NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,114
COMMITMENTS
11,115 22,073 0 33,999 23,041 45,114 45,114 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 0)
200 -60 0 -200 60 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 48.9 0.0 75.4 51.1 100.0 100.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 36,058
COMMITMENTS
710 6,963 46 35,276 29,049 36,032 36,058 26 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -4,292)
-58 -2,045 41 -4,283 -2,288 -4,300 -4,292 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 19.3 0.1 97.8 80.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 1 8 9 14 14
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 42,916
COMMITMENTS
6,226 5,189 2,923 33,758 34,805 42,906 42,916 10 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -8,794)
419 -2,630 -1,288 -7,928 -4,876 -8,797 -8,794 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.1 6.8 78.7 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 4 7 12 11 29 21
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,697
COMMITMENTS
11,243 24,588 762 32,692 19,347 44,697 44,697 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 300)
100 200 0 200 100 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 55.0 1.7 73.1 43.3 100.0 100.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,997
COMMITMENTS
8,642 21,375 0 26,350 13,622 34,992 34,997 5 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 500)
100 300 0 400 200 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 61.1 0.0 75.3 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,238
COMMITMENTS
12,950 13,850 200 16,088 15,188 29,238 29,238 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 47.4 0.7 55.0 51.9 100.0 100.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 25,713
COMMITMENTS
12,185 9,175 100 13,428 16,438 25,713 25,713 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 250)
350 0 0 -100 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 35.7 0.4 52.2 63.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 1 7 7 15 12
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,387
COMMITMENTS
8,225 3,150 0 10,162 15,237 18,387 18,387 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -250)
-350 100 0 100 -350 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 17.1 0.0 55.3 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 0 6 5 14 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| 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 03/20/18 (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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,040
COMMITMENTS
8,130 6,940 0 7,910 9,100 16,040 16,040 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,100)
0 900 0 1,100 200 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 43.3 0.0 49.3 56.7 100.0 100.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 8,661
COMMITMENTS
423 114 675 6,318 7,872 7,416 8,661 1,245 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,122)
11 1 3 -2,137 -1,127 -2,122 -1,122 1,000 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.3 7.8 73.0 90.9 85.6 100.0 14.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 12 6 15 10
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,149
COMMITMENTS
8,970 662 3,267 13,867 22,025 26,104 25,954 45 195
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 840)
361 -32 -15 584 887 930 840 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 2.5 12.5 53.0 84.2 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 7 7 24 25 32 34
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,654
COMMITMENTS
3,287 9,540 1,443 23,519 17,401 28,249 28,384 405 270
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 359)
0 201 30 175 43 205 274 154 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 33.3 5.0 82.1 60.7 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 4 26 14 32 20
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,440,704
COMMITMENTS
593,952 134,362 744,561 4029720 4468796 5368233 5347719 72,471 92,985
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 170,232)
22,851 73,518 -8,663 137,021 23,931 151,209 88,786 19,023 81,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 2.5 13.7 74.1 82.1 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
47 27 55 125 109 190 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 775,418
COMMITMENTS
27,521 54,784 364,285 379,071 355,761 770,877 774,830 4,541 588
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -121,655)
-3,636 11,729 -80,793 -34,736 -51,826 -119,165 -120,890 -2,491 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.1 47.0 48.9 45.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 14 19 44 40 64 62
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,405
COMMITMENTS
6,720 11,633 1,412 274,824 279,117 282,956 292,162 13,449 4,243
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 8,388)
336 -2,172 68 7,292 10,495 7,696 8,391 692 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.9 0.5 92.7 94.2 95.5 98.6 4.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 28 28 32 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,243
COMMITMENTS
4,915 0 3,859 91,538 96,037 100,312 99,896 5,931 6,347
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,615)
731 0 615 2,144 2,556 3,490 3,171 -875 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 3.6 86.2 90.4 94.4 94.0 5.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 27 26 29 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,675
COMMITMENTS
2,574 4,482 1,202 292,748 293,025 296,524 298,709 11,151 8,966
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 13,250)
-1,305 2,762 -433 18,625 12,054 16,887 14,383 -3,637 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.4 95.1 95.2 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 32 28 36 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,610
COMMITMENTS
2,026 7,521 6,873 780,918 780,784 789,817 795,178 8,793 3,432
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 12,449)
214 331 1,024 12,432 10,427 13,670 11,782 -1,221 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.9 97.8 97.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 4 44 28 48 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 500,876
COMMITMENTS
6,746 2,551 279 459,677 490,441 466,702 493,271 34,174 7,605
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,783)
2,681 989 279 5,953 10,224 8,913 11,492 870 -1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 0.1 91.8 97.9 93.2 98.5 6.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 1 30 36 36 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 435,095
COMMITMENTS
5,237 3,102 764 421,514 425,618 427,515 429,484 7,580 5,611
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 20,761)
3,114 -183 299 17,243 21,952 20,656 22,068 105 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.7 0.2 96.9 97.8 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 1 4 34 42 41 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,903
COMMITMENTS
3,891 10,171 1,906 259,723 264,379 265,520 276,456 16,383 5,447
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 6,280)
-391 1,220 549 7,063 6,177 7,221 7,946 -941 -1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.6 0.7 92.1 93.8 94.2 98.1 5.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 4 39 37 43 45
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,416
COMMITMENTS
5,188 0 735 81,196 83,662 87,119 84,397 3,297 6,019
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 3,667)
2,278 0 0 1,175 3,087 3,453 3,087 214 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.8 89.8 92.5 96.4 93.3 3.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 22 24 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,380
COMMITMENTS
0 0 0 58,298 59,620 58,298 59,620 2,082 760
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,140)
0 0 0 4,174 3,690 4,174 3,690 -34 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.7 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 20 19 20 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,935
COMMITMENTS
1,642 194 1,621 164,421 167,702 167,684 169,517 6,251 4,418
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,685)
1,346 -12 408 8,206 10,135 9,960 10,531 -275 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.9 94.5 96.4 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 21 19 24 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,302
COMMITMENTS
1,378 4,254 0 170,865 169,599 172,243 173,853 9,059 7,449
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,642)
-548 0 0 3,267 -564 2,719 -564 -77 3,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.3 0.0 94.2 93.5 95.0 95.9 5.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 22 22 23 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,416
COMMITMENTS
0 0 0 132,974 130,941 132,974 130,941 5,442 7,475
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 94.6 96.1 94.6 3.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,608
COMMITMENTS
7,817 2,132 0 32,545 38,202 40,362 40,334 246 274
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,998)
3,810 420 0 6,436 9,334 10,246 9,754 -248 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 5.3 0.0 80.1 94.1 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 20 22 22 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 559,815
COMMITMENTS
14,732 14,001 3,048 536,612 535,319 554,392 552,368 5,423 7,447
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 15,573)
6,640 2,109 -1,397 11,053 14,284 16,296 14,996 -723 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.5 0.5 95.9 95.6 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 6 3 50 48 56 54
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,207
COMMITMENTS
677 10,722 2,117 199,000 192,262 201,794 205,101 5,413 2,106
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,167)
677 4,301 467 8,653 7,989 9,797 12,757 -630 -3,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.2 1.0 96.0 92.8 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 6 3 28 30 31 37
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,682
COMMITMENTS
210 0 0 33,256 35,788 33,466 35,788 3,216 894
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,160)
210 0 0 800 1,010 1,010 1,010 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 90.7 97.6 91.2 97.6 8.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 16 13 16
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,878
COMMITMENTS
0 4,991 106 86,344 78,051 86,450 83,148 5,428 8,730
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,408)
0 3,707 -474 5,897 1,132 5,423 4,365 -1,015 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.1 94.0 85.0 94.1 90.5 5.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 18 13 19 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,784
COMMITMENTS
3,660 28,944 0 155,369 129,494 159,029 158,438 1,755 2,346
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 41,438)
3,660 18,504 0 37,572 25,868 41,232 44,372 206 -2,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 18.0 0.0 96.6 80.5 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 0 24 28 28 41
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,812
COMMITMENTS
6,789 26,835 6,357 162,027 141,787 175,173 174,979 639 833
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 43,770)
-1,942 12,035 5,757 40,421 26,168 44,236 43,960 -466 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 15.3 3.6 92.2 80.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
6 14 3 33 41 42 55
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,417
COMMITMENTS
0 1,174 0 131,373 128,069 131,373 129,243 1,044 3,174
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,338)
0 0 0 2,373 2,493 2,373 2,493 -35 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.2 96.7 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 25 21 25 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,020
COMMITMENTS
0 360 0 27,074 26,769 27,074 27,129 946 891
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,070)
0 360 0 2,314 1,501 2,314 1,861 -244 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 96.6 95.5 96.6 96.8 3.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 16 17 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 266,080
COMMITMENTS
0 1,804 1,285 261,619 252,797 262,904 255,886 3,176 10,194
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,879)
0 1,389 0 2,665 3,174 2,665 4,563 214 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.5 98.3 95.0 98.8 96.2 1.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 1 34 30 35 32
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,089
COMMITMENTS
947 2,355 709 89,686 92,420 91,342 95,484 12,747 8,605
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,780)
0 1,614 0 4,841 4,570 4,841 6,184 -61 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.3 0.7 86.2 88.8 87.8 91.7 12.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 19 18 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,998
COMMITMENTS
685 1,320 761 156,063 155,011 157,509 157,092 4,489 4,906
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 13,329)
685 1,215 -77 11,813 12,269 12,421 13,407 908 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.5 96.3 95.7 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 1 24 25 25 29
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,202
COMMITMENTS
236 0 184 55,060 56,986 55,480 57,170 2,722 1,032
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,019)
-586 0 184 4,174 3,738 3,772 3,922 247 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.3 94.6 97.9 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 12 17 13 18
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,698
COMMITMENTS
9,272 597 563 131,781 141,318 141,616 142,478 10,082 9,220
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 500)
0 -240 0 -472 -1,184 -472 -1,424 972 1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.4 0.4 86.9 93.2 93.4 93.9 6.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 13 19 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,098
COMMITMENTS
0 0 0 104,903 110,189 104,903 110,189 12,195 6,909
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,620)
0 0 0 2,019 2,874 2,019 2,874 601 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 94.1 89.6 94.1 10.4 5.9
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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,695
COMMITMENTS
492 0 0 57,102 58,421 57,594 58,421 1,101 274
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,668)
120 0 0 5,218 5,850 5,338 5,850 330 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.3 99.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 18 16 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,224
COMMITMENTS
3,316 300 244 196,416 194,499 199,976 195,043 5,248 10,181
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 22,137)
1,058 0 -388 22,964 18,645 23,634 18,257 -1,497 3,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.1 95.7 94.8 97.4 95.0 2.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 18 23 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,859
COMMITMENTS
0 5,090 1,748 177,018 177,333 178,766 184,171 13,093 7,688
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -3,068)
0 3,639 -1,490 -1,115 -5,398 -2,605 -3,249 -463 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.9 92.3 92.4 93.2 96.0 6.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 6 2 28 24 30 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,281
COMMITMENTS
2,786 0 0 26,105 30,300 28,891 30,300 2,390 981
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,476)
1,980 0 0 1,664 5,270 3,644 5,270 1,832 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 83.5 96.9 92.4 96.9 7.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 14 13 18 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 237,861
COMMITMENTS
4,338 2,990 198 225,327 223,803 229,863 226,991 7,998 10,870
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -945)
-30 -242 -185 -1,323 -3,130 -1,538 -3,557 593 2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 0.1 94.7 94.1 96.6 95.4 3.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 30 31 32 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 132,121
COMMITMENTS
1,227 0 639 124,512 125,279 126,378 125,918 5,743 6,203
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 8,348)
1,227 0 639 7,311 8,049 9,177 8,688 -829 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.5 94.2 94.8 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 19 19 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 122,020
COMMITMENTS
0 0 0 118,335 117,709 118,335 117,709 3,685 4,311
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 12,062)
0 0 0 12,220 11,752 12,220 11,752 -158 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 96.5 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 18 21 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,343
COMMITMENTS
2,936 1,676 0 61,842 64,425 64,778 66,101 4,565 3,242
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 462)
368 -55 0 -89 675 279 620 183 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.4 0.0 89.2 92.9 93.4 95.3 6.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 13 15 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 46,855
COMMITMENTS
1,338 313 90 42,747 44,898 44,175 45,301 2,680 1,554
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 8,486)
180 -90 90 8,592 8,279 8,862 8,279 -376 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.7 0.2 91.2 95.8 94.3 96.7 5.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 15 19 17 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 160,399
COMMITMENTS
1,624 0 0 135,538 151,794 137,162 151,794 23,237 8,605
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 985)
0 0 0 -4,434 -447 -4,434 -447 5,419 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 84.5 94.6 85.5 94.6 14.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 14 18 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,366
COMMITMENTS
4,847 0 2 66,134 73,234 70,983 73,236 3,383 1,130
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,369)
854 0 2 453 1,307 1,309 1,309 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 88.9 98.5 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 17 24 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 171,935
COMMITMENTS
5,400 0 0 162,411 168,401 167,811 168,401 4,124 3,534
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 16,894)
0 0 0 16,894 17,352 16,894 17,352 0 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 94.5 97.9 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 10 17 11 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 71,679
COMMITMENTS
9,662 4,398 4,419 56,634 62,372 70,716 71,189 963 490
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,249)
103 137 352 794 760 1,249 1,249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 6.1 6.2 79.0 87.0 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 8 11 34 32 49 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,933
COMMITMENTS
6,547 360 558 36,828 43,015 43,933 43,933 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,906)
322 -300 233 1,352 1,974 1,906 1,906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.8 1.3 83.8 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 1 5 24 20 34 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 26,752
COMMITMENTS
2,670 1,200 855 23,227 24,697 26,752 26,752 0 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 201)
125 -150 75 1 276 201 201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.5 3.2 86.8 92.3 100.0 100.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,481
COMMITMENTS
9,841 17,390 4,726 161,627 154,192 176,194 176,308 287 173
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -358)
155 1,653 -1,170 658 -839 -357 -356 -1 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.9 2.7 91.6 87.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 6 3 40 36 47 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,638
COMMITMENTS
4,491 11,744 952 59,192 51,882 64,635 64,578 3 60
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 3,417)
550 109 -10 2,877 3,438 3,417 3,537 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 18.2 1.5 91.6 80.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 6 4 18 18 31 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 38,757
COMMITMENTS
0 1,375 0 38,754 37,382 38,754 38,757 3 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,647)
0 125 0 1,644 1,522 1,644 1,647 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 11 12 11 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 52,281
COMMITMENTS
1,496 3,750 724 49,936 47,680 52,156 52,154 125 127
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -140)
0 -1,150 0 -140 1,010 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.2 1.4 95.5 91.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 5 1 28 26 29 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,703
COMMITMENTS
3,361 3,420 1,865 66,258 66,177 71,484 71,462 219 241
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,818)
1,175 60 375 1,268 2,398 2,818 2,833 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.8 2.6 92.4 92.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 7 6 31 30 38 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,476
COMMITMENTS
2,065 956 854 69,421 70,291 72,340 72,101 136 375
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 1.2 95.8 97.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 25 26 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,504
COMMITMENTS
2,805 200 750 98,774 101,229 102,329 102,179 175 325
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 638)
0 0 0 638 638 638 638 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 0.7 96.4 98.8 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,831
COMMITMENTS
650 0 0 30,126 30,485 30,776 30,485 55 346
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,460)
50 0 0 1,410 1,460 1,460 1,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.7 98.9 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 23 16 26 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,035
COMMITMENTS
300 0 0 32,620 32,735 32,920 32,735 115 300
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -5)
0 -415 -65 -5 175 -70 -305 65 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.7 99.1 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 22 17 23 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,048
COMMITMENTS
12,208 253 3,492 22,819 34,890 38,520 38,635 528 413
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,331)
130 -40 74 1,132 1,302 1,336 1,336 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 0.6 8.9 58.4 89.4 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 4 7 20 25 33 35
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,688
COMMITMENTS
450 200 0 38,238 38,403 38,688 38,603 0 85
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,420)
50 0 0 1,370 1,420 1,420 1,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 0.0 98.8 99.3 100.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,758
COMMITMENTS
2,364 2,200 441 42,223 43,072 45,028 45,713 730 45
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 247)
50 -130 50 147 327 247 247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.8 1.0 92.3 94.1 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 3 24 21 30 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,534
COMMITMENTS
2,499 0 163 41,577 43,981 44,239 44,144 295 390
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,240)
60 0 0 1,110 1,050 1,170 1,050 70 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.4 93.4 98.8 99.3 99.1 0.7 0.9
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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,872
COMMITMENTS
2,120 1,500 175 47,497 47,827 49,792 49,502 80 370
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,300)
90 0 0 1,150 1,180 1,240 1,180 60 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.0 0.4 95.2 95.9 99.8 99.3 0.2 0.7
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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,041
COMMITMENTS
175 350 1,173 76,501 76,344 77,849 77,867 192 174
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,038)
175 -810 127 736 1,721 1,038 1,038 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 1.5 98.0 97.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 29 26 30 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,122
COMMITMENTS
2,365 10,847 1,073 109,404 100,828 112,842 112,748 280 374
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 888)
405 160 67 421 651 893 878 -5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.6 0.9 96.7 89.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 9 4 29 27 41 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 44,160
COMMITMENTS
1,100 725 525 42,515 42,910 44,140 44,160 20 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,175)
0 200 75 4,100 3,900 4,175 4,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 1.2 96.3 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 3 13 16 16 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,185
COMMITMENTS
1,350 1,993 1,222 31,920 31,805 34,492 35,020 693 165
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 970)
50 0 0 860 970 910 970 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.7 3.5 90.7 90.4 98.0 99.5 2.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 40,573
COMMITMENTS
7,698 1,200 1,385 31,080 37,973 40,163 40,558 410 15
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,820)
30 0 0 1,790 1,820 1,820 1,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.0 3.4 76.6 93.6 99.0 100.0 1.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,217
COMMITMENTS
50 2,895 51 41,772 38,788 41,873 41,734 344 483
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 65)
0 0 0 60 65 60 65 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.9 0.1 98.9 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,988
COMMITMENTS
51 2,045 0 35,927 33,883 35,978 35,928 10 60
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.7 0.0 99.8 94.2 100.0 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,444
COMMITMENTS
2,417 1,395 80 29,512 30,969 32,009 32,444 435 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,413)
50 20 0 2,353 2,393 2,403 2,413 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.3 0.2 91.0 95.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 1 2 24 21 31 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,636
COMMITMENTS
740 135 370 22,021 23,021 23,131 23,526 505 110
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 388)
-50 60 0 428 308 378 368 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.6 1.6 93.2 97.4 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 16 17 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,721
COMMITMENTS
1,474 9,034 653 48,408 40,983 50,535 50,670 186 51
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,716)
-25 997 23 1,703 666 1,701 1,686 15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 17.8 1.3 95.4 80.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 2 24 24 28 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,842
COMMITMENTS
125 4,264 136 40,205 36,422 40,466 40,822 376 20
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,934)
0 840 0 2,024 1,094 2,024 1,934 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.4 0.3 98.4 89.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 22 20 25 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,518
COMMITMENTS
0 1,290 0 21,358 20,207 21,358 21,497 160 21
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 47)
0 15 0 47 32 47 47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 99.3 93.9 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,730
COMMITMENTS
1,095 350 0 12,450 13,380 13,545 13,730 185 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 175)
0 300 0 175 -125 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.5 0.0 90.7 97.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 0 17 10 21 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,720
COMMITMENTS
945 350 0 12,610 13,370 13,555 13,720 165 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 275)
0 300 0 275 -25 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.6 0.0 91.9 97.4 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 0 17 10 22 12
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,455
COMMITMENTS
255 0 0 20,630 20,885 20,885 20,885 570 570
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -120 120 -120 120 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.2 97.3 97.3 97.3 2.7 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,035
COMMITMENTS
325 0 200 21,254 21,835 21,779 22,035 256 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 860)
-25 -200 200 685 860 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.9 96.5 99.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 1 15 13 19 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,085
COMMITMENTS
525 0 0 18,244 19,085 18,769 19,085 316 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 205)
175 0 0 30 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 95.6 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 14 12 18 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,900
COMMITMENTS
660 1,600 0 7,015 6,250 7,675 7,850 225 50
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,510)
0 1,600 0 1,510 -90 1,510 1,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 20.3 0.0 88.8 79.1 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 15 16 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,000
COMMITMENTS
0 0 0 5,875 5,950 5,875 5,950 125 50
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,598
COMMITMENTS
1,325 725 1,000 27,854 28,828 30,179 30,553 419 45
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 595)
425 550 -690 860 735 595 595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 3.3 91.0 94.2 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 1 17 18 21 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,571
COMMITMENTS
1,325 725 1,000 27,824 28,801 30,149 30,526 422 45
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 220)
425 550 -690 485 360 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 3.3 91.0 94.2 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 18 20 22 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,321
COMMITMENTS
2,330 1,580 3,405 103,311 104,081 109,046 109,066 275 255
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -294)
400 65 -115 -584 -244 -299 -294 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 3.1 94.5 95.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 4 6 34 30 43 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,966
COMMITMENTS
4,095 2,905 2,660 118,941 120,386 125,696 125,951 270 15
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 676)
1,725 -185 110 -1,184 741 651 666 25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.3 2.1 94.4 95.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 7 36 34 46 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 274,434
COMMITMENTS
31,744 14,910 15,205 227,154 244,063 274,104 274,179 331 256
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 4,028)
-724 555 717 4,033 2,514 4,027 3,786 1 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.4 5.5 82.8 88.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 15 24 43 44 77 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,961
COMMITMENTS
2,523 150 175 31,979 34,621 34,677 34,946 284 15
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 465)
-40 0 0 505 465 465 465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.4 0.5 91.5 99.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 22 13 24 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,247
COMMITMENTS
1,428 50 950 30,585 32,232 32,963 33,232 284 15
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 490)
-40 0 0 530 490 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 2.9 92.0 96.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 21 12 24 15
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,417
COMMITMENTS
40 523 341 3,208 3,028 3,589 3,892 828 525
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 204)
6 48 -11 218 223 213 260 -9 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.8 7.7 72.6 68.6 81.3 88.1 18.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 7 6 19 20 25 28
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 42,365
COMMITMENTS
2,270 1,634 751 39,064 39,830 42,085 42,215 280 150
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 764)
-372 168 96 1,040 510 764 774 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.9 1.8 92.2 94.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 6 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,660
COMMITMENTS
1,756 250 166 11,637 11,916 13,559 12,332 101 1,328
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 812)
180 25 98 534 486 812 609 0 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.8 1.2 85.2 87.2 99.3 90.3 0.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 3 14 20 19 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,800
COMMITMENTS
451 134 381 10,620 10,715 11,452 11,230 348 570
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 182)
-66 9 46 204 173 184 228 -2 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.1 3.2 90.0 90.8 97.1 95.2 2.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 4 25 26 32 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,593
COMMITMENTS
235 819 113 14,200 13,661 14,548 14,593 45 0
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 840)
0 75 0 825 765 825 840 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.6 0.8 97.3 93.6 99.7 100.0 0.3 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 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 79,078
COMMITMENTS
7,703 3,426 5,485 64,900 68,101 78,088 77,012 990 2,066
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 753)
597 21 -770 889 1,531 716 782 37 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.3 6.9 82.1 86.1 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 11 24 50 54 81 80
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 40,032
COMMITMENTS
3,605 0 200 35,492 36,412 39,297 36,612 735 3,420
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,808)
-240 0 110 1,933 1,613 1,803 1,723 5 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.5 88.7 91.0 98.2 91.5 1.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 23 23 26 26
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,465
COMMITMENTS
105 1,500 339 11,821 10,346 12,265 12,185 200 280
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -970)
-155 -105 75 -910 -870 -990 -900 20 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 12.0 2.7 94.8 83.0 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 4 14 16 18 20
Updated March 30, 2018