NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,214
COMMITMENTS
11,215 25,773 0 32,999 18,441 44,214 44,214 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,000)
0 -1,000 0 -1,000 0 -1,000 -1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 58.3 0.0 74.6 41.7 100.0 100.0 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 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 35,008
COMMITMENTS
660 6,609 50 34,282 28,349 34,992 35,008 16 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -871)
-25 0 0 -836 -871 -861 -871 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 18.9 0.1 97.9 81.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 8 9 13 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 48,817
COMMITMENTS
4,728 5,772 4,426 39,643 38,619 48,796 48,817 21 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -3,006)
-2,532 -334 -216 -239 -2,456 -2,987 -3,006 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.8 9.1 81.2 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 5 10 13 12 30 24
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,547
COMMITMENTS
10,793 24,238 762 33,992 20,547 45,547 45,547 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 53.2 1.7 74.6 45.1 100.0 100.0 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 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 36,647
COMMITMENTS
9,347 23,255 0 27,300 13,392 36,647 36,647 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 63.5 0.0 74.5 36.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 0 9 7 16 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,329
COMMITMENTS
11,950 15,648 200 19,179 15,481 31,329 31,329 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 31)
-150 0 0 181 31 31 31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 49.9 0.6 61.2 49.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 1 11 9 16 15
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,368
COMMITMENTS
13,870 16,775 100 16,398 13,493 30,368 30,368 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,100)
810 1,100 0 290 0 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 55.2 0.3 54.0 44.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 1 7 8 13 14
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,715
COMMITMENTS
7,390 3,775 0 12,325 15,940 19,715 19,715 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 40)
40 0 0 0 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 19.1 0.0 62.5 80.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 0 7 4 14 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| 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 04/24/18 (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
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 12,800
COMMITMENTS
7,200 1,950 0 5,600 10,850 12,800 12,800 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 100)
-50 0 0 150 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 15.2 0.0 43.8 84.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 7 4 14 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,990
COMMITMENTS
9,880 12,990 0 12,110 9,000 21,990 21,990 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,200)
0 1,200 0 1,200 0 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 59.1 0.0 55.1 40.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 8 0 5 6 11 14
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 15,578
COMMITMENTS
3,518 534 755 11,305 14,289 15,578 15,578 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,967)
970 101 -39 1,036 1,905 1,967 1,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.4 4.8 72.6 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 2 14 9 19 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,675
COMMITMENTS
5,602 324 2,791 13,886 21,693 22,279 24,808 3,396 867
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,507)
-2,077 -97 -1 535 945 -1,543 847 3,050 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 1.3 10.9 54.1 84.5 86.8 96.6 13.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 6 7 23 26 32 36
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,455
COMMITMENTS
2,605 7,434 1,424 23,296 16,772 27,325 25,630 2,130 3,825
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 355)
-458 -2,683 -8 -1,031 -564 -1,497 -3,255 1,852 3,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 25.2 4.8 79.1 56.9 92.8 87.0 7.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 5 4 28 14 35 21
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,180,018
COMMITMENTS
429,705 63,597 670,700 4027817 4435060 5128222 5169357 51,796 10,661
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -242,847)
-47,628 -33,986 -57,592 -145,685 -152,085 -250,905 -243,663 8,058 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.2 12.9 77.8 85.6 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
53 15 51 123 103 188 158
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 742,647
COMMITMENTS
23,325 53,570 357,752 354,716 329,793 735,792 741,115 6,854 1,532
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -86,017)
4,132 -938 -46,815 -42,921 -38,120 -85,604 -85,872 -413 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.2 48.2 47.8 44.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 13 19 47 46 68 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,284
COMMITMENTS
6,891 14,988 2,236 277,809 279,056 286,936 296,280 14,348 5,004
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 6,214)
-368 -2,338 697 4,020 7,857 4,349 6,216 1,865 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.0 0.7 92.2 92.6 95.2 98.3 4.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 7 3 28 24 33 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,933
COMMITMENTS
7,257 0 4,412 97,815 103,475 109,484 107,887 4,449 6,046
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 560)
-178 0 1,022 20 -745 864 277 -304 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 3.9 85.9 90.8 96.1 94.7 3.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 28 26 30 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,506
COMMITMENTS
2,718 2,460 1,328 294,737 294,553 298,783 298,341 11,723 12,165
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -167)
-744 558 -1,526 794 -3,052 -1,476 -4,020 1,309 3,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 0.4 94.9 94.9 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 1 29 30 31 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 801,196
COMMITMENTS
2,757 7,348 8,259 771,968 768,504 782,984 784,111 18,212 17,085
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 5,008)
155 218 303 -443 -7,986 15 -7,465 4,993 12,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 1.0 96.4 95.9 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 4 43 28 47 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 526,624
COMMITMENTS
6,731 4,697 575 490,796 515,497 498,102 520,769 28,522 5,855
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 23,751)
-377 -151 425 26,944 23,715 26,992 23,989 -3,241 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.9 0.1 93.2 97.9 94.6 98.9 5.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 2 34 42 38 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 485,178
COMMITMENTS
6,047 1,994 1,814 466,355 476,809 474,216 480,617 10,962 4,561
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 21,801)
-464 310 62 22,368 21,871 21,966 22,243 -165 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.4 96.1 98.3 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 2 4 35 44 42 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 297,126
COMMITMENTS
0 6,347 2,456 283,454 279,562 285,910 288,365 11,216 8,761
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 11,663)
0 -791 -39 9,586 10,842 9,547 10,012 2,116 1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.8 95.4 94.1 96.2 97.1 3.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 5 3 40 37 43 42
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,480
COMMITMENTS
2,212 210 4,091 90,592 91,431 96,895 95,732 2,585 3,748
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 4,283)
-1,122 0 304 5,593 4,072 4,775 4,376 -492 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 4.1 91.1 91.9 97.4 96.2 2.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 24 25 25 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,955
COMMITMENTS
0 0 0 56,428 59,015 56,428 59,015 3,527 940
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,582)
0 0 0 2,117 2,520 2,117 2,520 465 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 98.4 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 15 16 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,025
COMMITMENTS
0 725 1,853 178,124 179,683 179,977 182,261 6,048 3,764
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,808)
-353 -106 330 1,707 1,584 1,684 1,808 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.0 95.8 96.6 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 21 19 23 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,472
COMMITMENTS
1,584 3,040 0 168,301 173,013 169,885 176,053 11,587 5,419
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,474)
362 0 0 357 1,350 719 1,350 755 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.7 0.0 92.7 95.3 93.6 97.0 6.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 20 22 21 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,317
COMMITMENTS
0 0 0 158,413 157,197 158,413 157,197 4,904 6,120
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 4,483)
0 0 0 3,815 5,188 3,815 5,188 668 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 96.3 97.0 96.3 3.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 16 18 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,680
COMMITMENTS
9,611 2,473 0 32,608 39,024 42,219 41,497 461 1,183
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 620)
-1,147 589 0 1,366 124 219 713 401 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 5.8 0.0 76.4 91.4 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 0 19 19 22 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 589,877
COMMITMENTS
9,633 14,146 5,185 566,592 563,718 581,410 583,049 8,467 6,828
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 14,221)
-4,843 1,113 -1,301 24,250 14,994 18,106 14,806 -3,885 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.4 0.9 96.1 95.6 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
3 7 5 51 50 59 57
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 232,876
COMMITMENTS
159 5,390 3,052 223,824 219,386 227,035 227,828 5,841 5,048
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 8,254)
146 478 -273 8,367 7,770 8,240 7,975 14 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.3 1.3 96.1 94.2 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 3 27 28 30 33
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,351
COMMITMENTS
241 0 0 39,238 39,583 39,479 39,583 1,872 1,768
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 62)
-186 0 0 -62 0 -248 0 310 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.9 95.7 95.5 95.7 4.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 11 13 12 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,559
COMMITMENTS
0 2,612 200 87,547 81,798 87,747 84,610 5,812 8,949
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,751)
0 1,584 -172 4,412 1,818 4,240 3,230 -1,489 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.2 93.6 87.4 93.8 90.4 6.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 16 13 17 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,674
COMMITMENTS
13,352 25,206 0 172,280 159,349 185,632 184,555 1,042 2,119
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 31,032)
992 9,982 0 30,435 23,434 31,427 33,416 -395 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.5 0.0 92.3 85.4 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 14 0 27 33 30 47
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,560
COMMITMENTS
16,153 51,232 770 186,537 152,252 203,460 204,254 1,100 306
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 33,497)
1,023 10,450 90 32,838 23,565 33,951 34,105 -454 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 25.0 0.4 91.2 74.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
4 19 3 36 44 43 63
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,602
COMMITMENTS
0 1,879 0 140,769 136,491 140,769 138,370 833 3,232
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 13,922)
0 -651 0 15,021 14,691 15,021 14,040 -1,099 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.4 96.4 99.4 97.7 0.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 24 20 24 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 32,593
COMMITMENTS
0 360 0 30,429 31,592 30,429 31,952 2,164 641
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 589)
0 0 0 496 589 496 589 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 93.4 96.9 93.4 98.0 6.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 13 11 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,700
COMMITMENTS
161 0 1,174 265,675 257,060 267,010 258,234 3,690 12,466
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 6,037)
0 0 0 8,164 5,227 8,164 5,227 -2,127 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 98.1 95.0 98.6 95.4 1.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 32 26 33 27
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,365
COMMITMENTS
0 619 0 21,449 20,981 21,449 21,600 916 765
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 248)
0 -434 0 185 523 185 89 63 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 95.9 93.8 95.9 96.6 4.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 10 13 10 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,293
COMMITMENTS
0 753 1,262 98,539 101,288 99,801 103,303 12,492 8,990
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 326)
-129 389 109 346 -52 326 446 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.1 87.8 90.2 88.9 92.0 11.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 20 21 22 23
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,084
COMMITMENTS
436 806 998 162,882 163,067 164,316 164,871 3,768 3,213
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 6,892)
-267 372 -6 7,258 6,154 6,985 6,520 -93 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.6 96.9 97.0 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 24 26 25 28
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,711
COMMITMENTS
0 0 0 51,217 53,449 51,217 53,449 3,494 1,262
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 303)
-409 0 0 -126 273 -535 273 838 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 97.7 93.6 97.7 6.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 15 11 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,625
COMMITMENTS
8,880 1,289 853 133,911 147,251 143,644 149,393 12,981 7,232
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,048)
0 -1,007 326 694 6,547 1,020 5,866 1,028 -3,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.8 0.5 85.5 94.0 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 19 16 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,027
COMMITMENTS
0 0 0 108,846 113,172 108,846 113,172 11,181 6,855
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,948)
0 0 0 3,357 1,797 3,357 1,797 -1,409 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 94.3 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,745
COMMITMENTS
0 252 120 57,372 57,481 57,492 57,853 1,253 892
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -122)
0 124 0 -366 -432 -366 -308 244 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 97.7 97.8 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 13 13 14 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,544
COMMITMENTS
1,909 875 1,184 200,122 191,309 203,215 193,368 4,329 14,176
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -353)
-1,069 271 529 170 -1,356 -370 -556 17 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.6 96.4 92.2 97.9 93.2 2.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 21 19 24 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,107
COMMITMENTS
0 3,932 677 167,904 167,548 168,581 172,157 9,526 5,950
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -17)
0 2,413 -1,404 935 -120 -469 889 452 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.4 94.3 94.1 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 33 24 35 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 10,986
COMMITMENTS
0 660 0 10,042 9,809 10,042 10,469 944 517
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 62)
0 0 0 62 62 62 62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 91.4 89.3 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 11 9 11 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,931
COMMITMENTS
2,352 0 0 25,404 29,923 27,756 29,923 3,175 1,008
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,271)
0 0 0 2,066 899 2,066 899 -795 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 82.1 96.7 89.7 96.7 10.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 13 11 17 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 241,597
COMMITMENTS
4,218 3,011 707 228,532 229,936 233,457 233,654 8,140 7,943
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 5,953)
0 -946 570 6,330 7,578 6,900 7,202 -947 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.2 0.3 94.6 95.2 96.6 96.7 3.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 33 31 36 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 144,593
COMMITMENTS
372 0 1,217 138,028 136,209 139,617 137,426 4,976 7,167
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 7,607)
-1,521 0 1,187 7,853 6,661 7,519 7,848 88 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.8 95.5 94.2 96.6 95.0 3.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 20 22 21 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 118,856
COMMITMENTS
0 0 0 113,492 114,055 113,492 114,055 5,364 4,801
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 5,567)
0 0 0 5,477 5,567 5,477 5,567 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 96.0 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 17 21 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,496
COMMITMENTS
3,159 1,746 0 60,720 64,639 63,879 66,385 4,617 2,111
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 426)
0 0 0 242 426 242 426 184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.5 0.0 88.6 94.4 93.3 96.9 6.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 14 16 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 50,200
COMMITMENTS
842 490 310 43,656 48,027 44,808 48,827 5,392 1,373
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 11,535)
-620 490 310 9,624 11,318 9,314 12,118 2,221 -583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 0.6 87.0 95.7 89.3 97.3 10.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 16 17 17 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 159,046
COMMITMENTS
0 775 0 138,277 150,073 138,277 150,848 20,769 8,198
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 3,846)
0 775 0 8,408 3,198 8,408 3,973 -4,562 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 86.9 94.4 86.9 94.8 13.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 20 16 20 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,132
COMMITMENTS
5,147 2,568 31 61,677 67,297 66,855 69,896 5,277 2,236
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,720)
1,684 0 -92 -883 1,895 709 1,803 2,011 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.6 0.0 85.5 93.3 92.7 96.9 7.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 18 24 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 188,179
COMMITMENTS
4,920 0 0 179,404 185,049 184,324 185,049 3,855 3,130
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 8,841)
0 0 0 8,688 10,217 8,688 10,217 153 -1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.3 98.3 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 13 19 14 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 67,965
COMMITMENTS
9,985 4,001 4,180 52,856 59,292 67,022 67,473 944 492
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -430)
213 32 140 -787 -600 -434 -428 5 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 5.9 6.2 77.8 87.2 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 5 9 33 33 46 44
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,984
COMMITMENTS
4,825 835 335 36,808 40,814 41,969 41,984 15 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -2,285)
-750 235 -243 -1,291 -2,277 -2,285 -2,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.0 0.8 87.7 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 3 4 25 21 35 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,642
COMMITMENTS
870 1,100 1,145 21,627 21,397 23,642 23,642 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -3,185)
-1,075 -775 475 -2,585 -2,885 -3,185 -3,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.7 4.8 91.5 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 5 21 17 28 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 181,144
COMMITMENTS
9,838 20,679 3,922 167,132 156,390 180,892 180,991 252 153
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 5,309)
249 2,231 -49 5,113 3,127 5,313 5,309 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 11.4 2.2 92.3 86.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 5 3 37 36 44 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,480
COMMITMENTS
3,924 10,851 1,250 58,183 51,379 63,357 63,480 123 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -157)
-237 225 180 -100 -562 -157 -157 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 17.1 2.0 91.7 80.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 5 4 17 17 30 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,976
COMMITMENTS
0 1,250 0 34,973 33,726 34,973 34,976 3 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,301)
0 125 0 -1,301 -1,426 -1,301 -1,301 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 12 12 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 52,264
COMMITMENTS
4,391 3,485 624 47,074 48,015 52,089 52,124 175 140
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 280)
2,125 -50 0 -1,845 335 280 285 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.7 1.2 90.1 91.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 1 28 26 31 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 76,658
COMMITMENTS
14,155 3,642 1,485 60,502 71,525 76,142 76,652 516 6
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,187)
4,045 -250 -70 -2,788 1,507 1,187 1,187 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 4.8 1.9 78.9 93.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 7 6 29 32 37 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,737
COMMITMENTS
2,195 231 1,619 67,573 69,488 71,387 71,338 350 399
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 99)
0 -575 625 -726 49 -101 99 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 2.3 94.2 96.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 2 25 24 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,517
COMMITMENTS
3,705 50 925 98,486 102,261 103,116 103,236 401 281
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -417)
490 -65 65 -1,177 -417 -622 -417 205 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.9 95.1 98.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 1 27 28 32 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,570
COMMITMENTS
645 50 110 29,765 30,045 30,520 30,205 50 365
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,290)
75 50 105 1,110 1,135 1,290 1,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 0.4 97.4 98.3 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 24 17 27 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,890
COMMITMENTS
385 300 120 33,340 33,465 33,845 33,885 45 5
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 480)
85 -30 30 365 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 0.4 98.4 98.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 23 17 25 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,052
COMMITMENTS
2,672 0 0 8,380 11,052 11,052 11,052 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 320)
20 0 0 300 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.0 0.0 75.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 0 16 9 22 9
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,649
COMMITMENTS
8,993 718 5,634 26,410 34,839 41,037 41,191 612 458
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 270)
-234 7 410 57 -167 234 250 36 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 1.7 13.5 63.4 83.7 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 5 11 23 26 36 39
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,130
COMMITMENTS
50 375 0 8,655 8,755 8,705 9,130 425 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.1 0.0 94.8 95.9 95.3 100.0 4.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 9 11 10 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,486
COMMITMENTS
525 600 5 38,956 38,786 39,486 39,391 0 95
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,260)
180 0 0 1,090 1,260 1,270 1,260 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.5 0.0 98.7 98.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 25 23 27 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 50,794
COMMITMENTS
2,685 4,230 845 46,564 45,709 50,094 50,784 700 10
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 962)
0 150 -50 1,012 862 962 962 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.3 1.7 91.7 90.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 3 24 19 31 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,896
COMMITMENTS
1,765 300 662 47,164 48,649 49,591 49,611 305 285
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,655)
-560 300 475 2,740 1,875 2,655 2,650 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 1.3 94.5 97.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 22 17 25 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,705
COMMITMENTS
1,560 1,800 650 52,405 51,915 54,615 54,365 90 340
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 3,115)
-560 300 475 3,190 2,290 3,105 3,065 10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.3 1.2 95.8 94.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 24 16 26 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,931
COMMITMENTS
139 1,888 640 82,064 80,236 82,843 82,764 88 167
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,894)
20 115 -95 1,969 1,874 1,894 1,894 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.8 99.0 96.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 27 25 29 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 122,876
COMMITMENTS
1,718 10,105 2,028 118,909 110,501 122,655 122,634 221 242
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 4,082)
-129 205 -178 4,374 4,115 4,067 4,142 15 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.2 1.7 96.8 89.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 6 6 27 26 39 34
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,810
COMMITMENTS
275 400 225 51,310 51,185 51,810 51,810 0 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,555)
-75 -225 0 2,630 2,780 2,555 2,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.4 99.0 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 2 13 16 16 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,025
COMMITMENTS
2,657 1,775 625 37,100 38,590 40,382 40,990 643 35
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 912)
525 0 -50 437 962 912 912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.3 1.5 90.4 94.1 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 22 22 26 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,210
COMMITMENTS
9,898 2,500 920 35,227 42,790 46,045 46,210 165 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,612)
85 0 0 1,527 1,612 1,612 1,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.4 2.0 76.2 92.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 2 4 24 21 33 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,513
COMMITMENTS
0 2,762 53 42,346 39,231 42,399 42,046 114 467
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 156)
0 -5 51 105 115 156 161 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.1 99.6 92.3 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 16 16 18 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,388
COMMITMENTS
0 1,750 0 34,323 32,133 34,323 33,883 65 505
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 99.8 93.4 99.8 98.5 0.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 12 15 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,318
COMMITMENTS
1,663 2,310 325 30,765 30,683 32,753 33,318 565 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 848)
-5 445 55 803 366 853 866 -5 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.9 1.0 92.3 92.1 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 2 24 21 30 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,687
COMMITMENTS
545 10 360 21,319 22,257 22,224 22,627 463 60
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 282)
-5 0 0 287 297 282 297 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.6 94.0 98.1 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 17 19 20 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,970
COMMITMENTS
1,814 8,664 571 49,340 42,607 51,725 51,842 245 128
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 750)
147 234 -159 687 680 675 755 75 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 16.7 1.1 94.9 82.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 3 24 24 30 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,349
COMMITMENTS
0 3,800 75 39,680 36,404 39,755 40,279 594 70
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 101)
0 250 0 66 -184 66 66 35 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.2 98.3 90.2 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 2 21 18 23 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,859
COMMITMENTS
375 509 225 20,101 20,107 20,701 20,841 158 18
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 500)
350 -225 125 71 600 546 500 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.4 1.1 96.4 96.4 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 12 15 16 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,390
COMMITMENTS
1,350 950 0 19,880 20,440 21,230 21,390 160 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 3,675)
25 0 0 3,650 3,675 3,675 3,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.4 0.0 92.9 95.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 1 0 16 11 22 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,630
COMMITMENTS
1,070 1,650 0 20,270 19,980 21,340 21,630 290 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 3,595)
25 0 0 3,570 3,595 3,595 3,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.6 0.0 93.7 92.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 1 0 17 11 23 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 258,054
COMMITMENTS
0 10,693 25,722 231,950 221,639 257,672 258,054 382 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 10.0 89.9 85.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 14 15 16 17
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,455
COMMITMENTS
170 0 0 20,605 21,395 20,775 21,395 680 60
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -120 0 -120 0 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 96.0 99.7 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 14 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,675
COMMITMENTS
875 75 300 21,123 22,300 22,298 22,675 377 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 525)
100 50 0 425 475 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.3 1.3 93.2 98.3 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 2 15 13 21 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,995
COMMITMENTS
1,075 25 100 17,549 18,870 18,724 18,995 271 0
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 500)
100 0 0 400 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 0.5 92.4 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 1 15 11 21 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,010
COMMITMENTS
675 3,775 50 9,075 6,120 9,800 9,945 210 65
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 125)
75 -75 50 0 150 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 37.7 0.5 90.7 61.1 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 15 14 17 17
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,850
COMMITMENTS
600 700 75 6,055 6,010 6,730 6,785 120 65
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 125)
0 -150 75 50 200 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.2 1.1 88.4 87.7 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 15 14 17 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,656
COMMITMENTS
1,225 5,480 0 36,891 33,115 38,116 38,595 540 61
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,403)
-25 -175 0 1,428 1,578 1,403 1,403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 14.2 0.0 95.4 85.7 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 0 18 16 20 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,046
COMMITMENTS
1,225 5,480 0 36,278 32,515 37,503 37,995 543 51
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 1,299)
-25 -175 0 1,324 1,474 1,299 1,299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 14.4 0.0 95.4 85.5 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 19 16 21 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,676
COMMITMENTS
8,943 1,894 2,302 100,175 107,225 111,420 111,421 256 255
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 2,144)
-365 -50 125 2,378 2,069 2,138 2,144 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.7 2.1 89.7 96.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 6 6 32 30 40 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 133,312
COMMITMENTS
13,091 2,890 1,728 118,238 128,684 133,057 133,302 255 10
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 3,796)
-364 29 375 3,785 3,392 3,796 3,796 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.2 1.3 88.7 96.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 8 8 37 35 47 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 289,196
COMMITMENTS
29,080 38,116 17,041 242,734 234,016 288,855 289,173 342 24
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 9,008)
521 4,837 630 7,891 3,545 9,043 9,012 -35 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.2 5.9 83.9 80.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 12 18 43 46 76 68
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,114
COMMITMENTS
2,418 300 175 30,234 32,629 32,827 33,104 287 10
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -190)
35 0 0 -225 -190 -190 -190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.9 0.5 91.3 98.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 21 13 23 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,550
COMMITMENTS
1,358 230 920 28,985 30,390 31,263 31,540 287 10
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -190)
0 0 0 -190 -190 -190 -190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 2.9 91.9 96.3 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 20 12 23 15
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,128
COMMITMENTS
37 385 222 2,793 2,426 3,052 3,033 1,076 1,095
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 98)
0 -49 -93 -108 -129 -201 -271 299 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.3 5.4 67.7 58.8 73.9 73.5 26.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 5 17 18 22 24
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,297
COMMITMENTS
2,723 1,452 670 36,084 37,712 39,477 39,834 1,820 1,463
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 829)
229 0 -35 -990 -499 -796 -534 1,625 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.5 1.6 87.4 91.3 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 5 4 25 28 33 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,155
COMMITMENTS
1,085 295 168 12,080 13,252 13,333 13,715 1,822 1,440
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 350)
-718 0 -8 -635 272 -1,361 264 1,711 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.9 1.1 79.7 87.4 88.0 90.5 12.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 16 22 20 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,287
COMMITMENTS
283 256 557 10,567 9,806 11,407 10,619 880 1,668
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 605)
-247 30 28 274 -464 55 -406 550 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.1 4.5 86.0 79.8 92.8 86.4 7.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 7 31 26 39 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,622
COMMITMENTS
245 1,174 161 13,413 12,932 13,819 14,267 803 355
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 519)
30 -205 0 -214 479 -184 274 703 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 8.0 1.1 91.7 88.4 94.5 97.6 5.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 7 1 15 25 18 32
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 75,339
COMMITMENTS
8,131 4,813 4,876 59,257 61,630 72,264 71,319 3,075 4,020
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 660)
669 665 -680 -2,157 -2,793 -2,168 -2,808 2,828 3,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.4 6.5 78.7 81.8 95.9 94.7 4.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 18 25 53 57 84 86
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 42,037
COMMITMENTS
2,790 330 135 38,932 41,332 41,857 41,797 180 240
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: 485)
-110 0 20 485 465 395 485 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.8 0.3 92.6 98.3 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 23 26 25 29
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 14,479
COMMITMENTS
225 731 384 13,600 13,134 14,209 14,249 270 230
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -1,861)
-125 -269 -121 -1,665 -1,421 -1,911 -1,811 50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.0 2.7 93.9 90.7 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 4 17 18 22 22
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 155,899
COMMITMENTS
180 0 180 145,389 145,061 145,749 145,241 10,150 10,658
CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST: -7,572)
180 0 -180 -9,024 -8,145 -9,024 -8,325 1,452 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 93.3 93.0 93.5 93.2 6.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 15 13 16
Updated May 4, 2018