NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,654
COMMITMENTS
16,914 22,323 20 30,720 25,311 47,654 47,654 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -3,042)
-142 -2,800 0 -2,900 -242 -3,042 -3,042 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 46.8 0.0 64.5 53.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 8 2 9 7 16 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 65,754
COMMITMENTS
4,714 6,282 6,295 54,729 53,177 65,738 65,754 16 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -3,905)
-2,370 -1,443 -441 -1,083 -2,020 -3,895 -3,905 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.6 9.6 83.2 80.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 9 10 14 15 28 28
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,099
COMMITMENTS
4,489 886 0 31,605 35,213 36,094 36,099 5 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -505 -500 -505 -500 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.5 0.0 87.6 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 0 8 9 10 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,135
COMMITMENTS
2,340 0 350 30,445 32,785 33,135 33,135 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 340)
0 0 0 350 340 350 340 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.1 91.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 2 9 8 17 10
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,530
COMMITMENTS
7,125 17,683 25 30,380 19,822 37,530 37,530 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 47.1 0.1 80.9 52.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 1 8 6 15 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,967
COMMITMENTS
4,657 8,030 0 21,310 17,937 25,967 25,967 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 30.9 0.0 82.1 69.1 100.0 100.0 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 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,710
COMMITMENTS
14,302 13,495 600 13,808 14,615 28,710 28,710 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -236)
-202 0 0 -34 -236 -236 -236 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 47.0 2.1 48.1 50.9 100.0 100.0 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 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,745
COMMITMENTS
9,045 6,407 100 10,600 13,238 19,745 19,745 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -100)
-100 0 0 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 32.4 0.5 53.7 67.0 100.0 100.0 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 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 40,091
COMMITMENTS
3,055 3,028 417 36,619 36,611 40,091 40,056 0 35
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -638)
250 -192 -158 -729 -285 -638 -635 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.6 1.0 91.3 91.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 4 15 13 20 22
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,148,526
COMMITMENTS
1010488 41,128 626,911 3477582 4467167 5114981 5135206 33,545 13,320
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -146,439)
-16,259 5,301 -1,553 -129,270 -150,049 -147,082 -146,301 643 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.8 12.2 67.5 86.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
58 20 56 130 112 200 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,332,414
COMMITMENTS
52,520 29,659 676,953 599,739 624,934 1329211 1331545 3,204 869
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -41,451)
-11,344 -21,314 -7,979 -19,992 -4,402 -39,315 -33,695 -2,136 -7,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.2 50.8 45.0 46.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 16 26 49 49 75 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,203
COMMITMENTS
9,643 6,965 4,487 216,152 231,594 230,282 243,046 16,921 4,157
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 8,173)
-43 7 537 9,358 8,527 9,852 9,071 -1,679 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.8 1.8 87.4 93.7 93.2 98.3 6.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 2 4 29 29 37 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,304
COMMITMENTS
1,544 110 1,252 102,658 102,450 105,454 103,812 3,850 5,492
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 6,015)
717 -1,054 653 4,666 4,588 6,036 4,187 -21 1,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 1.1 93.9 93.7 96.5 95.0 3.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 30 29 32 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,185
COMMITMENTS
0 5,675 3,401 269,700 267,505 273,101 276,581 10,084 6,604
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 8,344)
0 1,166 -198 8,601 7,131 8,403 8,099 -59 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.2 95.2 94.5 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 3 30 29 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 857,695
COMMITMENTS
1,934 17,305 7,138 836,844 830,871 845,916 855,314 11,779 2,381
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -44,259)
1,934 -593 -83 -48,326 -42,222 -46,475 -42,898 2,216 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 0.8 97.6 96.9 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 3 49 31 53 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 406,254
COMMITMENTS
6,193 3,627 699 384,564 392,827 391,456 397,153 14,798 9,101
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 8,979)
-434 3,627 459 10,333 4,514 10,358 8,600 -1,379 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 0.2 94.7 96.7 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 2 2 38 46 43 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,409
COMMITMENTS
1,198 0 403 381,773 371,444 383,374 371,847 18,035 29,562
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 16,587)
176 0 -118 14,567 -7,898 14,625 -8,016 1,962 24,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 95.1 92.5 95.5 92.6 4.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 0 1 40 42 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,778
COMMITMENTS
1,407 5,928 1,309 216,877 216,056 219,593 223,293 15,185 11,485
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,268)
-54 550 177 -4,300 873 -4,177 1,600 7,445 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.5 0.6 92.4 92.0 93.5 95.1 6.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 6 2 34 29 36 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,453
COMMITMENTS
0 1,514 120 75,597 71,354 75,717 72,988 3,736 6,465
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 739)
0 -642 -506 1,987 1,126 1,481 -22 -742 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.2 95.1 89.8 95.3 91.9 4.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 28 25 29 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,065
COMMITMENTS
0 0 0 19,352 20,581 19,352 20,581 2,713 1,484
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 62)
0 0 0 93 -937 93 -937 -31 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 93.3 87.7 93.3 12.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 9 15 9 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,711
COMMITMENTS
1,844 463 1,394 113,693 118,114 116,931 119,971 7,780 4,740
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,272)
302 3 31 1,788 998 2,121 1,032 151 1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.4 1.1 91.2 94.7 93.8 96.2 6.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 17 22 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,265
COMMITMENTS
1,056 0 60 154,270 160,419 155,386 160,479 10,879 5,786
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,523)
-362 0 60 844 -332 542 -272 1,981 2,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 92.8 96.5 93.5 96.5 6.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 24 24 25 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,786
COMMITMENTS
0 0 0 88,832 87,147 88,832 87,147 4,954 6,639
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,418)
0 -331 -248 1,426 1,605 1,178 1,026 1,240 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 92.9 94.7 92.9 5.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,014
COMMITMENTS
4,438 682 0 17,473 21,244 21,911 21,926 1,103 1,088
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 4,084)
434 0 0 3,836 3,450 4,270 3,450 -186 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.0 0.0 75.9 92.3 95.2 95.3 4.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 0 14 22 18 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 563,444
COMMITMENTS
70,236 7,103 2,180 478,786 539,328 551,202 548,611 12,242 14,833
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 733)
3,671 -542 523 -6,108 -2,644 -1,914 -2,663 2,647 3,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 1.3 0.4 85.0 95.7 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 6 6 52 51 62 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,053
COMMITMENTS
4,180 7,547 1,740 125,287 118,624 131,207 127,911 2,846 6,142
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 11,116)
-119 1,327 484 10,317 13,738 10,682 15,549 434 -4,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.6 1.3 93.5 88.5 97.9 95.4 2.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 4 25 23 30 28
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,077
COMMITMENTS
525 912 248 17,844 19,975 18,617 21,135 3,460 942
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,114)
93 0 0 1,541 2,114 1,634 2,114 480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.1 1.1 80.8 90.5 84.3 95.7 15.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 13 14 15 16
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,537
COMMITMENTS
0 2,169 0 67,361 63,751 67,361 65,920 2,176 3,617
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -102)
0 -82 0 77 -114 77 -196 -179 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 96.9 91.7 96.9 94.8 3.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 19 19 19 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,266
COMMITMENTS
28,365 2,673 0 120,463 157,019 148,828 159,692 18,438 7,574
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 29,186)
12,555 224 0 -1,039 24,493 11,516 24,717 17,670 4,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 1.6 0.0 72.0 93.9 89.0 95.5 11.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 5 0 23 37 32 42
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,428
COMMITMENTS
59,189 4,723 211 114,994 163,403 174,394 168,337 7,034 13,091
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 24,882)
12,007 2,566 -1,611 7,936 11,528 18,332 12,483 6,550 12,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 2.6 0.1 63.4 90.1 96.1 92.8 3.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
11 8 2 28 46 39 56
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,769
COMMITMENTS
620 0 0 145,751 144,427 146,371 144,427 1,398 3,342
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,083)
0 0 0 1,263 2,333 1,263 2,333 820 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.6 97.7 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 21 21 22 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,765
COMMITMENTS
0 288 1,543 259,289 255,960 260,832 257,791 7,933 10,974
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 9,352)
0 0 0 7,018 7,702 7,018 7,702 2,334 1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 96.5 95.2 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 35 36 36 37
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,620
COMMITMENTS
364 322 1,165 62,453 61,818 63,982 63,305 6,638 7,315
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,777)
364 -2,092 233 578 1,313 1,175 -546 602 2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 1.6 88.4 87.5 90.6 89.6 9.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 16 16 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,218
COMMITMENTS
502 744 1,923 108,256 108,932 110,681 111,599 2,537 1,619
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,163)
0 0 0 1,602 946 1,602 946 -439 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 1.7 95.6 96.2 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 23 25 24 27
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,557
COMMITMENTS
718 0 0 27,019 30,512 27,737 30,512 4,820 2,045
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 347)
0 0 0 1,179 238 1,179 238 -832 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 83.0 93.7 85.2 93.7 14.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 14 21 14
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,781
COMMITMENTS
11,692 0 252 124,068 134,645 136,012 134,897 5,769 6,884
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 5,439)
701 0 0 5,073 4,893 5,774 4,893 -335 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.2 87.5 95.0 95.9 95.1 4.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 26 17 28 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,278
COMMITMENTS
1,081 0 0 106,193 113,663 107,274 113,663 10,004 3,615
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,500)
-31 0 0 600 -196 569 -196 931 1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 90.5 96.9 91.5 96.9 8.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 19 21 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,566
COMMITMENTS
755 465 0 68,847 69,917 69,602 70,382 964 184
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 186)
0 217 0 -144 244 -144 461 330 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.7 0.0 97.6 99.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 11 18 12 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,832
COMMITMENTS
403 89 469 133,310 139,238 134,182 139,796 9,650 4,036
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,493)
-303 -159 -89 989 2,505 597 2,257 1,896 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.3 92.7 96.8 93.3 97.2 6.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 19 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,399
COMMITMENTS
0 5,229 8,194 139,691 142,509 147,885 155,932 13,514 5,467
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 5,888)
0 338 180 3,388 6,038 3,568 6,556 2,320 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 5.1 86.6 88.3 91.6 96.6 8.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 3 33 28 36 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,318
COMMITMENTS
2,112 0 0 17,691 20,022 19,803 20,022 1,515 1,296
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 31)
31 0 0 0 -600 31 -600 0 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 83.0 93.9 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 14 11 18 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,367
COMMITMENTS
0 0 0 29,715 33,392 29,715 33,392 4,652 975
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -279)
0 0 0 -2,893 -616 -2,893 -616 2,614 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.5 97.2 86.5 97.2 13.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 14 13 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 194,584
COMMITMENTS
10,272 1,778 1,402 172,353 181,504 184,027 184,684 10,557 9,900
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,118)
0 -440 1,000 -2,415 815 -1,415 1,375 2,533 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.9 0.7 88.6 93.3 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 2 36 31 39 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,296
COMMITMENTS
0 0 0 104,599 102,733 104,599 102,733 4,697 6,563
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,159)
0 0 0 2,813 2,823 2,813 2,823 346 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 94.0 95.7 94.0 4.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 24 28 24 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 102,314
COMMITMENTS
248 0 0 93,134 99,018 93,382 99,018 8,932 3,296
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,227)
0 0 0 80 1,557 80 1,557 1,147 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 91.0 96.8 91.3 96.8 8.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 25 21 26 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,223
COMMITMENTS
2,894 300 856 65,787 70,325 69,537 71,481 6,686 4,742
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 624)
-338 300 428 -184 -1,391 -94 -663 718 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.4 1.1 86.3 92.3 91.2 93.8 8.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 23 20 25
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 28,591
COMMITMENTS
867 748 120 26,942 26,132 27,929 27,000 662 1,591
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,656)
155 -155 0 2,901 2,311 3,056 2,156 600 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.6 0.4 94.2 91.4 97.7 94.4 2.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 15 21 18 23
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 134,457
COMMITMENTS
0 0 0 121,803 129,309 121,803 129,309 12,654 5,148
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,372)
0 0 0 -992 3,556 -992 3,556 4,364 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 96.2 90.6 96.2 9.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 30 19 30 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,242
COMMITMENTS
0 0 0 64,916 72,657 64,916 72,657 11,326 3,585
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 5,118)
0 0 0 4,418 3,571 4,418 3,571 700 1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.1 95.3 85.1 95.3 14.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 18 15 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 111,979
COMMITMENTS
19,183 5,379 11,792 79,417 93,896 110,392 111,068 1,587 912
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,299)
63 382 436 -116 141 383 959 916 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.8 10.5 70.9 83.9 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 7 15 38 39 56 54
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 30,449
COMMITMENTS
1,390 200 250 28,809 29,999 30,449 30,449 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,246)
-185 -125 -225 -1,836 -1,896 -2,246 -2,246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.7 0.8 94.6 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 2 25 18 30 23
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 19,908
COMMITMENTS
375 0 350 19,183 19,558 19,908 19,908 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -2,294)
-250 -125 -75 -1,969 -2,094 -2,294 -2,294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.8 96.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 21 18 24 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,665
COMMITMENTS
9,765 31,876 4,204 159,723 136,894 173,692 172,974 2,973 3,691
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,375)
-90 130 380 158 -815 448 -305 2,927 3,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 18.0 2.4 90.4 77.5 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 8 6 40 37 48 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,846
COMMITMENTS
2,134 8,073 1,475 54,215 48,293 57,824 57,841 22 5
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,983)
546 325 -50 1,487 1,708 1,983 1,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 14.0 2.5 93.7 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 7 5 21 23 35 32
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,670
COMMITMENTS
265 3,425 945 56,867 53,905 58,077 58,275 593 395
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,544)
-85 100 285 1,979 2,144 2,179 2,529 365 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.8 1.6 96.9 91.9 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 29 27 33 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 64,969
COMMITMENTS
1,630 1,025 675 61,971 62,280 64,276 63,980 693 989
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,816)
-235 -90 295 1,261 722 1,321 927 495 889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 1.0 95.4 95.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 4 31 25 35 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,536
COMMITMENTS
1,450 17,450 0 63,716 47,567 65,166 65,017 370 519
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 275)
380 50 0 -330 -135 50 -85 225 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 26.6 0.0 97.2 72.6 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 0 29 26 32 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,460
COMMITMENTS
2,400 24,750 0 85,490 63,058 87,890 87,808 570 652
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 340)
880 200 0 -1,004 -230 -124 -30 464 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 28.0 0.0 96.6 71.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 0 30 25 33 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,991
COMMITMENTS
400 800 0 34,419 34,151 34,819 34,951 172 40
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,955)
0 0 0 1,955 1,955 1,955 1,955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.3 0.0 98.4 97.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 18 24 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,615
COMMITMENTS
1,725 420 75 34,755 35,952 36,555 36,447 60 168
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 530)
0 0 0 530 530 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.1 0.2 94.9 98.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 21 26 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,560
COMMITMENTS
1,200 0 0 11,360 12,560 12,560 12,560 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 115)
300 -300 0 -185 415 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 90.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 17 14 20 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,331
COMMITMENTS
2,250 2,082 900 16,976 17,054 20,126 20,036 205 295
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 640)
-250 250 350 540 40 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 10.2 4.4 83.5 83.9 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 2 23 24 29 29
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,990
COMMITMENTS
0 170 305 10,155 10,335 10,460 10,810 530 180
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -145 -40 -145 -40 145 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.8 92.4 94.0 95.2 98.4 4.8 1.6
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 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,622
COMMITMENTS
400 450 600 41,622 41,472 42,622 42,522 0 100
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,650)
0 50 0 1,650 1,600 1,650 1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 1.4 97.7 97.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 26 22 27 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 51,127
COMMITMENTS
1,700 1,500 50 49,047 49,507 50,797 51,057 330 70
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,886)
-100 0 0 3,976 3,886 3,876 3,886 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.9 0.1 95.9 96.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 26 29 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,122
COMMITMENTS
1,470 5 330 49,272 51,437 51,072 51,772 1,050 350
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 15)
-105 5 30 -860 -185 -935 -150 950 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.6 94.5 98.7 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 21 13 25 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,348
COMMITMENTS
2,220 2,000 175 55,603 56,928 57,998 59,103 1,350 245
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -15)
-135 0 0 -1,075 -75 -1,210 -75 1,195 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.4 0.3 93.7 95.9 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 23 13 27 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 73,745
COMMITMENTS
257 0 641 72,784 72,789 73,682 73,430 63 315
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 704)
102 -377 320 282 761 704 704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.9 98.7 98.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 31 29 33 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 96,378
COMMITMENTS
5,631 2,383 2,220 88,386 91,496 96,237 96,099 141 279
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,043)
5 -585 480 538 1,163 1,023 1,058 20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.5 2.3 91.7 94.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 10 6 32 33 43 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,762
COMMITMENTS
375 0 0 31,335 31,762 31,710 31,762 52 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -310)
-50 -50 0 -260 -260 -310 -310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 12 17 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,931
COMMITMENTS
898 4,755 299 39,485 35,065 40,682 40,119 249 812
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -300)
35 0 -35 -300 -832 -300 -867 0 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.6 0.7 96.5 85.7 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 4 24 18 28 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,911
COMMITMENTS
3,220 1,550 1,850 38,306 39,764 43,376 43,164 535 747
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,849)
0 0 0 2,789 2,227 2,789 2,227 60 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.5 4.2 87.2 90.6 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 25 22 29 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,053
COMMITMENTS
25 2,940 290 41,023 38,653 41,338 41,883 715 170
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,258)
0 120 0 1,613 2,108 1,613 2,228 645 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.0 0.7 97.6 91.9 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 2 22 17 25 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,402
COMMITMENTS
350 2,320 140 34,319 32,882 34,809 35,342 593 60
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,282)
0 120 0 777 1,137 777 1,257 505 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.6 0.4 96.9 92.9 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 15 21 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,430
COMMITMENTS
1,718 1,380 174 25,914 26,530 27,806 28,084 624 346
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 875)
415 650 -20 240 -40 635 590 240 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.9 0.6 91.2 93.3 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 2 22 21 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,811
COMMITMENTS
1,136 110 586 19,756 20,878 21,478 21,574 1,333 1,237
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 540)
-285 85 285 -678 -927 -678 -557 1,218 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.5 2.6 86.6 91.5 94.2 94.6 5.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 17 21 20 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,773
COMMITMENTS
1,885 8,979 868 50,631 43,498 53,384 53,345 389 428
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,038)
-385 -104 439 2,847 2,284 2,901 2,620 137 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 16.7 1.6 94.2 80.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 4 33 28 40 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,875
COMMITMENTS
1,235 3,935 25 35,994 33,747 37,254 37,707 621 168
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 1,758)
5 55 25 1,362 1,514 1,392 1,594 366 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 10.4 0.1 95.0 89.1 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 1 30 21 33 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,531
COMMITMENTS
0 4,100 525 22,006 17,906 22,531 22,531 0 0
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 70)
0 150 -125 219 45 94 70 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 2.3 97.7 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 15 16 16 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,075
COMMITMENTS
990 0 0 16,600 17,925 17,590 17,925 485 150
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 85)
-120 0 0 160 -45 40 -45 45 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 91.8 99.2 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 18 13 21 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,495
COMMITMENTS
540 0 55 17,545 18,190 18,140 18,245 355 250
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 185)
0 0 0 130 -45 130 -45 55 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.3 94.9 98.4 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 13 23 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 754,067
COMMITMENTS
11,598 75,083 112,526 629,860 566,418 753,984 754,027 83 40
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 26,298)
-1,186 2,724 7,433 20,051 16,121 26,298 26,278 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.0 14.9 83.5 75.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 6 19 18 26 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,005
COMMITMENTS
25 0 0 9,780 9,980 9,805 9,980 200 25
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -195 -25 -195 -25 195 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.8 99.8 98.0 99.8 2.0 0.2
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 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,485
COMMITMENTS
1,215 150 50 22,974 24,172 24,239 24,372 246 113
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 770)
125 0 0 545 737 670 737 100 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.6 0.2 93.8 98.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 20 16 24 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,760
COMMITMENTS
1,215 150 50 20,842 22,430 22,107 22,630 653 130
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 665)
125 0 0 455 640 580 640 85 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.7 0.2 91.6 98.6 97.1 99.4 2.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 18 14 22 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| 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 10,070 10,325 10,070 10,650 715 135
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -515 -75 -515 -75 515 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 93.4 95.7 93.4 98.7 6.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 13 14 13 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,503
COMMITMENTS
838 100 29 21,387 22,214 22,254 22,343 249 160
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -270)
-47 0 0 -347 -430 -394 -430 124 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.4 0.1 95.0 98.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 15 18 19 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,407
COMMITMENTS
813 150 29 22,292 23,073 23,134 23,252 273 155
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -505)
-46 0 0 -596 -660 -642 -660 137 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 0.1 95.2 98.6 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 15 18 18 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,019
COMMITMENTS
1,095 8,662 760 111,984 103,636 113,839 113,058 1,180 1,961
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 87)
830 -55 -70 -1,808 -1,721 -1,048 -1,846 1,135 1,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.5 0.7 97.4 90.1 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 9 4 37 31 43 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,168
COMMITMENTS
1,428 9,232 907 124,983 115,072 127,318 125,211 850 2,957
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -635)
680 190 5 -2,125 -3,750 -1,440 -3,555 805 2,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.2 0.7 97.5 89.8 99.3 97.7 0.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 9 5 40 34 48 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 228,282
COMMITMENTS
35,112 34,207 19,152 170,691 172,056 224,955 225,415 3,327 2,867
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -849)
-435 -158 429 -4,088 -3,861 -4,094 -3,590 3,245 2,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 15.0 8.4 74.8 75.4 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 20 19 47 48 72 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,599
COMMITMENTS
2,445 300 115 40,906 42,739 43,466 43,154 1,133 1,445
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 445)
0 0 0 -360 -955 -360 -955 805 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.7 0.3 91.7 95.8 97.5 96.8 2.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 15 28 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,914
COMMITMENTS
1,995 275 130 37,861 39,049 39,986 39,454 928 1,460
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -525 -1,295 -525 -1,295 645 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 0.3 92.5 95.4 97.7 96.4 2.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 22 17 27 20
Updated October 6, 2017