NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,114
COMMITMENTS
10,915 22,133 0 34,199 22,981 45,114 45,114 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 0)
0 200 0 0 -200 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 49.1 0.0 75.8 50.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 11 0 10 6 14 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,440
COMMITMENTS
960 9,003 5 39,457 31,432 40,422 40,440 18 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -291)
550 303 -209 -632 -385 -291 -291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 22.3 0.0 97.6 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 1 10 11 15 17
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 51,613
COMMITMENTS
5,810 7,172 4,251 41,527 40,190 51,588 51,613 25 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 5,807)
1,067 927 2,234 2,498 2,646 5,799 5,807 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.9 8.2 80.5 77.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 7 9 10 11 26 23
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,797
COMMITMENTS
10,843 23,788 762 32,192 19,247 43,797 43,797 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 0)
0 -200 0 0 200 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 54.3 1.7 73.5 43.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 1 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,557
COMMITMENTS
8,107 19,885 0 25,450 13,672 33,557 33,557 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 59.3 0.0 75.8 40.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 0 9 7 13 16
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,836
COMMITMENTS
12,600 12,100 200 16,036 16,536 28,836 28,836 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 1)
0 0 0 1 1 1 1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 42.0 0.7 55.6 57.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 24,813
COMMITMENTS
11,535 7,625 100 13,178 17,088 24,813 24,813 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 500)
0 500 0 500 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 30.7 0.4 53.1 68.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 1 7 7 13 14
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,150
COMMITMENTS
7,925 2,600 0 10,225 15,550 18,150 18,150 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 0)
-500 0 0 500 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 14.3 0.0 56.3 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 0 5 5 12 8
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,322
COMMITMENTS
5,597 5,225 0 21,725 22,097 27,322 27,322 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.1 0.0 79.5 80.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 0 10 5 15 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 13,540
COMMITMENTS
7,230 4,240 0 6,310 9,300 13,540 13,540 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 31.3 0.0 46.6 68.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 0 5 6 9 13
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,277
COMMITMENTS
8,617 537 3,053 12,319 20,321 23,989 23,911 288 366
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,724)
382 -286 -548 -4,828 -4,061 -4,994 -4,895 270 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 2.2 12.6 50.7 83.7 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 7 23 24 31 32
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,253
COMMITMENTS
3,337 8,837 1,403 22,269 16,828 27,009 27,068 244 185
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,295)
-174 -871 0 -2,099 -1,424 -2,273 -2,295 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 32.4 5.1 81.7 61.7 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 2 25 14 30 18
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,109,874
COMMITMENTS
622,746 83,227 699,807 3735429 4313687 5057982 5096721 51,892 13,153
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 100,014)
42,375 -7,206 12,765 40,533 95,294 95,673 100,853 4,341 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.6 13.7 73.1 84.4 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
40 24 47 122 106 182 157
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 895,021
COMMITMENTS
32,347 39,366 455,257 403,398 399,097 891,001 893,720 4,020 1,301
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 18,041)
1,584 1,010 11,496 5,021 5,548 18,102 18,054 -61 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.4 50.9 45.1 44.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 14 21 47 43 69 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,798
COMMITMENTS
7,361 10,132 4,137 255,596 259,953 267,094 274,222 11,704 4,576
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -9,448)
295 -2,988 -1,108 -10,172 -7,006 -10,985 -11,102 1,537 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.6 1.5 91.7 93.2 95.8 98.4 4.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 5 26 24 32 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,586
COMMITMENTS
4,848 0 3,208 85,080 86,522 93,136 89,730 4,450 7,856
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -11,246)
-1,212 0 -1,152 -9,772 -12,650 -12,136 -13,802 890 2,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 3.3 87.2 88.7 95.4 91.9 4.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 27 22 29 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,729
COMMITMENTS
2,534 2,859 2,066 261,499 269,526 266,099 274,451 15,630 7,278
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -11,944)
1,385 -391 -381 -16,653 -11,454 -15,649 -12,226 3,705 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.7 92.8 95.7 94.5 97.4 5.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 25 25 28 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 770,203
COMMITMENTS
833 7,190 5,510 753,638 754,865 759,981 767,565 10,222 2,638
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -36,734)
562 -4,980 -631 -38,645 -30,618 -38,714 -36,229 1,980 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.7 97.8 98.0 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 2 44 28 46 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 472,934
COMMITMENTS
4,065 1,562 0 435,783 463,153 439,848 464,715 33,086 8,219
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -12,999)
-1,953 94 0 -26,285 -12,718 -28,238 -12,624 15,239 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.0 92.1 97.9 93.0 98.3 7.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 31 36 32 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,570
COMMITMENTS
401 3,285 0 359,534 359,125 359,935 362,410 10,635 8,160
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -19,833)
-122 0 -367 -18,596 -21,795 -19,085 -22,162 -748 2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.0 97.0 96.9 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 34 36 35 37
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,607
COMMITMENTS
1,847 8,948 3,169 248,456 251,612 253,472 263,729 17,135 6,878
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -19,948)
1,520 -1,480 -1,640 -19,459 -16,923 -19,579 -20,043 -369 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.3 1.2 91.8 93.0 93.7 97.5 6.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 3 34 33 37 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,250
COMMITMENTS
0 421 675 75,795 72,371 76,470 73,467 2,780 5,783
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -3,446)
0 67 -217 -2,171 -3,911 -2,388 -4,061 -1,058 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.9 95.6 91.3 96.5 92.7 3.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 21 23 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,556
COMMITMENTS
0 0 0 43,062 45,390 43,062 45,390 3,494 1,166
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 1,734)
-448 0 0 2,093 2,182 1,645 2,182 89 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 97.5 92.5 97.5 7.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 15 14 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,463
COMMITMENTS
1,365 0 645 148,361 152,476 150,371 153,121 8,092 5,342
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -7,195)
-205 -647 -290 -7,731 -6,389 -8,226 -7,326 1,031 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.4 93.6 96.2 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 16 17 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 175,736
COMMITMENTS
1,438 4,734 0 164,442 165,125 165,880 169,859 9,856 5,877
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -7,670)
27 -341 0 -9,667 -9,956 -9,640 -10,297 1,970 2,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.7 0.0 93.6 94.0 94.4 96.7 5.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 19 20 20 21
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,994
COMMITMENTS
3,317 1,712 0 20,026 22,096 23,343 23,808 651 186
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -12,134)
-812 -280 0 -11,644 -11,776 -12,456 -12,056 322 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 7.1 0.0 83.5 92.1 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 10 19 11 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 531,730
COMMITMENTS
7,970 10,376 4,398 511,149 507,698 523,517 522,472 8,213 9,258
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -25,158)
-1,959 4,648 224 -24,656 -28,714 -26,391 -23,842 1,233 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.0 0.8 96.1 95.5 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 3 3 45 42 50 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,533
COMMITMENTS
0 4,757 1,721 174,494 168,712 176,215 175,190 4,318 5,343
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,270)
-9 -427 383 -5,075 -4,656 -4,701 -4,700 431 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 1.0 96.7 93.5 97.6 97.0 2.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 4 25 24 29 28
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,508
COMMITMENTS
9,331 4,960 0 99,253 103,525 108,584 108,485 924 1,023
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -58,888)
-19,332 -2,741 -5,351 -34,352 -49,977 -59,035 -58,069 147 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.5 0.0 90.6 94.5 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 5 0 20 34 26 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,845
COMMITMENTS
0 844 0 126,946 124,400 126,946 125,244 899 2,601
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -14,764)
-930 -344 0 -13,898 -14,502 -14,828 -14,846 64 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.3 97.3 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 22 15 22 16
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 17,018
COMMITMENTS
0 0 0 16,094 16,460 16,094 16,460 924 558
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -8,439)
0 0 0 -8,497 -7,966 -8,497 -7,966 58 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 96.7 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,082
COMMITMENTS
0 1,426 1,195 255,155 250,627 256,350 253,248 6,732 9,834
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -7,126)
-1,041 -1,600 0 -8,045 -6,111 -9,086 -7,711 1,960 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.5 97.0 95.3 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 28 24 29 25
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,761
COMMITMENTS
519 373 1,295 88,751 89,593 90,565 91,261 12,196 11,500
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,454)
-1,171 -1,318 470 -3,883 -4,084 -4,584 -4,932 -1,870 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 1.3 86.4 87.2 88.1 88.8 11.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 16 17 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,363
COMMITMENTS
327 0 1,124 123,819 123,775 125,270 124,899 3,093 3,464
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,640)
304 0 -150 -5,525 -5,314 -5,371 -5,464 -269 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.9 96.5 96.4 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 21 24 22 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,878
COMMITMENTS
9,169 0 1,084 125,482 137,012 135,735 138,096 9,143 6,782
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,315)
-1,115 -1,705 183 -3,972 -4,908 -4,904 -6,430 589 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.7 86.6 94.6 93.7 95.3 6.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 16 20 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,065
COMMITMENTS
372 0 0 46,922 46,839 47,294 46,839 771 1,226
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -11,112)
-196 0 0 -10,440 -11,822 -10,636 -11,822 -476 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.6 97.4 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 172,664
COMMITMENTS
2,448 690 550 162,126 165,144 165,124 166,384 7,540 6,280
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,376)
-40 -566 9 -4,661 -2,517 -4,692 -3,074 2,316 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.3 93.9 95.6 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 21 16 24 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,674
COMMITMENTS
0 3,477 2,697 166,512 171,461 169,209 177,635 13,465 5,039
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,102)
0 -3,376 1,319 -8,163 466 -6,844 -1,591 2,742 -2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 1.5 91.2 93.9 92.6 97.2 7.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 3 28 22 31 25
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 238,240
COMMITMENTS
4,548 2,480 1,116 228,066 225,665 233,730 229,261 4,510 8,979
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -10,792)
-434 214 -313 -10,034 -11,414 -10,781 -11,513 -11 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.0 0.5 95.7 94.7 98.1 96.2 1.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 31 30 33 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 116,479
COMMITMENTS
1,161 0 489 110,091 109,504 111,741 109,993 4,738 6,486
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,471)
735 0 -430 -6,312 -6,062 -6,007 -6,492 536 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.4 94.5 94.0 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 18 18 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,119
COMMITMENTS
0 0 0 94,758 93,928 94,758 93,928 4,361 5,191
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -10,447)
0 0 0 -9,997 -10,650 -9,997 -10,650 -450 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 94.8 95.6 94.8 4.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 16 17 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,321
COMMITMENTS
1,926 1,758 0 61,013 62,802 62,939 64,560 4,382 2,761
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -7,844)
428 -4,070 0 -8,182 -2,289 -7,754 -6,359 -90 -1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.6 0.0 90.6 93.3 93.5 95.9 6.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 156,091
COMMITMENTS
2,480 0 0 138,662 152,762 141,142 152,762 14,949 3,329
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -10,173)
-420 -465 0 -12,979 -9,197 -13,399 -9,662 3,226 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 88.8 97.9 90.4 97.9 9.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 16 20 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 70,135
COMMITMENTS
3,051 0 0 62,056 67,937 65,107 67,937 5,028 2,198
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -9,657)
-750 0 0 -10,329 -11,148 -11,079 -11,148 1,422 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 88.5 96.9 92.8 96.9 7.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 15 21 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 139,860
COMMITMENTS
0 0 0 133,423 134,882 133,423 134,882 6,437 4,978
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 6,229)
-3,567 0 0 6,480 5,441 2,913 5,441 3,316 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 96.4 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 16 10 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 69,978
COMMITMENTS
9,663 4,438 3,841 55,511 61,208 69,015 69,487 963 491
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,627)
-1,077 -39 -113 -4,397 -5,505 -5,587 -5,656 -40 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 6.3 5.5 79.3 87.5 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 6 11 33 30 47 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,294
COMMITMENTS
4,725 660 800 35,724 39,834 41,249 41,294 45 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,925)
50 -25 -450 -1,508 -1,450 -1,908 -1,925 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.6 1.9 86.5 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 2 5 23 20 33 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 26,112
COMMITMENTS
2,020 2,625 355 23,737 23,132 26,112 26,112 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,195)
300 1,000 -700 -795 -1,495 -1,195 -1,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 10.1 1.4 90.9 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 18 17 22 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 172,916
COMMITMENTS
9,121 15,837 7,076 156,348 149,805 172,545 172,718 371 198
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,741)
910 -1,469 -361 -6,282 -4,007 -5,733 -5,837 -8 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 9.2 4.1 90.4 86.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 5 4 39 35 46 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,978
COMMITMENTS
3,526 11,094 513 53,939 46,191 57,978 57,798 0 180
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,927)
400 135 -640 -1,687 -1,422 -1,927 -1,927 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 19.1 0.9 93.0 79.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 7 5 17 20 27 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 36,385
COMMITMENTS
0 775 0 36,385 35,610 36,385 36,385 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,500)
0 -25 0 -1,500 -1,475 -1,500 -1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 9 11 9 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 51,297
COMMITMENTS
1,110 4,900 640 49,242 45,610 50,992 51,150 305 147
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,839)
-165 -115 -220 -2,624 -2,514 -3,009 -2,849 170 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.6 1.2 96.0 88.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 1 27 24 28 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 66,536
COMMITMENTS
1,966 2,765 1,240 63,051 62,275 66,257 66,280 279 256
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,179)
-585 -15 -55 -1,587 -2,244 -2,227 -2,314 48 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.2 1.9 94.8 93.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 6 4 30 28 35 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,157
COMMITMENTS
625 1,040 770 66,636 65,977 68,031 67,787 126 370
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -9,121)
-35 350 -420 -8,652 -9,066 -9,107 -9,136 -14 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.5 1.1 97.8 96.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 25 24 28 26
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,179
COMMITMENTS
1,365 200 750 95,889 96,904 98,004 97,854 175 325
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -7,526)
-654 200 -270 -6,777 -7,516 -7,701 -7,586 175 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.8 97.7 98.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 27 26 30 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,579
COMMITMENTS
665 0 0 29,909 30,334 30,574 30,334 5 245
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 261)
300 0 0 -39 251 261 251 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 24 19 27 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,975
COMMITMENTS
400 395 85 33,430 33,490 33,915 33,970 60 5
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -845)
0 0 0 -845 -845 -845 -845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 0.3 98.4 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 23 17 25 18
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,537
COMMITMENTS
2,352 0 0 8,185 10,537 10,537 10,537 0 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 0.0 0.0 77.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 13 10 17 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,561
COMMITMENTS
11,448 686 3,942 21,629 32,506 37,019 37,134 542 427
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 5,009)
76 109 399 4,426 4,384 4,901 4,892 108 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.8 10.5 57.6 86.5 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 4 7 21 26 35 34
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,961
COMMITMENTS
400 350 25 38,536 38,501 38,961 38,876 0 85
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 255)
275 -25 25 -45 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 0.1 98.9 98.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 27 23 30 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,609
COMMITMENTS
2,489 2,305 401 41,774 42,868 44,664 45,574 945 35
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,778)
1,840 75 35 903 2,653 2,778 2,763 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.1 0.9 91.6 94.0 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 6 3 26 22 31 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,652
COMMITMENTS
2,374 0 161 37,897 40,221 40,432 40,382 220 270
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,425)
-410 0 160 -2,160 -2,695 -2,410 -2,535 -15 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.4 93.2 98.9 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 16 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,440
COMMITMENTS
2,010 1,500 175 44,000 44,515 46,185 46,190 255 250
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,438)
-410 -100 175 -2,458 -2,613 -2,693 -2,538 255 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.2 0.4 94.7 95.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 23 18 25 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,321
COMMITMENTS
0 1,025 911 73,218 72,226 74,129 74,162 192 159
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,822)
0 -241 -70 -5,719 -5,474 -5,789 -5,785 -33 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.2 98.5 97.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 28 26 29 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,522
COMMITMENTS
1,900 9,511 285 105,052 97,437 107,237 107,233 285 289
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,586)
165 160 -145 -5,562 -5,545 -5,542 -5,530 -44 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.8 0.3 97.7 90.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 9 5 29 27 41 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,685
COMMITMENTS
925 175 450 35,290 36,060 36,665 36,685 20 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -690)
0 -25 -25 -663 -640 -688 -690 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 1.2 96.2 98.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 12 15 16 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,715
COMMITMENTS
1,300 1,995 1,220 29,395 29,335 31,915 32,550 800 165
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,215)
-100 -150 0 -1,090 -1,065 -1,190 -1,215 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.1 3.7 89.9 89.7 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 19 17 24 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 36,241
COMMITMENTS
7,150 1,200 1,385 27,296 33,641 35,831 36,226 410 15
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,199)
440 0 0 -2,419 -2,209 -1,979 -2,209 -220 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 3.3 3.8 75.3 92.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 1 4 24 21 32 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,122
COMMITMENTS
50 2,895 51 41,687 38,693 41,788 41,639 334 483
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,244)
-46 -115 0 -2,403 -2,104 -2,449 -2,219 205 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.9 0.1 99.0 91.9 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 14 13 16 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,878
COMMITMENTS
51 2,045 0 35,822 33,753 35,873 35,798 5 80
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,241)
0 -170 0 -2,236 -2,066 -2,236 -2,236 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.7 0.0 99.8 94.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 14 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,331
COMMITMENTS
2,367 1,375 80 26,474 27,876 28,921 29,331 410 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,861)
-198 -25 0 -1,547 -1,836 -1,745 -1,861 -116 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.7 0.3 90.3 95.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 2 24 18 31 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,240
COMMITMENTS
765 75 370 20,610 21,705 21,745 22,150 495 90
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,232)
-200 -35 0 -955 -1,172 -1,155 -1,207 -77 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.3 1.7 92.7 97.6 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 15 18 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,758
COMMITMENTS
1,449 6,658 310 45,818 40,769 47,577 47,737 181 21
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -3,183)
198 -60 -125 -3,242 -2,998 -3,169 -3,183 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 13.9 0.6 95.9 85.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 26 23 30 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,284
COMMITMENTS
125 2,889 161 35,712 33,209 35,998 36,259 286 25
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,538)
0 331 -381 -2,163 -2,473 -2,544 -2,523 6 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.0 0.4 98.4 91.5 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 18 25 20
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,896
COMMITMENTS
0 825 0 20,736 20,050 20,736 20,875 160 21
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -599)
0 -25 0 -589 -595 -589 -620 -10 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 99.2 96.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 15 12 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,705
COMMITMENTS
1,095 50 0 12,425 13,655 13,520 13,705 185 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 900)
-300 0 0 1,035 910 735 910 165 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.4 0.0 90.7 99.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 17 10 21 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,565
COMMITMENTS
895 50 0 12,485 13,515 13,380 13,565 185 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 725)
-280 0 0 840 735 560 735 165 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.4 0.0 92.0 99.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 17 10 21 11
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 265,322
COMMITMENTS
0 12,544 31,859 233,037 220,706 264,896 265,109 426 213
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -3,250)
0 -557 60 -3,270 -2,732 -3,210 -3,230 -40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 12.0 87.8 83.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 14 17 16
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,460
COMMITMENTS
255 0 0 18,875 18,890 19,130 18,890 330 570
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 70)
-85 0 0 45 80 -40 80 110 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.0 97.1 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 11 12 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,960
COMMITMENTS
175 200 0 19,529 19,760 19,704 19,960 256 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,995)
25 -280 -75 -2,018 -1,640 -2,068 -1,995 73 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.0 97.8 99.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 14 14 16 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,155
COMMITMENTS
175 0 0 17,664 18,155 17,839 18,155 316 0
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,070)
25 -280 -75 -2,058 -1,715 -2,108 -2,070 38 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.3 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 12 15 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,265
COMMITMENTS
660 0 0 5,380 6,215 6,040 6,215 225 50
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -595)
0 -50 0 -810 -530 -810 -580 215 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 85.9 99.2 96.4 99.2 3.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,765
COMMITMENTS
0 0 0 5,640 5,715 5,640 5,715 125 50
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -450)
0 -50 0 -565 -385 -565 -435 115 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.1 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,116
COMMITMENTS
900 1,925 0 23,797 23,146 24,697 25,071 419 45
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,053)
528 -785 0 -1,600 -268 -1,072 -1,053 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.7 0.0 94.7 92.2 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 16 18 18 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,754
COMMITMENTS
900 1,925 0 24,432 23,784 25,332 25,709 422 45
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -878)
528 -735 -45 -1,434 -98 -951 -878 73 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.5 0.0 94.9 92.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 17 20 19 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,284
COMMITMENTS
3,160 1,140 2,405 105,454 107,484 111,019 111,029 265 255
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -8,569)
-367 325 -713 -7,471 -8,336 -8,551 -8,724 -18 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 2.2 94.8 96.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 5 5 33 30 41 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,807
COMMITMENTS
3,540 2,573 1,427 119,595 120,802 124,562 124,802 245 5
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -10,119)
-552 -1,508 -504 -9,053 -8,102 -10,109 -10,114 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.1 1.1 95.8 96.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 6 5 35 31 44 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 260,369
COMMITMENTS
31,134 11,653 14,310 214,570 234,392 260,014 260,355 356 15
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -14,582)
1,103 -1,885 -2,265 -13,407 -10,433 -14,569 -14,583 -13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.5 5.5 82.4 90.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 16 21 42 45 73 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,602
COMMITMENTS
2,683 150 175 30,470 33,262 33,328 33,587 274 15
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,687)
-855 -175 55 -1,870 -2,562 -2,670 -2,682 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.4 0.5 90.7 99.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 22 12 25 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,968
COMMITMENTS
1,588 50 950 29,156 30,953 31,694 31,953 274 15
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,102)
-815 -150 90 -1,360 -2,037 -2,085 -2,097 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.2 3.0 91.2 96.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 22 11 26 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,961
COMMITMENTS
41 458 271 2,808 2,694 3,120 3,423 841 538
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -858)
-182 25 -125 -517 -748 -824 -848 -34 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 11.6 6.8 70.9 68.0 78.8 86.4 21.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 5 6 15 17 21 24
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,811
COMMITMENTS
2,695 736 65 36,874 38,632 39,634 39,433 1,177 1,378
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,563)
-660 26 -41 -4,643 -5,031 -5,344 -5,046 -219 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.8 0.2 90.4 94.7 97.1 96.6 2.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 3 24 29 31 33
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,353
COMMITMENTS
1,280 225 107 10,851 11,066 12,238 11,398 115 955
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,401)
-15 0 67 -2,420 -2,407 -2,368 -2,340 -33 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 1.8 0.9 87.8 89.6 99.1 92.3 0.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 12 18 15 20
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,410
COMMITMENTS
331 135 289 10,224 10,366 10,844 10,790 566 620
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,783)
-344 -150 -42 -1,311 -1,566 -1,697 -1,758 -86 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 2.5 89.6 90.9 95.0 94.6 5.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 24 24 29 27
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,479
COMMITMENTS
260 544 88 13,001 12,627 13,349 13,259 130 220
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,817)
-355 -232 0 -1,462 -1,550 -1,817 -1,782 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.0 0.7 96.5 93.7 99.0 98.4 1.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 1 14 19 18 23
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 71,850
COMMITMENTS
6,034 3,225 3,072 58,773 61,162 67,879 67,459 3,971 4,391
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -9,784)
723 -1,100 -983 -9,188 -7,308 -9,448 -9,391 -336 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.5 4.3 81.8 85.1 94.5 93.9 5.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 11 16 48 49 70 68
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 42,800
COMMITMENTS
4,615 0 0 37,260 39,560 41,875 39,560 925 3,240
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 620)
225 0 -135 530 1,485 620 1,350 0 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 87.1 92.4 97.8 92.4 2.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 22 23 25 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,235
COMMITMENTS
260 1,215 360 11,435 10,310 12,055 11,885 180 350
CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.9 2.9 93.5 84.3 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 14 15 17 18
Updated March 9, 2018