NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,347
COMMITMENTS
7,835 26,392 400 33,094 14,555 41,329 41,347 18 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,867)
-3,380 619 400 95 -3,886 -2,885 -2,867 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 63.8 1.0 80.0 35.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 13 1 11 6 15 19
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 35,074
COMMITMENTS
660 6,609 50 34,348 28,415 35,058 35,074 16 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 66)
0 0 0 66 66 66 66 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 18.8 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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 50,618
COMMITMENTS
4,730 5,770 4,413 41,454 40,435 50,597 50,618 21 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 1,801)
2 -2 -12 1,811 1,816 1,801 1,801 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.4 8.7 81.9 79.9 100.0 100.0 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 05/08/18 |
--------------------------------------------------------------| 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 05/01/18 (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 05/08/18 |
--------------------------------------------------------------| 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 05/01/18 (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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,346
COMMITMENTS
11,950 15,648 200 19,196 15,498 31,346 31,346 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 17)
0 0 0 17 17 17 17 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 05/08/18 |
--------------------------------------------------------------| 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 05/01/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/08/18 |
--------------------------------------------------------------| 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
7,490 3,775 0 12,225 15,940 19,715 19,715 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 19.1 0.0 62.0 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 05/08/18 |
--------------------------------------------------------------| 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 05/01/18 (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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 13,550
COMMITMENTS
7,700 1,950 0 5,850 11,600 13,550 13,550 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 750)
500 0 0 250 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 14.4 0.0 43.2 85.6 100.0 100.0 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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,940
COMMITMENTS
9,830 13,240 0 12,110 8,700 21,940 21,940 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -50)
-50 250 0 0 -300 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 60.3 0.0 55.2 39.7 100.0 100.0 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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 17,560
COMMITMENTS
3,958 533 768 12,834 16,259 17,560 17,560 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 1,982)
440 -1 13 1,529 1,970 1,982 1,982 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 3.0 4.4 73.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 2 15 9 19 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,071
COMMITMENTS
5,849 289 2,801 12,296 17,842 20,946 20,932 125 139
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -4,604)
247 -35 10 -1,590 -3,851 -1,333 -3,876 -3,271 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 1.4 13.3 58.4 84.7 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 5 8 22 26 32 37
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,089
COMMITMENTS
2,579 7,979 1,399 21,896 16,559 25,874 25,937 215 152
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -3,366)
-26 545 -25 -1,400 -213 -1,451 307 -1,915 -3,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 30.6 5.4 83.9 63.5 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 3 29 13 36 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,233,592
COMMITMENTS
405,485 71,691 647,846 4136707 4503876 5190038 5223413 43,554 10,179
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 53,574)
-24,220 8,094 -22,854 108,890 68,816 61,816 54,056 -8,242 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.4 12.4 79.0 86.1 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
49 19 53 127 103 192 160
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 766,057
COMMITMENTS
26,377 53,841 376,551 356,189 334,053 759,116 764,445 6,940 1,611
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 23,410)
3,052 271 18,799 1,473 4,260 23,324 23,330 86 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.0 49.2 46.5 43.6 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 12 21 48 48 72 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,892
COMMITMENTS
7,387 11,041 2,387 263,802 267,792 273,576 281,220 12,316 4,672
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -15,392)
496 -3,947 151 -14,007 -11,264 -13,360 -15,060 -2,032 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.9 0.8 92.3 93.7 95.7 98.4 4.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 4 28 25 34 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,520
COMMITMENTS
6,119 0 5,100 92,013 97,343 103,232 102,443 5,288 6,077
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -5,413)
-1,138 0 688 -5,802 -6,132 -6,252 -5,444 839 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 4.7 84.8 89.7 95.1 94.4 4.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 25 25 27 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,612
COMMITMENTS
1,005 2,174 1,441 276,561 275,813 279,007 279,428 12,605 12,184
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -18,894)
-1,713 -286 113 -18,176 -18,740 -19,776 -18,913 882 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.5 94.8 94.6 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 27 29 29 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 787,179
COMMITMENTS
2,866 7,068 6,675 768,091 771,685 777,632 785,428 9,547 1,751
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -14,017)
109 -280 -1,584 -3,877 3,181 -5,352 1,317 -8,665 -15,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.8 97.6 98.0 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 2 45 29 48 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 492,374
COMMITMENTS
4,950 5,363 93 458,883 480,562 463,926 486,018 28,448 6,356
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -34,250)
-1,781 666 -482 -31,913 -34,935 -34,176 -34,751 -74 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.1 0.0 93.2 97.6 94.2 98.7 5.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 1 33 40 35 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 456,914
COMMITMENTS
4,842 1,834 1,658 439,356 447,774 445,856 451,266 11,058 5,648
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -28,264)
-1,205 -160 -156 -26,999 -29,035 -28,360 -29,351 96 1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.4 96.2 98.0 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 4 33 38 38 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,045
COMMITMENTS
1,039 5,017 2,114 269,681 268,996 272,834 276,127 11,211 7,918
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -13,081)
1,039 -1,330 -342 -13,773 -10,566 -13,076 -12,238 -5 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 0.7 94.9 94.7 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 2 38 36 41 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,571
COMMITMENTS
1,599 210 3,228 83,611 82,384 88,438 85,822 2,133 4,749
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -8,909)
-613 0 -863 -6,981 -9,047 -8,457 -9,910 -452 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.2 3.6 92.3 91.0 97.6 94.8 2.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 24 22 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,545
COMMITMENTS
0 0 0 45,551 48,375 45,551 48,375 3,994 1,170
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -10,410)
0 0 0 -10,877 -10,640 -10,877 -10,640 467 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 97.6 91.9 97.6 8.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 10 12 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,677
COMMITMENTS
0 289 1,656 173,112 175,031 174,768 176,976 5,909 3,701
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -5,348)
0 -436 -197 -5,012 -4,652 -5,209 -5,285 -139 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.9 95.8 96.9 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 19 20 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 170,707
COMMITMENTS
1,495 2,265 0 158,219 164,077 159,714 166,342 10,993 4,365
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -10,765)
-89 -775 0 -10,082 -8,936 -10,171 -9,711 -594 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.3 0.0 92.7 96.1 93.6 97.4 6.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 20 22 21 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,139
COMMITMENTS
0 0 0 159,141 159,947 159,141 159,947 5,998 5,192
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 1,822)
0 0 0 728 2,750 728 2,750 1,094 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.9 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 16 15 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,030
COMMITMENTS
4,991 1,813 0 22,989 26,295 27,980 28,108 1,050 922
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -13,650)
-4,620 -660 0 -9,619 -12,729 -14,239 -13,389 589 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 6.2 0.0 79.2 90.6 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 0 14 14 17 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 577,283
COMMITMENTS
8,310 17,529 4,459 552,775 548,470 565,544 570,458 11,739 6,825
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -12,594)
-1,323 3,383 -726 -13,817 -15,248 -15,866 -12,591 3,272 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.0 0.8 95.8 95.0 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 7 5 46 47 53 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,220
COMMITMENTS
0 4,303 2,463 225,403 221,619 227,866 228,385 5,354 4,835
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 344)
-159 -1,087 -589 1,579 2,233 831 557 -487 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.1 96.6 95.0 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 27 29 29 33
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,595
COMMITMENTS
0 0 0 78,582 76,388 78,582 76,388 7,013 9,207
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,964)
0 -2,612 -200 -8,965 -5,410 -9,165 -8,222 1,201 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 89.2 91.8 89.2 8.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 12 15 12
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,590
COMMITMENTS
3,060 3,342 0 113,791 114,050 116,851 117,392 2,739 2,198
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -67,084)
-10,292 -21,864 0 -58,489 -45,299 -68,781 -67,163 1,697 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 0.0 95.2 95.4 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 12 13 14
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,840
COMMITMENTS
13,352 24,698 0 126,682 115,832 140,034 140,530 806 310
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -63,720)
-2,801 -26,534 -770 -59,855 -36,420 -63,426 -63,724 -294 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 17.5 0.0 89.9 82.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 14 0 26 32 29 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,865
COMMITMENTS
0 1,009 0 130,966 127,703 130,966 128,712 899 3,153
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -9,737)
0 -870 0 -9,803 -8,788 -9,803 -9,658 66 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.3 96.8 99.3 97.6 0.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 20 16 20 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,436
COMMITMENTS
164 0 1,171 254,574 246,742 255,909 247,913 3,527 11,523
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -11,264)
3 0 -3 -11,101 -10,318 -11,101 -10,321 -163 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.5 98.1 95.1 98.6 95.6 1.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 32 27 33 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,064
COMMITMENTS
0 474 1,072 92,708 93,191 93,780 94,737 13,284 12,327
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -5,229)
0 -279 -190 -5,831 -8,097 -6,021 -8,566 792 3,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.0 86.6 87.0 87.6 88.5 12.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 17 17 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,439
COMMITMENTS
329 0 998 158,862 159,515 160,189 160,513 3,250 2,926
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -4,645)
-107 -806 0 -4,020 -3,552 -4,127 -4,358 -518 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 97.2 97.6 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 21 25 22 26
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,981
COMMITMENTS
0 0 0 47,546 50,283 47,546 50,283 3,435 698
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -3,730)
0 0 0 -3,671 -3,166 -3,671 -3,166 -59 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 98.6 93.3 98.6 6.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,697
COMMITMENTS
8,689 774 763 136,860 150,204 146,312 151,741 10,385 4,956
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 72)
-191 -515 -90 2,949 2,953 2,668 2,348 -2,596 -2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.5 0.5 87.3 95.9 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 19 17 23 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,924
COMMITMENTS
0 0 0 102,479 105,583 102,479 105,583 10,445 7,341
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,103)
0 0 0 -6,367 -7,589 -6,367 -7,589 -736 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 93.5 90.8 93.5 9.2 6.5
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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,787
COMMITMENTS
0 372 0 46,816 48,609 46,816 48,981 2,971 806
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -8,958)
0 120 -120 -10,556 -8,872 -10,676 -8,872 1,718 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 94.0 97.6 94.0 98.4 6.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 10 11 11
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,685
COMMITMENTS
573 0 938 193,416 189,876 194,927 190,814 4,758 8,871
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,859)
-1,336 -875 -246 -6,706 -1,433 -8,288 -2,554 429 -5,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.5 96.9 95.1 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 21 20 23 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,653
COMMITMENTS
0 2,517 244 158,693 163,214 158,937 165,975 11,716 4,678
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,454)
0 -1,415 -433 -9,211 -4,334 -9,644 -6,182 2,190 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 93.0 95.6 93.1 97.3 6.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 32 26 34 28
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,286
COMMITMENTS
4,722 2,876 551 216,842 221,044 222,115 224,471 11,171 8,815
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -8,311)
504 -135 -156 -11,690 -8,892 -11,342 -9,183 3,031 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 0.2 93.0 94.8 95.2 96.2 4.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 30 28 33 29
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 142,395
COMMITMENTS
888 0 941 135,732 135,093 137,561 136,034 4,834 6,361
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,198)
516 0 -276 -2,296 -1,116 -2,056 -1,392 -142 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.7 95.3 94.9 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 19 22 20 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,710
COMMITMENTS
0 0 0 106,594 104,051 106,594 104,051 5,116 7,659
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,146)
0 0 0 -6,898 -10,004 -6,898 -10,004 -248 2,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 93.1 95.4 93.1 4.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 15 20 15
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,574
COMMITMENTS
2,570 1,679 0 60,331 62,423 62,901 64,102 3,673 2,472
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,922)
-589 -67 0 -389 -2,216 -978 -2,283 -944 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.5 0.0 90.6 93.8 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 14 17 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 45,960
COMMITMENTS
302 370 310 40,581 43,802 41,193 44,482 4,767 1,478
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -4,240)
-540 -120 0 -3,075 -4,225 -3,615 -4,345 -625 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 0.7 88.3 95.3 89.6 96.8 10.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 12 14 13 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 151,182
COMMITMENTS
0 0 0 126,769 143,227 126,769 143,227 24,413 7,955
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,864)
0 -775 0 -11,508 -6,846 -11,508 -7,621 3,644 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.9 94.7 83.9 94.7 16.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 14 17 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,916
COMMITMENTS
6,640 5,992 0 62,728 67,124 69,368 73,116 5,548 1,800
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 2,784)
1,493 3,424 -31 1,051 -173 2,513 3,220 271 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.0 0.0 83.7 89.6 92.6 97.6 7.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 21 17 22 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 177,684
COMMITMENTS
4,883 0 0 169,494 175,236 174,377 175,236 3,307 2,448
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -10,495)
-37 0 0 -9,910 -9,813 -9,947 -9,813 -548 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.4 98.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 13 18 14 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 66,038
COMMITMENTS
9,802 3,594 4,498 50,866 57,402 65,166 65,494 872 544
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,927)
-183 -407 318 -1,991 -1,890 -1,856 -1,979 -72 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.4 6.8 77.0 86.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 6 11 33 32 47 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,981
COMMITMENTS
5,425 830 325 38,216 42,585 43,966 43,741 15 240
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 1,997)
600 -4 -10 1,407 1,772 1,997 1,757 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.9 0.7 86.9 96.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 2 4 24 21 35 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,716
COMMITMENTS
895 1,225 1,120 22,701 22,371 24,716 24,716 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 1,074)
25 125 -25 1,074 974 1,074 1,074 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.0 4.5 91.8 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 5 21 18 28 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 175,964
COMMITMENTS
9,720 23,799 3,752 162,255 148,153 175,727 175,704 237 260
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -5,180)
-118 3,120 -170 -4,877 -8,237 -5,165 -5,287 -15 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 13.5 2.1 92.2 84.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 5 3 37 35 45 42
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,683
COMMITMENTS
2,420 9,960 1,125 56,017 48,598 59,562 59,683 121 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -3,797)
-1,504 -891 -125 -2,166 -2,781 -3,795 -3,797 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.7 1.9 93.9 81.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 5 5 19 16 30 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,250
COMMITMENTS
75 550 0 33,174 32,700 33,249 33,250 1 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,726)
75 -700 0 -1,799 -1,026 -1,724 -1,726 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 0.0 99.8 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 12 12 13
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 50,215
COMMITMENTS
4,935 3,375 590 44,519 46,085 50,044 50,050 171 165
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,049)
544 -110 -34 -2,555 -1,930 -2,045 -2,074 -4 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.7 1.2 88.7 91.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 1 27 26 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 75,911
COMMITMENTS
15,105 3,292 1,535 58,770 71,083 75,410 75,910 501 1
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -747)
950 -350 50 -1,732 -442 -732 -742 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.3 2.0 77.4 93.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 5 6 29 31 39 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,043
COMMITMENTS
2,770 285 1,535 63,408 65,844 67,713 67,664 330 379
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -3,694)
575 54 -84 -4,165 -3,644 -3,674 -3,674 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.4 2.3 93.2 96.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 2 25 23 30 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,938
COMMITMENTS
4,291 50 994 94,268 98,708 99,553 99,752 385 186
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -3,579)
586 0 69 -4,218 -3,553 -3,563 -3,484 -16 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.0 94.3 98.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 2 27 28 33 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,265
COMMITMENTS
500 50 0 28,540 28,740 29,040 28,790 225 475
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,305)
-145 0 -110 -1,225 -1,305 -1,480 -1,415 175 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.0 97.5 98.2 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 22 17 24 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 30,960
COMMITMENTS
365 300 120 30,435 30,535 30,920 30,955 40 5
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,930)
-20 0 0 -2,905 -2,930 -2,925 -2,930 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.4 98.3 98.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 22 17 24 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,151
COMMITMENTS
2,371 200 0 8,780 10,951 11,151 11,151 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 99)
-301 200 0 400 -101 99 99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 1.8 0.0 78.7 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 15 9 20 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,977
COMMITMENTS
8,300 982 5,803 27,288 34,765 41,390 41,550 587 427
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 328)
-693 264 169 878 -74 353 359 -25 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 2.3 13.8 65.0 82.8 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 6 11 24 26 37 40
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,036
COMMITMENTS
325 700 0 37,531 37,246 37,856 37,946 180 90
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,450)
-200 100 -5 -1,425 -1,540 -1,630 -1,445 180 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 0.0 98.7 97.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 25 23 27 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,713
COMMITMENTS
2,695 4,189 845 44,503 43,679 48,043 48,713 670 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,081)
10 -41 0 -2,061 -2,030 -2,051 -2,071 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.6 1.7 91.4 89.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 3 24 17 31 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,494
COMMITMENTS
1,655 310 650 43,904 45,259 46,209 46,219 285 275
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -3,402)
-110 10 -12 -3,260 -3,390 -3,382 -3,392 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.7 1.4 94.4 97.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 23 17 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,476
COMMITMENTS
1,460 1,800 650 49,221 48,696 51,331 51,146 145 330
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -3,229)
-100 0 0 -3,184 -3,219 -3,284 -3,219 55 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.5 1.3 95.6 94.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 24 17 26 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,835
COMMITMENTS
114 1,347 579 78,066 76,764 78,759 78,690 76 145
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -4,096)
-25 -541 -61 -3,998 -3,472 -4,084 -4,074 -12 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.7 0.7 99.0 97.4 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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 114,882
COMMITMENTS
1,433 11,387 889 112,370 102,391 114,692 114,667 190 215
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,994)
-285 1,282 -1,139 -6,539 -8,110 -7,963 -7,967 -31 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.9 0.8 97.8 89.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 8 3 27 25 35 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,360
COMMITMENTS
25 400 75 51,260 50,885 51,360 51,360 0 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -450)
-250 0 -150 -50 -300 -450 -450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 99.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 1 12 16 14 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,520
COMMITMENTS
2,705 1,650 575 35,410 37,210 38,690 39,435 830 85
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,505)
48 -125 -50 -1,690 -1,380 -1,692 -1,555 187 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.2 1.5 89.6 94.2 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 21 20 25 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,574
COMMITMENTS
9,423 2,500 890 34,101 41,184 44,414 44,574 160 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,636)
-475 0 -30 -1,126 -1,606 -1,631 -1,636 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 5.6 2.0 76.5 92.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 2 4 23 21 32 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,299
COMMITMENTS
10 2,625 53 41,132 38,180 41,195 40,858 104 441
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,214)
10 -137 0 -1,214 -1,051 -1,204 -1,188 -10 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.1 99.6 92.4 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 16 16 18 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,164
COMMITMENTS
1,459 2,445 270 29,907 29,429 31,636 32,144 528 20
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,154)
-204 135 -55 -858 -1,254 -1,117 -1,174 -37 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.6 0.8 93.0 91.5 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 21 22 26 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,097
COMMITMENTS
525 105 165 19,981 20,767 20,671 21,037 426 60
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,590)
-20 95 -195 -1,338 -1,490 -1,553 -1,590 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.8 94.7 98.4 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 16 18 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,130
COMMITMENTS
2,035 7,517 440 51,432 46,085 53,907 54,042 223 88
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 2,161)
221 -1,146 -131 2,093 3,478 2,183 2,201 -22 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 13.9 0.8 95.0 85.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 3 23 24 30 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 45,056
COMMITMENTS
0 3,635 65 44,487 41,326 44,552 45,026 504 30
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 4,707)
0 -165 -10 4,807 4,922 4,797 4,747 -90 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.1 98.7 91.7 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 23 19 24 22
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,253
COMMITMENTS
750 521 225 20,120 20,489 21,095 21,235 158 18
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 394)
375 12 0 19 382 394 394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.5 1.1 94.7 96.4 99.3 99.9 0.7 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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,990
COMMITMENTS
1,125 975 0 18,750 19,015 19,875 19,990 115 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,400)
-225 25 0 -1,130 -1,425 -1,355 -1,400 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.9 0.0 93.8 95.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 0 17 11 22 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,710
COMMITMENTS
825 2,375 0 19,650 18,335 20,475 20,710 235 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -920)
-245 725 0 -620 -1,645 -865 -920 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.5 0.0 94.9 88.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 0 18 10 22 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 252,147
COMMITMENTS
0 9,229 26,198 225,609 216,720 251,807 252,147 340 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -5,907)
0 -1,464 476 -6,341 -4,919 -5,865 -5,907 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 10.4 89.5 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 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,965
COMMITMENTS
85 0 0 21,210 21,905 21,295 21,905 670 60
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 510)
-85 0 0 605 510 520 510 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.6 99.7 96.9 99.7 3.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 15 14 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,060
COMMITMENTS
1,000 75 100 20,626 21,885 21,726 22,060 334 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -615)
125 0 -200 -497 -415 -572 -615 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.3 0.5 93.5 99.2 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 15 12 19 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,695
COMMITMENTS
1,000 25 100 16,356 17,570 17,456 17,695 239 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,300)
-75 0 0 -1,193 -1,300 -1,268 -1,300 -32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 0.6 92.4 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 15 11 19 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,575
COMMITMENTS
675 3,775 50 8,650 5,700 9,375 9,525 200 50
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -435)
0 0 0 -425 -420 -425 -420 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 39.4 0.5 90.3 59.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 14 13 16 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,310
COMMITMENTS
600 700 75 5,515 5,485 6,190 6,260 120 50
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -540)
0 0 0 -540 -525 -540 -525 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 11.1 1.2 87.4 86.9 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 14 13 16 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,401
COMMITMENTS
1,200 5,250 0 37,692 34,115 38,892 39,365 509 36
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 745)
-25 -230 0 801 1,000 776 770 -31 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 13.3 0.0 95.7 86.6 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 0 18 15 20 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,000
COMMITMENTS
1,200 5,250 0 37,289 33,714 38,489 38,964 511 36
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 954)
-25 -230 0 1,011 1,199 986 969 -32 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.5 0.0 95.6 86.4 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 19 15 21 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,303
COMMITMENTS
8,501 1,829 2,589 92,977 99,630 104,067 104,048 236 255
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -7,373)
-442 -65 287 -7,198 -7,595 -7,353 -7,373 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.8 2.5 89.1 95.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 7 32 27 40 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,854
COMMITMENTS
13,402 2,693 1,619 109,608 120,522 124,629 124,834 225 20
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -8,458)
311 -197 -109 -8,630 -8,162 -8,428 -8,468 -30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.2 1.3 87.8 96.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 5 5 36 32 43 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 284,398
COMMITMENTS
26,508 38,416 20,613 236,620 225,349 283,741 284,379 656 19
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -4,799)
-2,572 300 3,573 -6,114 -8,667 -5,113 -4,794 314 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 13.5 7.2 83.2 79.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 14 18 43 46 73 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,952
COMMITMENTS
2,303 300 175 28,199 30,472 30,677 30,947 275 5
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,162)
-115 0 0 -2,035 -2,157 -2,150 -2,157 -12 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.0 0.6 91.1 98.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 21 10 23 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,508
COMMITMENTS
1,358 355 795 27,080 28,353 29,233 29,503 275 5
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,042)
0 125 -125 -1,905 -2,037 -2,030 -2,037 -12 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 2.7 91.8 96.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 20 10 23 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,430
COMMITMENTS
45 219 217 2,568 2,194 2,830 2,630 600 800
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -698)
8 -166 -5 -225 -232 -222 -403 -476 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.4 6.3 74.9 64.0 82.5 76.7 17.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 17 18 21 23
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,606
COMMITMENTS
3,683 1,125 789 33,930 36,559 38,402 38,473 204 133
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -2,691)
960 -327 119 -2,154 -1,153 -1,075 -1,361 -1,616 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.9 2.0 87.9 94.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 5 27 29 35 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,991
COMMITMENTS
1,335 250 68 12,474 13,019 13,877 13,337 114 654
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,164)
250 -45 -100 394 -233 544 -378 -1,708 -786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.8 0.5 89.2 93.1 99.2 95.3 0.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 16 23 20 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,822
COMMITMENTS
173 323 644 9,640 9,376 10,457 10,343 365 479
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,465)
-110 67 87 -927 -430 -950 -276 -515 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.0 6.0 89.1 86.6 96.6 95.6 3.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 7 28 25 36 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,718
COMMITMENTS
255 966 198 12,195 11,409 12,648 12,573 70 145
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,904)
10 -208 37 -1,218 -1,523 -1,171 -1,694 -733 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.6 1.6 95.9 89.7 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 6 1 16 22 19 28
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 69,371
COMMITMENTS
8,427 5,316 5,102 55,745 58,498 69,274 68,916 97 455
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -5,968)
296 503 226 -3,512 -3,132 -2,990 -2,403 -2,978 -3,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.7 7.4 80.4 84.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 20 25 52 54 82 83
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 42,837
COMMITMENTS
2,595 330 140 40,012 42,277 42,747 42,747 90 90
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 800)
-195 0 5 1,080 945 890 950 -90 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.8 0.3 93.4 98.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 24 27 26 30
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 14,799
COMMITMENTS
225 581 434 13,870 13,784 14,529 14,799 270 0
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: 320)
0 -150 50 270 650 320 550 0 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.9 2.9 93.7 93.1 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 4 17 19 22 23
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 154,627
COMMITMENTS
1,050 0 90 145,310 144,689 146,450 144,779 8,177 9,848
CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST: -1,272)
870 0 -90 -79 -372 701 -462 -1,973 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 94.0 93.6 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 13 16 14 17
Updated May 11, 2018