NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| 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 03/13/18 (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 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 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,350
COMMITMENTS
768 9,008 5 39,559 31,337 40,332 40,350 18 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -108)
-50 0 0 -58 -108 -108 -108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 22.3 0.0 98.0 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 1 10 11 16 17
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 51,710
COMMITMENTS
5,807 7,819 4,210 41,686 39,681 51,703 51,710 7 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -275)
-221 2 223 -277 -500 -275 -275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.1 8.1 80.6 76.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 9 11 11 27 23
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,397
COMMITMENTS
11,143 24,388 762 32,492 19,247 44,397 44,397 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 300)
0 300 0 300 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 54.9 1.7 73.2 43.4 100.0 100.0 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 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,497
COMMITMENTS
8,542 21,075 0 25,950 13,422 34,492 34,497 5 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 735)
230 985 0 500 -250 730 735 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 61.1 0.0 75.2 38.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 0 9 7 14 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,258
COMMITMENTS
12,950 13,850 200 16,108 15,208 29,258 29,258 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -14)
0 150 0 -14 -164 -14 -14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 47.3 0.7 55.1 52.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 1 11 8 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 25,463
COMMITMENTS
11,835 9,175 100 13,528 16,188 25,463 25,463 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 350)
250 750 0 100 -400 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 36.0 0.4 53.1 63.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 1 7 7 14 12
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,637
COMMITMENTS
8,575 3,050 0 10,062 15,587 18,637 18,637 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 237)
150 0 0 87 237 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 16.4 0.0 54.0 83.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 0 6 5 14 8
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,372
COMMITMENTS
5,497 5,275 0 21,875 22,097 27,372 27,372 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 19.3 0.0 79.9 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 11 5 15 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,940
COMMITMENTS
8,130 6,040 0 6,810 8,900 14,940 14,940 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,100)
600 1,500 0 500 -400 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 40.4 0.0 45.6 59.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 7 0 5 6 10 13
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 9,783
COMMITMENTS
412 113 672 8,455 8,999 9,538 9,783 245 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 6.9 86.4 92.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 12 8 15 12
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,309
COMMITMENTS
8,609 694 3,282 13,283 21,138 25,174 25,114 135 195
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 197)
-166 0 39 369 203 242 242 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 2.7 13.0 52.5 83.5 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 7 23 24 31 34
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,295
COMMITMENTS
3,287 9,339 1,413 23,344 17,358 28,044 28,110 251 185
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 442)
-50 50 35 457 357 442 442 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 33.0 5.0 82.5 61.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 3 25 14 30 19
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,270,472
COMMITMENTS
571,101 60,844 753,224 3892699 4444865 5217024 5258933 53,448 11,539
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 52,272)
-94,981 -8,988 36,030 107,207 24,818 48,256 51,860 4,016 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.2 14.3 73.9 84.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
42 25 49 127 108 185 166
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 897,073
COMMITMENTS
31,157 43,055 445,078 413,807 407,587 890,041 895,720 7,032 1,353
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -38,639)
11 -773 -30,673 -11,012 -7,230 -41,675 -38,677 3,036 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.8 49.6 46.1 45.4 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 12 22 47 46 69 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 288,017
COMMITMENTS
6,384 13,805 1,344 267,532 268,622 275,260 283,771 12,757 4,246
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -2,804)
-3,764 4,767 -1,444 2,631 -6,648 -2,577 -3,325 -227 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.8 0.5 92.9 93.3 95.6 98.5 4.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 2 27 26 30 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,628
COMMITMENTS
4,184 0 3,244 89,394 93,481 96,822 96,725 6,806 6,903
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,070)
-579 0 -207 1,936 4,335 1,150 4,128 1,920 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 3.1 86.3 90.2 93.4 93.3 6.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 26 25 27 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,425
COMMITMENTS
3,879 1,720 1,635 274,123 280,971 279,637 284,326 14,788 10,099
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 10,171)
1,880 -161 -1,238 9,820 8,052 10,462 6,653 -291 3,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 0.6 93.1 95.4 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 27 25 30 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 786,161
COMMITMENTS
1,812 7,190 5,849 768,486 770,357 776,147 783,396 10,014 2,765
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,081)
1,069 0 -1 2,912 3,216 3,980 3,215 -899 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.7 97.8 98.0 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 2 45 29 48 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 491,093
COMMITMENTS
4,065 1,562 0 453,724 480,217 457,789 481,779 33,304 9,314
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 10,607)
0 0 0 10,617 10,063 10,617 10,063 -10 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.0 92.4 97.8 93.2 98.1 6.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 0 31 36 32 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 414,334
COMMITMENTS
2,123 3,285 465 404,271 403,666 406,859 407,416 7,475 6,918
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 6,447)
-140 0 60 9,213 7,246 9,133 7,306 -2,686 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.1 97.6 97.4 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 2 34 39 37 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,623
COMMITMENTS
4,282 8,951 1,357 252,660 258,202 258,299 268,510 17,324 7,113
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,227)
1,886 617 -677 -1,609 2,329 -400 2,269 2,627 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 0.5 91.7 93.7 93.7 97.4 6.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 3 36 34 39 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,749
COMMITMENTS
2,910 0 735 80,021 80,575 83,666 81,310 3,083 5,439
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 6,828)
2,542 0 -103 4,055 6,788 6,494 6,685 334 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.8 92.2 92.9 96.4 93.7 3.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 22 23 23 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,240
COMMITMENTS
0 0 0 54,124 55,930 54,124 55,930 2,116 310
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 6,260)
0 0 0 7,608 7,116 7,608 7,116 -1,348 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 99.4 96.2 99.4 3.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 17 19 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,250
COMMITMENTS
296 206 1,213 156,215 157,567 157,724 158,986 6,526 5,264
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,401)
-427 206 567 3,857 1,736 3,997 2,509 -1,596 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.7 95.1 95.9 96.0 96.8 4.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,660
COMMITMENTS
1,926 4,254 0 167,598 170,163 169,524 174,417 9,136 4,243
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,818)
214 0 0 3,088 2,818 3,302 2,818 -1,484 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.4 0.0 93.8 95.2 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 22 23 23 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,610
COMMITMENTS
4,007 1,712 0 26,109 28,868 30,116 30,580 494 30
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 5,100)
630 0 0 4,717 5,256 5,347 5,256 -247 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 5.6 0.0 85.3 94.3 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 15 24 16 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 544,242
COMMITMENTS
8,092 11,892 4,445 525,559 521,035 538,096 537,372 6,146 6,870
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 6,549)
669 608 320 6,614 6,324 7,603 7,252 -1,054 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.2 0.8 96.6 95.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
5 5 4 50 48 57 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,040
COMMITMENTS
0 6,421 1,650 190,347 184,273 191,997 192,344 6,043 5,696
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 4,370)
0 -2,851 301 2,684 6,630 2,985 4,080 1,385 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.8 96.1 93.0 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 26 25 28 28
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,522
COMMITMENTS
0 0 0 32,456 34,778 32,456 34,778 3,066 744
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 97.9 91.4 97.9 8.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 14 10 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,470
COMMITMENTS
0 1,284 580 80,447 76,919 81,027 78,783 6,443 8,687
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -977)
0 686 421 -2,562 -2,742 -2,141 -1,635 1,164 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.7 92.0 87.9 92.6 90.1 7.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 10 18 11
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,346
COMMITMENTS
0 10,440 0 117,797 103,626 117,797 114,066 1,549 5,280
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 98.7 86.8 98.7 95.6 1.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 14 12 14 15
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,042
COMMITMENTS
8,731 14,800 600 121,606 115,619 130,937 131,019 1,105 1,023
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 7,830)
-600 3,480 600 7,680 3,750 7,680 7,830 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.2 0.5 92.1 87.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 6 1 20 34 26 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,079
COMMITMENTS
0 1,174 0 129,000 125,576 129,000 126,750 1,079 3,329
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 754)
0 0 0 754 326 754 326 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.2 96.5 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 22 16 22 17
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 25,950
COMMITMENTS
0 0 0 24,760 25,268 24,760 25,268 1,190 682
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,590)
0 0 0 1,320 1,466 1,320 1,466 270 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 97.4 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,201
COMMITMENTS
0 415 1,285 258,954 249,623 260,239 251,323 2,962 11,878
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,814)
0 -214 56 3,371 327 3,427 169 -613 2,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 98.4 94.8 98.9 95.5 1.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 33 27 34 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,309
COMMITMENTS
947 741 709 84,845 87,850 86,501 89,300 12,808 10,009
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -3,970)
214 -60 -430 -4,152 -1,775 -4,368 -2,265 398 -1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 0.7 85.4 88.5 87.1 89.9 12.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 17 16 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,669
COMMITMENTS
0 105 838 144,250 142,742 145,088 143,685 3,581 4,984
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 13,200)
0 -428 60 13,080 12,954 13,140 12,586 60 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 97.0 96.0 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 22 23 23 24
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,183
COMMITMENTS
822 0 0 50,886 53,248 51,708 53,248 2,475 935
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 93.9 98.3 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 15 12 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,198
COMMITMENTS
9,272 837 563 132,253 142,502 142,088 143,902 9,110 7,296
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,601)
-60 240 0 4,005 1,967 3,945 2,207 -1,344 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.6 0.4 87.5 94.2 94.0 95.2 6.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 20 16 22 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,478
COMMITMENTS
0 0 0 102,884 107,315 102,884 107,315 11,594 7,163
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 210 148 210 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 93.7 89.9 93.7 10.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 17 18 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,027
COMMITMENTS
372 0 0 51,884 52,571 52,256 52,571 771 456
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,180)
0 0 0 2,180 3,164 2,180 3,164 0 -984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.8 99.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 16 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,087
COMMITMENTS
2,258 300 632 173,452 175,854 176,342 176,786 6,745 6,301
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,883)
404 0 -68 3,798 3,535 4,134 3,467 -1,251 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.3 94.7 96.0 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 17 23 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,927
COMMITMENTS
0 1,451 3,238 178,133 182,731 181,371 187,420 13,556 7,507
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 11,260)
-3 -1,352 -465 11,179 10,861 10,711 9,044 549 2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.7 91.4 93.7 93.0 96.1 7.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 3 28 24 31 28
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,805
COMMITMENTS
806 0 0 24,441 25,030 25,247 25,030 558 775
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 94.7 97.0 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 10 13 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 238,806
COMMITMENTS
4,368 3,232 383 226,650 226,933 231,401 230,548 7,405 8,258
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,952)
-180 968 -580 -2,164 -1,197 -2,924 -809 972 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.4 0.2 94.9 95.0 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 29 30 31 32
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 123,773
COMMITMENTS
0 0 0 117,201 117,230 117,201 117,230 6,572 6,543
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 5,367)
-830 0 -550 5,034 4,910 3,654 4,360 1,713 1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 94.7 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 19 18 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 109,958
COMMITMENTS
0 0 0 106,115 105,957 106,115 105,957 3,843 4,001
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 9,348)
0 0 0 9,348 9,776 9,348 9,776 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 96.4 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 18 20 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,881
COMMITMENTS
2,568 1,731 0 61,931 63,750 64,499 65,481 4,382 3,400
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 918)
0 0 0 918 918 918 918 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.5 0.0 89.9 92.6 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 38,369
COMMITMENTS
1,158 403 0 34,155 36,619 35,313 37,022 3,056 1,347
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,964)
0 0 0 3,128 1,818 3,128 1,818 -1,164 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 0.0 89.0 95.4 92.0 96.5 8.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 10 15 11 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 159,414
COMMITMENTS
1,624 0 0 139,972 152,241 141,596 152,241 17,818 7,173
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -205)
-856 0 0 -602 -4,019 -1,458 -4,019 1,253 3,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 87.8 95.5 88.8 95.5 11.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 18 15 19 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,997
COMMITMENTS
3,993 0 0 65,681 71,927 69,674 71,927 3,323 1,070
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,316)
-398 0 0 2,714 2,530 2,316 2,530 0 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 90.0 98.5 95.4 98.5 4.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 22 16 24 16
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 155,041
COMMITMENTS
5,400 0 0 145,517 151,049 150,917 151,049 4,124 3,992
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 7,930)
2,530 0 -210 4,814 9,126 7,134 8,916 796 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 93.9 97.4 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 16 11 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 70,430
COMMITMENTS
9,559 4,261 4,067 55,841 61,612 69,467 69,940 963 490
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 342)
-16 -134 175 182 300 342 342 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.0 5.8 79.3 87.5 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 7 11 34 32 48 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,026
COMMITMENTS
6,225 660 325 35,476 41,041 42,026 42,026 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 553)
475 0 -100 223 653 598 553 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 1.6 0.8 84.4 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 2 3 24 20 34 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 26,551
COMMITMENTS
2,545 1,350 780 23,226 24,421 26,551 26,551 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 635)
200 -850 250 185 1,235 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.1 2.9 87.5 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 5 21 18 26 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,839
COMMITMENTS
9,686 15,737 5,896 160,969 155,031 176,551 176,664 288 175
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,520)
275 0 -1,045 2,378 2,585 1,608 1,540 -88 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.9 3.3 91.0 87.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 6 3 40 37 47 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,221
COMMITMENTS
3,941 11,635 962 56,315 48,444 61,218 61,041 3 180
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 976)
-117 -401 340 751 1,037 974 976 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 19.0 1.6 92.0 79.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 6 4 17 19 28 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,110
COMMITMENTS
0 1,250 0 37,110 35,860 37,110 37,110 0 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 975)
0 250 0 975 725 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 100.0 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 10 11 10 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 52,421
COMMITMENTS
1,496 4,900 724 50,076 46,670 52,296 52,294 125 127
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -411)
386 0 84 -881 -495 -411 -411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 9.3 1.4 95.5 89.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 5 1 27 26 28 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,885
COMMITMENTS
2,186 3,360 1,490 64,990 63,779 68,666 68,629 219 256
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,150)
-50 700 225 1,975 1,225 2,150 2,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.9 2.2 94.3 92.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 8 5 30 29 36 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,331
COMMITMENTS
2,065 956 854 69,276 70,146 72,195 71,956 136 375
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,059)
0 -84 84 1,965 2,054 2,049 2,054 10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 1.2 95.8 97.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 25 25 29 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,866
COMMITMENTS
2,805 200 750 98,136 100,591 101,691 101,541 175 325
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,712)
0 0 0 1,712 1,712 1,712 1,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 0.7 96.3 98.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 27 27 31 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,371
COMMITMENTS
600 0 0 28,716 29,025 29,316 29,025 55 346
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.8 98.8 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 22 16 25 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,040
COMMITMENTS
300 415 65 32,625 32,560 32,990 33,040 50 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -220)
-50 0 0 -170 -220 -220 -220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.3 0.2 98.7 98.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 22 17 24 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,718
COMMITMENTS
12,079 293 3,419 21,687 33,588 37,185 37,300 533 418
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,460)
92 6 182 1,184 1,304 1,458 1,492 2 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 0.8 9.1 57.5 89.1 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 4 7 22 25 35 33
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,268
COMMITMENTS
400 200 0 36,868 36,983 37,268 37,183 0 85
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 865)
0 0 0 865 865 865 865 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.0 98.9 99.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 0 26 21 29 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,511
COMMITMENTS
2,314 2,330 391 42,076 42,745 44,781 45,466 730 45
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 355)
0 0 10 345 335 355 345 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.1 0.9 92.5 93.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 3 24 22 30 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,294
COMMITMENTS
2,439 0 163 40,467 42,931 43,069 43,094 225 200
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 127)
65 0 2 60 185 127 187 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.4 93.5 99.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 23 19 26 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,572
COMMITMENTS
2,030 1,500 175 46,347 46,647 48,552 48,322 20 250
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -218)
20 0 0 -238 -218 -218 -218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.1 0.4 95.4 96.0 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 18 26 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,003
COMMITMENTS
0 1,160 1,046 75,765 74,623 76,811 76,829 192 174
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,635)
0 765 -108 2,743 1,963 2,635 2,620 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.4 98.4 96.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 29 26 30 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 112,234
COMMITMENTS
1,960 10,687 1,006 108,983 100,177 111,949 111,870 285 364
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,148)
65 1,169 491 2,592 1,488 3,148 3,148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.5 0.9 97.1 89.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 9 5 29 27 41 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,985
COMMITMENTS
1,100 525 450 38,415 39,010 39,965 39,985 20 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,900)
125 150 0 1,775 1,750 1,900 1,900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 1.1 96.1 97.6 99.9 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 3 12 16 15 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,215
COMMITMENTS
1,300 1,993 1,222 31,060 30,835 33,582 34,050 633 165
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,075)
0 -2 2 1,235 955 1,237 955 -162 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.8 3.6 90.8 90.1 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 21 20 26 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 38,753
COMMITMENTS
7,668 1,200 1,385 29,290 36,153 38,343 38,738 410 15
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,431)
365 0 0 2,066 2,431 2,431 2,431 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.1 3.6 75.6 93.3 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 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,152
COMMITMENTS
50 2,895 51 41,712 38,723 41,813 41,669 339 483
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 30)
0 0 0 25 30 25 30 5 0
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 14 16 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,888
COMMITMENTS
51 2,045 0 35,827 33,783 35,878 35,828 10 60
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
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 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,031
COMMITMENTS
2,367 1,375 80 27,159 28,576 29,606 30,031 425 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 650)
0 0 0 635 650 635 650 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 4.6 0.3 90.4 95.2 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 2 24 19 31 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,248
COMMITMENTS
790 75 370 21,593 22,713 22,753 23,158 495 90
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 735)
25 0 0 710 735 735 735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.3 1.6 92.9 97.7 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 17 18 21 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,005
COMMITMENTS
1,499 8,037 630 46,705 40,317 48,834 48,984 171 21
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,418)
0 755 320 3,118 2,343 3,438 3,418 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 16.4 1.3 95.3 82.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 2 26 25 30 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,908
COMMITMENTS
125 3,424 136 38,181 35,328 38,442 38,888 466 20
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,297)
0 225 -25 2,142 2,097 2,117 2,297 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.8 0.3 98.1 90.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 19 25 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,471
COMMITMENTS
0 1,275 0 21,311 20,175 21,311 21,450 160 21
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 475)
0 450 0 475 25 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 99.3 94.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 14 12 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,555
COMMITMENTS
1,095 50 0 12,275 13,505 13,370 13,555 185 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.4 0.0 90.6 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 BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,445
COMMITMENTS
945 50 0 12,335 13,395 13,280 13,445 165 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 30)
50 0 0 0 30 50 30 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 0.0 91.7 99.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 0 17 10 22 11
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,335
COMMITMENTS
255 0 0 20,750 20,765 21,005 20,765 330 570
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.3 97.3 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 12 12 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,175
COMMITMENTS
350 200 0 20,569 20,975 20,919 21,175 256 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 380)
175 0 0 205 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 0.0 97.1 99.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 15 14 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,880
COMMITMENTS
350 0 0 18,214 18,880 18,564 18,880 316 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 325)
175 0 0 150 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 96.5 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 14 12 17 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,390
COMMITMENTS
660 0 0 5,505 6,340 6,165 6,340 225 50
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 86.2 99.2 96.5 99.2 3.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,895
COMMITMENTS
0 0 0 5,770 5,845 5,770 5,845 125 50
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,003
COMMITMENTS
900 175 1,690 26,994 28,093 29,584 29,958 419 45
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,285)
-25 -1,550 1,690 1,620 3,145 3,285 3,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.6 5.6 90.0 93.6 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 17 18 21 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,351
COMMITMENTS
900 175 1,690 27,339 28,441 29,929 30,306 422 45
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,270)
-25 -1,550 1,690 1,605 3,130 3,270 3,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.6 5.6 90.1 93.7 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 18 20 22 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,615
COMMITMENTS
1,930 1,515 3,520 103,895 104,325 109,345 109,360 270 255
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -521)
-1,090 470 1,115 -551 -2,106 -526 -521 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.4 3.2 94.8 95.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 7 6 34 30 42 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,290
COMMITMENTS
2,370 3,090 2,550 120,125 119,645 125,045 125,285 245 5
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -773)
-1,030 612 1,123 -866 -2,488 -773 -753 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.5 2.0 95.9 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 9 6 36 33 45 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 270,407
COMMITMENTS
32,468 14,355 14,488 223,121 241,549 270,077 270,393 330 14
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,826)
-374 1,699 351 2,845 770 2,821 2,820 5 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.3 5.4 82.5 89.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 17 24 44 45 77 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,496
COMMITMENTS
2,563 150 175 31,474 34,156 34,212 34,481 284 15
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 729)
0 0 0 719 729 719 729 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.4 0.5 91.2 99.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 1 22 13 25 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,757
COMMITMENTS
1,468 50 950 30,055 31,742 32,473 32,742 284 15
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 659)
0 0 0 649 659 649 659 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.2 2.9 91.8 96.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 21 12 25 15
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,213
COMMITMENTS
34 475 352 2,990 2,805 3,376 3,632 837 581
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 20)
0 18 -33 -18 -51 -51 -66 71 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.3 8.4 71.0 66.6 80.1 86.2 19.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 6 17 19 23 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,601
COMMITMENTS
2,642 1,466 655 38,024 39,320 41,321 41,441 280 160
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,024)
-143 290 590 1,367 786 1,814 1,666 -791 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.5 1.6 91.4 94.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 4 26 28 33 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,848
COMMITMENTS
1,576 225 68 11,103 11,430 12,747 11,723 101 1,125
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 299)
246 0 -39 117 159 324 120 -25 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.8 0.5 86.4 89.0 99.2 91.2 0.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 14 20 18 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,618
COMMITMENTS
517 125 335 10,416 10,542 11,268 11,002 350 616
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 163)
-62 -10 -29 202 156 111 117 52 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.1 2.9 89.7 90.7 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 3 25 26 31 30
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,753
COMMITMENTS
235 744 113 13,375 12,896 13,723 13,753 30 0
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -82)
-25 200 25 -82 -87 -82 138 0 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.4 0.8 97.3 93.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 2 16 22 20 28
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 78,325
COMMITMENTS
7,106 3,405 6,255 64,011 66,570 77,372 76,230 953 2,095
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 4,371)
1,387 120 2,782 3,684 4,087 7,853 6,989 -3,482 -2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.3 8.0 81.7 85.0 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
21 11 24 50 53 81 79
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 38,224
COMMITMENTS
3,845 0 90 33,559 34,799 37,494 34,889 730 3,335
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,131)
-920 0 90 -4,136 -5,316 -4,966 -5,226 -165 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.2 87.8 91.0 98.1 91.3 1.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 23 22 26 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,435
COMMITMENTS
260 1,605 264 12,731 11,216 13,255 13,085 180 350
CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,200)
0 390 -96 1,296 906 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.9 2.0 94.8 83.5 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 15 17 19 21
Updated March 23, 2018