NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,734
COMMITMENTS
13,665 22,553 20 34,049 25,161 47,734 47,734 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 47.2 0.0 71.3 52.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 10 2 10 6 16 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 81,082
COMMITMENTS
6,173 6,241 9,570 65,302 65,271 81,046 81,082 36 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -521)
232 91 -483 -270 -129 -521 -521 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.7 11.8 80.5 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 8 10 17 14 33 27
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,149
COMMITMENTS
2,539 986 0 31,605 33,163 34,144 34,149 5 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 0)
0 100 0 0 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.9 0.0 92.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 0 9 10 11 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,020
COMMITMENTS
3,580 266 2,301 31,139 34,454 37,020 37,020 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 715)
881 -8 164 -330 559 715 715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.7 6.2 84.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 2 9 9 17 13
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,442
COMMITMENTS
5,713 21,683 387 32,342 16,372 38,442 38,442 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 56.4 1.0 84.1 42.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 9 2 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,002
COMMITMENTS
5,142 13,020 0 21,860 13,982 27,002 27,002 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 150)
50 0 0 100 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 48.2 0.0 81.0 51.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 9 0 6 5 10 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,653
COMMITMENTS
12,350 11,150 200 15,103 16,303 27,653 27,653 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -584)
-612 0 0 28 -584 -584 -584 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 40.3 0.7 54.6 59.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 1 11 7 16 12
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,638
COMMITMENTS
10,245 5,600 100 11,293 15,938 21,638 21,638 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 900)
500 0 0 400 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 25.9 0.5 52.2 73.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 7 6 14 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 54,874
COMMITMENTS
5,105 3,576 2,864 46,905 48,434 54,874 54,874 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -285)
0 105 40 -325 -430 -285 -285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.5 5.2 85.5 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 3 12 13 18 20
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,098,228
COMMITMENTS
675,221 112,744 833,737 3553909 4143602 5062867 5090083 35,361 8,145
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 52,296)
-60,569 25,793 33,330 77,240 -8,926 50,001 50,197 2,295 2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.2 16.4 69.7 81.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
54 20 53 131 105 196 167
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,504,629
COMMITMENTS
28,668 44,229 850,871 622,367 608,538 1501907 1503638 2,723 992
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 115,616)
18,055 8,369 75,135 22,466 33,865 115,656 117,370 -41 -1,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.9 56.6 41.4 40.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 17 29 56 52 86 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,207
COMMITMENTS
9,539 6,877 7,131 206,172 217,991 222,842 231,999 13,365 4,208
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 418)
486 460 -866 1,055 851 675 445 -257 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.9 3.0 87.3 92.3 94.3 98.2 5.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 3 31 27 36 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,350
COMMITMENTS
302 610 5,260 105,743 104,626 111,305 110,496 3,045 3,854
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 4,281)
54 -1,567 1,096 3,839 5,290 4,989 4,819 -708 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 4.6 92.5 91.5 97.3 96.6 2.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 28 27 31 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,963
COMMITMENTS
1,069 1,241 2,867 229,935 228,283 233,871 232,391 10,092 11,572
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,676)
1,069 -98 -569 4,397 2,590 4,897 1,923 -3,221 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 1.2 94.2 93.6 95.9 95.3 4.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 3 28 25 31 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 824,174
COMMITMENTS
138 13,884 2,805 813,723 805,854 816,666 822,543 7,508 1,631
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 6,367)
-546 -1,186 714 7,403 7,487 7,571 7,015 -1,204 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.3 98.7 97.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 3 49 32 52 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 422,352
COMMITMENTS
4,368 0 240 396,911 410,988 401,519 411,228 20,833 11,124
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 10,847)
-1,712 0 0 10,008 11,121 8,296 11,121 2,551 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 94.0 97.3 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 0 1 34 40 36 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 358,880
COMMITMENTS
2,925 1,883 1,905 344,952 351,242 349,782 355,030 9,098 3,850
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 14,673)
691 0 277 12,933 14,545 13,901 14,822 772 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.5 96.1 97.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 1 2 39 36 43 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,969
COMMITMENTS
1,910 1,278 1,707 228,107 234,927 231,724 237,912 15,245 9,057
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 9,348)
-686 -633 61 10,441 10,337 9,816 9,765 -468 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.7 92.4 95.1 93.8 96.3 6.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 31 32 34 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,770
COMMITMENTS
0 2,702 0 72,565 68,611 72,565 71,313 3,205 4,457
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,542)
0 1,779 0 1,633 1,292 1,633 3,071 -91 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 95.8 90.6 95.8 94.1 4.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 20 20 20 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,637
COMMITMENTS
0 1,271 62 26,994 28,417 27,056 29,750 3,581 887
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,573)
0 186 62 2,449 2,480 2,511 2,728 62 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.2 88.1 92.8 88.3 97.1 11.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 9 15 10 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,509
COMMITMENTS
345 299 1,718 130,154 133,256 132,217 135,273 5,292 2,236
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 8,510)
-1,435 -642 700 9,215 8,238 8,480 8,296 30 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 1.2 94.7 96.9 96.2 98.4 3.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,082
COMMITMENTS
0 4,782 0 152,042 155,492 152,042 160,274 12,040 3,808
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 7,168)
0 2,522 0 6,923 4,649 6,923 7,171 245 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 92.7 94.8 92.7 97.7 7.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 24 20 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,173
COMMITMENTS
917 0 793 88,788 88,421 90,498 89,214 3,675 4,959
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 146)
0 0 0 146 360 146 360 0 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.8 94.3 93.9 96.1 94.7 3.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 14 15 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,394
COMMITMENTS
12,431 0 0 13,560 25,464 25,991 25,464 403 930
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 3,556)
372 0 0 3,184 3,432 3,556 3,432 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 0.0 0.0 51.4 96.5 98.5 96.5 1.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 0 8 18 13 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 491,527
COMMITMENTS
64,829 4,192 3,355 409,291 473,609 477,475 481,156 14,052 10,371
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 10,214)
1,930 1,194 282 4,701 8,387 6,913 9,863 3,301 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.9 0.7 83.3 96.4 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 4 5 48 43 58 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,203
COMMITMENTS
4,929 4,257 1,122 139,978 138,916 146,029 144,295 4,174 5,908
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 5,637)
337 -124 184 5,204 7,409 5,725 7,469 -88 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.8 0.7 93.2 92.5 97.2 96.1 2.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 25 22 29 25
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,565
COMMITMENTS
1,126 508 867 67,873 66,986 69,866 68,361 1,699 3,204
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 411)
-642 130 293 884 -381 535 42 -124 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.7 1.2 94.8 93.6 97.6 95.5 2.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 15 18 17
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,543
COMMITMENTS
26,232 4,712 0 75,418 96,262 101,650 100,974 893 1,569
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -708)
-25 0 0 -708 -739 -733 -739 25 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 4.6 0.0 73.5 93.9 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 5 0 24 30 32 35
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,286
COMMITMENTS
0 744 0 114,436 112,372 114,436 113,116 850 2,170
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 744)
0 744 0 930 0 930 744 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.3 97.5 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 13 20 13 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 20,739
COMMITMENTS
589 217 0 19,232 20,243 19,821 20,460 918 279
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 0.0 92.7 97.6 95.6 98.7 4.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 13 13 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 278,155
COMMITMENTS
2,158 1,042 940 271,864 269,567 274,962 271,549 3,193 6,606
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 7,747)
0 0 0 7,530 6,744 7,530 6,744 217 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.3 97.7 96.9 98.9 97.6 1.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 33 33 35 34
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,400
COMMITMENTS
0 593 1,409 70,355 76,502 71,764 78,504 11,636 4,896
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 9,435)
-2,038 593 989 6,023 7,180 4,974 8,762 4,461 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.7 84.4 91.7 86.0 94.1 14.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 14 14 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,791
COMMITMENTS
960 0 1,120 116,956 119,497 119,036 120,617 2,755 1,174
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 15,610)
0 0 0 15,459 15,672 15,459 15,672 151 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.9 96.0 98.1 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 21 21 22 22
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,899
COMMITMENTS
9,546 0 589 112,250 121,698 122,385 122,287 7,514 7,612
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 464)
31 0 91 -37 323 85 414 379 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.5 86.4 93.7 94.2 94.1 5.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 17 22 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,525
COMMITMENTS
0 0 0 102,224 106,769 102,224 106,769 8,301 3,756
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 657)
0 0 0 87 595 87 595 570 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 96.6 92.5 96.6 7.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,488
COMMITMENTS
4,419 0 0 145,312 150,911 149,731 150,911 6,757 5,577
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,950)
2,358 0 0 3,326 2,193 5,684 2,193 -2,734 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 92.9 96.4 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 22 17 25 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,474
COMMITMENTS
0 4,985 7,134 162,823 159,264 169,957 171,383 6,517 5,091
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,020)
0 -968 -449 13,349 12,191 12,900 10,774 -880 1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 4.0 92.3 90.2 96.3 97.1 3.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 30 24 33 28
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 189,316
COMMITMENTS
4,351 4,271 643 175,731 181,884 180,725 186,798 8,591 2,518
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 6,492)
-587 736 -251 6,539 5,886 5,701 6,371 791 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.3 0.3 92.8 96.1 95.5 98.7 4.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 1 33 34 35 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 99,628
COMMITMENTS
2,467 0 764 94,266 92,362 97,497 93,126 2,131 6,502
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 437)
612 0 764 32 -104 1,408 660 -971 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.8 94.6 92.7 97.9 93.5 2.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 23 24 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 108,948
COMMITMENTS
0 0 0 104,999 105,908 104,999 105,908 3,949 3,040
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 5,422)
0 0 0 5,964 5,422 5,964 5,422 -542 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 97.2 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,692
COMMITMENTS
0 0 0 61,081 63,807 61,081 63,807 5,611 2,885
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 5,860)
0 0 0 4,762 5,779 4,762 5,779 1,098 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 95.7 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 20,906
COMMITMENTS
217 0 0 17,703 20,286 17,920 20,286 2,986 620
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,693)
0 0 0 2,693 4,457 2,693 4,457 0 -1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 84.7 97.0 85.7 97.0 14.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 8 14 9 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 164,682
COMMITMENTS
2,026 0 0 150,162 160,537 152,188 160,537 12,494 4,145
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 10,027)
2,026 0 0 11,416 9,450 13,442 9,450 -3,415 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 91.2 97.5 92.4 97.5 7.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 17 23 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,405
COMMITMENTS
1,823 0 0 52,352 61,020 54,175 61,020 10,230 3,385
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,258)
62 0 0 884 974 946 974 1,312 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 81.3 94.7 84.1 94.7 15.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 15 18 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 98,810
COMMITMENTS
13,686 4,572 10,315 73,873 83,347 97,873 98,233 937 577
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 746)
797 133 -1,835 1,784 2,394 746 692 0 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.6 10.4 74.8 84.4 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 8 17 35 35 55 52
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,951
COMMITMENTS
2,450 625 550 32,951 34,776 35,951 35,951 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 343)
-300 225 -225 868 343 343 343 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.7 1.5 91.7 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 3 2 22 19 29 23
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,401
COMMITMENTS
350 1,050 425 22,626 21,926 23,401 23,401 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,427)
0 425 0 2,427 2,002 2,427 2,427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.5 1.8 96.7 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 20 17 22 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 174,268
COMMITMENTS
10,277 25,968 3,173 160,688 145,047 174,138 174,188 130 80
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,157)
-40 1,990 -860 3,207 1,167 2,307 2,297 -150 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.9 1.8 92.2 83.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 6 4 40 35 50 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,416
COMMITMENTS
3,092 10,800 725 49,594 41,891 53,411 53,416 5 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,932)
535 150 -825 -2,287 -2,257 -2,577 -2,932 -355 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 20.2 1.4 92.8 78.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 6 4 19 23 31 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,686
COMMITMENTS
0 600 150 29,536 28,936 29,686 29,686 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,366)
0 150 -150 -1,196 -991 -1,346 -991 -20 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.5 99.5 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 11 14 12 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,181
COMMITMENTS
1,545 5,000 525 56,904 53,466 58,974 58,991 207 190
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,185)
-160 0 80 -2,165 -2,265 -2,245 -2,185 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.4 0.9 96.2 90.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 3 27 27 31 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,312
COMMITMENTS
1,070 3,570 235 66,675 64,497 67,980 68,302 332 10
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,735)
-60 975 100 1,635 900 1,675 1,975 60 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.2 0.3 97.6 94.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 8 2 32 28 35 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,524
COMMITMENTS
1,591 21,450 575 64,307 44,399 66,473 66,424 51 100
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 3,040)
-180 1,200 130 3,090 1,710 3,040 3,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 32.2 0.9 96.7 66.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 25 27 29 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 93,237
COMMITMENTS
2,711 22,050 130 90,396 70,907 93,237 93,087 0 150
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 3,057)
20 1,200 75 2,962 1,782 3,057 3,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 23.6 0.1 97.0 76.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 1 29 27 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,656
COMMITMENTS
400 0 0 31,251 31,566 31,651 31,566 5 90
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,668)
-100 0 0 -1,568 -1,638 -1,668 -1,638 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 19 21 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,590
COMMITMENTS
875 455 85 33,570 34,050 34,530 34,590 60 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,208)
-400 -60 60 -868 -1,208 -1,208 -1,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.3 0.2 97.1 98.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 20 29 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,085
COMMITMENTS
1,250 100 0 8,835 9,985 10,085 10,085 0 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -900)
0 0 0 -900 -900 -900 -900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.0 0.0 87.6 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 14 11 17 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,482
COMMITMENTS
6,360 210 1,900 14,013 20,087 22,273 22,197 209 285
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -949)
300 0 0 -1,244 -939 -944 -939 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 0.9 8.5 62.3 89.3 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 22 20 28 25
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,289
COMMITMENTS
200 199 800 5,154 4,975 6,154 5,974 135 315
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -705)
-100 -300 0 -600 -395 -700 -695 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.2 12.7 82.0 79.1 97.9 95.0 2.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 13 11 17 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,718
COMMITMENTS
0 350 0 39,718 39,248 39,718 39,598 0 120
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,505)
-100 0 0 -2,405 -2,505 -2,505 -2,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 98.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 26 24 26 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,136
COMMITMENTS
1,600 450 20 43,586 45,436 45,206 45,906 930 230
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,930)
-100 -280 20 -1,845 -1,650 -1,925 -1,910 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 0.0 94.5 98.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 26 21 30 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,640
COMMITMENTS
1,000 225 60 44,400 45,095 45,460 45,380 180 260
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 0.1 97.3 98.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 15 22 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,416
COMMITMENTS
1,380 1,700 140 50,896 50,516 52,416 52,356 0 60
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 970)
0 0 0 970 970 970 970 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.2 0.3 97.1 96.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 14 24 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,540
COMMITMENTS
472 1,080 866 81,035 80,336 82,373 82,282 167 258
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -3,498)
0 261 -37 -1,903 -2,998 -1,940 -2,774 -1,558 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.3 1.0 98.2 97.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 26 26 28 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 108,139
COMMITMENTS
1,804 2,908 1,455 104,530 103,512 107,789 107,875 350 264
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -5,699)
-1,232 710 127 -3,160 -6,293 -4,265 -5,456 -1,434 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 1.3 96.7 95.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 8 4 28 28 34 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,349
COMMITMENTS
200 400 0 32,113 31,949 32,313 32,349 36 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,488)
0 125 0 -1,143 -38 -1,143 87 -345 -1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.2 0.0 99.3 98.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 13 14 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,751
COMMITMENTS
2,362 2,100 303 31,800 32,168 34,465 34,571 286 180
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -390)
0 0 0 -390 -390 -390 -390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 6.0 0.9 91.5 92.6 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 23 19 28 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,052
COMMITMENTS
8,150 1,400 500 32,952 40,152 41,602 42,052 450 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,545)
1,280 0 0 245 1,545 1,525 1,545 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.3 1.2 78.4 95.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 23 22 27 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,700
COMMITMENTS
42 2,740 168 43,430 40,792 43,640 43,700 60 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 518)
-8 0 8 503 515 503 523 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.3 0.4 99.4 93.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 17 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,416
COMMITMENTS
0 2,285 0 37,369 35,006 37,369 37,291 47 125
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,020)
0 0 0 1,020 1,020 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 99.9 93.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 15 18 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,279
COMMITMENTS
2,116 1,690 41 25,560 26,453 27,717 28,184 562 95
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,352)
120 0 0 1,222 1,352 1,342 1,352 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.0 0.1 90.4 93.5 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 1 21 19 27 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,497
COMMITMENTS
1,454 595 320 20,443 21,492 22,217 22,407 280 90
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 490)
0 0 0 480 490 480 490 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.6 1.4 90.9 95.5 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 16 19 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,569
COMMITMENTS
370 6,690 923 50,105 43,930 51,399 51,544 170 25
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -62)
5 -358 77 -124 210 -43 -72 -19 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.0 1.8 97.2 85.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 27 26 30 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,008
COMMITMENTS
110 2,526 270 37,268 35,206 37,648 38,002 360 6
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -113)
0 -300 75 -128 112 -53 -113 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 0.7 98.1 92.6 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 25 22 28 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,058
COMMITMENTS
75 2,800 225 23,638 21,033 23,938 24,058 120 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -325)
0 0 0 -445 -325 -445 -325 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.6 0.9 98.3 87.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 13 15 15 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,910
COMMITMENTS
1,540 0 0 13,185 14,890 14,725 14,890 185 20
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 120 0 120 0 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 88.4 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 18 12 22 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,020
COMMITMENTS
1,310 0 0 13,580 15,000 14,890 15,000 130 20
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 120 0 120 0 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 90.4 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 20 12 23 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 806,973
COMMITMENTS
1,313 99,421 96,778 707,263 610,774 805,355 806,973 1,618 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 57,137)
-4,090 35,443 -5,726 66,010 27,421 56,193 57,137 944 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.3 12.0 87.6 75.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 5 19 19 24 25
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,250
COMMITMENTS
720 0 0 14,470 14,770 15,190 14,770 60 480
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 94.9 96.9 99.6 96.9 0.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 13 13 13
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,440
COMMITMENTS
720 0 0 16,660 16,960 17,380 16,960 60 480
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 95.5 97.2 99.7 97.2 0.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 13 12 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,655
COMMITMENTS
0 0 0 11,390 11,645 11,390 11,645 265 10
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.9 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 12 14 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,345
COMMITMENTS
25 750 200 21,779 21,395 22,004 22,345 341 0
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.4 0.9 97.5 95.7 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 17 15 19 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,442
COMMITMENTS
25 550 200 18,465 18,690 18,690 19,440 752 2
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 455)
0 0 0 455 455 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.8 1.0 95.0 96.1 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 15 13 17 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,795
COMMITMENTS
0 25 0 7,780 7,650 7,780 7,675 15 120
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.8 98.1 99.8 98.5 0.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,840
COMMITMENTS
0 0 0 6,825 6,720 6,825 6,720 15 120
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 98.2 99.8 98.2 0.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,608
COMMITMENTS
557 2,965 0 24,908 22,583 25,465 25,548 143 60
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 471)
100 0 0 437 471 537 471 -66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.6 0.0 97.3 88.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 16 17 19 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,333
COMMITMENTS
557 2,965 0 25,638 23,274 26,195 26,239 138 94
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 771)
100 0 0 744 750 844 750 -73 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.3 0.0 97.4 88.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 16 18 19 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,081
COMMITMENTS
3,340 5,440 715 106,736 104,826 110,791 110,981 290 100
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 3,889)
-500 25 100 4,289 3,743 3,889 3,868 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.9 0.6 96.1 94.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 3 31 31 36 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,804
COMMITMENTS
3,460 9,055 800 119,254 113,851 123,514 123,706 290 98
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 1,985)
-625 1,875 125 2,480 -31 1,980 1,969 5 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.3 0.6 96.3 92.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 6 5 37 31 43 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 246,161
COMMITMENTS
26,361 18,290 21,153 194,557 206,162 242,070 245,604 4,091 556
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 9,481)
1,757 2,841 -1,864 9,593 8,587 9,485 9,564 -5 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.4 8.6 79.0 83.8 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 15 18 43 45 65 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,549
COMMITMENTS
2,385 50 140 36,751 39,334 39,276 39,524 273 25
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,250)
-100 0 50 2,310 2,200 2,260 2,250 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.1 0.4 92.9 99.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 22 14 28 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,049
COMMITMENTS
2,485 100 50 35,246 37,874 37,781 38,024 268 25
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,380)
-50 50 0 2,430 2,330 2,380 2,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.3 0.1 92.6 99.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 20 14 25 17
Updated December 15, 2017