 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,159
COMMITMENTS
1,615 1,035 190 55,991 56,704 57,796 57,929 363 230
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,142)
-100 -600 -50 -2,765 -2,368 -2,915 -3,018 -227 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.8 0.3 96.3 97.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 6 2 27 26 29 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,391
COMMITMENTS
775 17,400 0 62,201 45,832 62,976 63,232 415 159
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,040)
0 0 0 -3,888 -3,675 -3,888 -3,675 -152 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 27.4 0.0 98.1 72.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 28 27 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,625
COMMITMENTS
1,255 24,400 0 83,024 59,950 84,279 84,350 346 275
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,667)
0 -650 0 -5,297 -4,887 -5,297 -5,537 -370 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 28.8 0.0 98.1 70.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 0 29 25 30 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,147
COMMITMENTS
400 800 0 31,659 31,247 32,059 32,047 88 100
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,727)
-25 -50 0 -1,680 -1,667 -1,705 -1,717 -22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.5 0.0 98.5 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,415
COMMITMENTS
1,550 420 75 34,730 35,752 36,355 36,247 60 168
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,276)
-75 420 -50 -1,151 -1,514 -1,276 -1,144 0 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 0.2 95.4 98.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 22 23 25 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,565
COMMITMENTS
800 300 0 11,765 12,265 12,565 12,565 0 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,300)
0 0 0 -1,300 -1,300 -1,300 -1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.4 0.0 93.6 97.6 100.0 100.0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,846
COMMITMENTS
1,700 1,982 300 14,641 14,269 16,641 16,551 205 295
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,236)
-450 -1,106 -50 -3,726 -3,070 -4,226 -4,226 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.8 1.8 86.9 84.7 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 21 22 24 26
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,090
COMMITMENTS
0 170 305 9,400 9,475 9,705 9,950 385 140
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -980)
-175 20 -70 -775 -960 -1,020 -1,010 40 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 3.0 93.2 93.9 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 10 13 12 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,013
COMMITMENTS
400 350 600 39,013 38,963 40,013 39,913 0 100
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,645)
-250 -75 0 -2,395 -2,560 -2,645 -2,635 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 1.5 97.5 97.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 25 22 26 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,141
COMMITMENTS
1,200 1,500 0 44,621 44,571 45,821 46,071 320 70
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,555)
125 25 -175 -2,505 -2,385 -2,555 -2,535 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.3 0.0 96.7 96.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 26 25 27 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,947
COMMITMENTS
1,475 0 300 48,082 49,627 49,857 49,927 90 20
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,501)
-120 0 0 -2,491 -3,441 -2,611 -3,441 -890 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.6 96.3 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 21 12 24 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,238
COMMITMENTS
2,105 2,000 175 53,803 54,043 56,083 56,218 155 20
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,155)
-65 -250 0 -3,325 -3,870 -3,390 -4,120 -765 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.6 0.3 95.7 96.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 22 13 25 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 70,140
COMMITMENTS
155 1,847 19 69,903 67,969 70,077 69,835 63 305
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,344)
-55 10 -60 -4,265 -4,271 -4,380 -4,321 36 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.6 0.0 99.7 96.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 31 26 33 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 92,313
COMMITMENTS
5,716 3,954 1,625 84,856 86,455 92,197 92,034 116 279
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,918)
60 -1,034 164 -7,178 -6,281 -6,954 -7,151 36 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.3 1.8 91.9 93.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 8 6 33 33 44 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,372
COMMITMENTS
275 0 0 30,045 30,372 30,320 30,372 52 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,638)
125 0 0 -2,771 -2,638 -2,646 -2,638 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.9 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 12 15 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,406
COMMITMENTS
943 4,675 189 39,905 36,297 41,037 41,161 369 245
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,318)
-142 0 25 -2,170 -1,601 -2,287 -1,576 -31 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 11.3 0.5 96.4 87.7 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 24 17 27 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,012
COMMITMENTS
3,320 1,400 1,850 36,387 38,457 41,557 41,707 455 305
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,435)
-675 0 45 -3,030 -2,693 -3,660 -2,648 225 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.3 4.4 86.6 91.5 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 23 20 26 23
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,626
COMMITMENTS
0 1,820 290 36,266 34,256 36,556 36,366 70 260
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,720)
0 -275 110 -1,119 -1,515 -1,009 -1,680 -711 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.8 99.0 93.5 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 2 21 16 23 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,008
COMMITMENTS
350 2,200 140 31,430 29,633 31,920 31,973 88 35
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,055)
0 -100 -50 -623 -825 -673 -975 -382 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.9 0.4 98.2 92.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 14 21 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,292
COMMITMENTS
1,298 680 164 23,126 24,397 24,588 25,241 704 51
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,296)
59 -195 -109 -3,134 -2,792 -3,184 -3,096 -112 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.7 0.6 91.4 96.5 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 22 21 27 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 20,676
COMMITMENTS
816 25 301 19,454 20,210 20,571 20,536 105 140
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,698)
-133 0 0 -350 -616 -483 -616 -1,215 -1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 1.5 94.1 97.7 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 17 18 19 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,285
COMMITMENTS
1,585 8,791 402 46,046 39,072 48,033 48,265 252 20
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -951)
-325 -1,152 46 -719 671 -998 -434 47 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 18.2 0.8 95.4 80.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 3 28 27 34 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,407
COMMITMENTS
1,235 2,710 0 30,917 29,693 32,152 32,403 255 4
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -979)
-150 -780 0 -909 75 -1,059 -705 80 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.4 0.0 95.4 91.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 0 29 22 31 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,346
COMMITMENTS
0 3,950 650 20,672 16,746 21,322 21,346 24 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,299)
0 0 0 1,299 1,299 1,299 1,299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 3.0 96.8 78.5 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 12,375
COMMITMENTS
0 100 0 12,374 12,275 12,374 12,375 1 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,685
COMMITMENTS
1,110 0 0 15,135 16,665 16,245 16,665 440 20
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -980)
485 0 -5 -630 -845 -150 -850 -830 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 90.7 99.9 97.4 99.9 2.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 18 11 21 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,035
COMMITMENTS
540 0 55 16,140 16,960 16,735 17,015 300 20
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,540)
140 -100 -305 -1,320 -905 -1,485 -1,310 -55 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.3 94.7 99.6 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 12 23 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 722,377
COMMITMENTS
11,141 77,697 93,929 617,224 550,669 722,294 722,294 83 83
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,084)
-1,436 -3,455 -462 -7,162 -5,121 -9,061 -9,038 -23 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.8 13.0 85.4 76.2 100.0 100.0 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 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,860
COMMITMENTS
25 0 0 9,755 9,860 9,780 9,860 80 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -900)
10 0 -10 -685 -865 -685 -875 -215 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.9 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 13 16 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,520
COMMITMENTS
935 125 50 22,967 24,320 23,952 24,495 568 25
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,429)
-100 0 0 -2,154 -2,395 -2,254 -2,395 -175 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 0.2 93.7 99.2 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 19 12 23 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,985
COMMITMENTS
935 125 50 21,672 22,785 22,657 22,960 328 25
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,705)
-125 0 0 -1,413 -1,680 -1,538 -1,680 -167 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 0.2 94.3 99.1 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 17 10 21 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,785
COMMITMENTS
0 325 0 10,585 10,400 10,585 10,725 200 60
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,280)
-25 -100 0 -900 -1,155 -925 -1,255 -355 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.1 96.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 14 14 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,775
COMMITMENTS
560 100 37 22,053 22,638 22,650 22,775 125 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,845)
-125 0 -25 -1,578 -1,530 -1,728 -1,555 -117 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.4 0.2 96.8 99.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 15 17 19 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,908
COMMITMENTS
534 150 37 23,201 23,721 23,772 23,908 136 0
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,494)
-150 50 0 -2,351 -2,204 -2,501 -2,154 7 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.2 97.0 99.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 15 17 18 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,579
COMMITMENTS
565 8,022 605 109,364 101,930 110,534 110,557 45 22
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,045)
50 -135 10 -4,820 -3,860 -4,760 -3,985 -1,285 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.3 0.5 98.9 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 9 4 36 32 41 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,431
COMMITMENTS
1,005 8,092 415 119,966 112,897 121,386 121,404 45 27
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,120)
150 -980 -330 -7,545 -5,300 -7,725 -6,610 -1,395 -2,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.7 0.3 98.8 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 9 4 40 36 48 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 221,888
COMMITMENTS
34,741 34,483 15,283 171,733 171,884 221,757 221,650 131 238
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -12,231)
39 -494 -2,253 -6,878 -6,614 -9,092 -9,361 -3,139 -2,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 15.5 6.9 77.4 77.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 20 18 49 46 73 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,659
COMMITMENTS
2,265 300 115 42,951 45,219 45,331 45,634 328 25
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,680)
-135 -25 0 -1,835 -1,305 -1,970 -1,330 -710 -1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 0.3 94.1 99.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 13 28 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,834
COMMITMENTS
1,815 275 130 39,606 41,404 41,551 41,809 283 25
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,065)
-60 0 0 -1,350 -650 -1,410 -650 -655 -1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 0.3 94.7 99.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 22 14 27 17
Updated September 15, 2017