NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,300
COMMITMENTS
7,835 26,421 400 33,047 14,479 41,282 41,300 18 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -47)
0 29 0 -47 -76 -47 -47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 64.0 1.0 80.0 35.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 13 1 12 7 16 20
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 35,126
COMMITMENTS
660 6,604 50 34,400 28,472 35,110 35,126 16 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 51)
0 -5 0 51 56 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 18.8 0.1 97.9 81.1 100.0 100.0 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 53,795
COMMITMENTS
5,047 6,794 4,912 43,834 42,089 53,794 53,795 1 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,176)
317 1,024 499 2,381 1,653 3,196 3,176 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 12.6 9.1 81.5 78.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 6 10 13 12 31 24
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,797
COMMITMENTS
10,793 24,388 762 34,242 20,647 45,797 45,797 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 250)
0 150 0 250 100 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 53.3 1.7 74.8 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 36,747
COMMITMENTS
9,447 23,235 0 27,300 13,512 36,747 36,747 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 100)
100 -20 0 0 120 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 63.2 0.0 74.3 36.8 100.0 100.0 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,427
COMMITMENTS
11,950 15,748 200 19,277 15,479 31,427 31,427 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 81)
0 100 0 81 -19 81 81 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 50.1 0.6 61.3 49.3 100.0 100.0 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,468
COMMITMENTS
13,870 16,775 100 16,498 13,593 30,468 30,468 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 55.1 0.3 54.1 44.6 100.0 100.0 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,895
COMMITMENTS
7,720 3,855 0 12,175 16,040 19,895 19,895 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 180)
230 80 0 -50 100 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 19.4 0.0 61.2 80.6 100.0 100.0 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 05/15/18 |
--------------------------------------------------------------| 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 05/08/18 (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 05/15/18 |
--------------------------------------------------------------| 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
7,950 1,950 0 5,600 11,600 13,550 13,550 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 0)
250 0 0 -250 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 14.4 0.0 41.3 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,940
COMMITMENTS
9,830 13,140 0 12,110 8,800 21,940 21,940 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 0)
0 -100 0 0 100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 59.9 0.0 55.2 40.1 100.0 100.0 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 17,948
COMMITMENTS
3,908 533 863 13,177 16,551 17,948 17,948 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 388)
-50 1 95 343 292 388 388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.0 4.8 73.4 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 2 16 10 20 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,904
COMMITMENTS
6,128 289 2,843 12,808 18,633 21,779 21,765 125 139
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 833)
279 0 42 512 791 833 833 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 1.3 13.0 58.5 85.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 5 8 23 26 34 37
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,199
COMMITMENTS
2,716 8,756 1,397 22,871 16,894 26,984 27,047 215 152
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,110)
137 777 -2 975 335 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 32.2 5.1 84.1 62.1 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 2 29 13 36 18
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,275,634
COMMITMENTS
448,746 62,714 656,603 4125862 4544371 5231211 5263688 44,423 11,946
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 42,042)
43,261 -8,977 8,757 -10,845 40,495 41,173 40,275 869 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.2 12.4 78.2 86.1 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
53 16 55 127 106 194 164
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 792,499
COMMITMENTS
21,484 54,468 391,867 372,208 344,635 785,560 790,971 6,938 1,528
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 26,442)
-4,892 627 15,316 16,019 10,582 26,444 26,525 -2 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.9 49.4 47.0 43.5 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 14 22 49 49 74 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,053
COMMITMENTS
5,981 7,816 1,394 261,524 264,463 268,899 273,673 11,154 6,380
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -5,839)
-1,406 -3,225 -993 -2,278 -3,329 -4,677 -7,547 -1,162 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.8 0.5 93.4 94.4 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 2 30 26 34 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,213
COMMITMENTS
5,433 222 5,602 95,681 100,292 106,716 106,116 4,497 5,097
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,693)
-686 222 502 3,668 2,949 3,484 3,673 -791 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 5.0 86.0 90.2 96.0 95.4 4.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 26 28 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,353
COMMITMENTS
1,456 984 3,419 289,177 290,335 294,052 294,738 12,301 11,615
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 14,741)
451 -1,190 1,978 12,616 14,522 15,045 15,310 -304 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 1.1 94.4 94.8 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 3 29 31 32 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 810,424
COMMITMENTS
3,174 7,068 6,799 790,036 793,145 800,009 807,012 10,415 3,412
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 23,245)
308 0 124 21,945 21,460 22,377 21,584 868 1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.8 97.5 97.9 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 2 45 30 48 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 492,331
COMMITMENTS
6,331 4,911 0 458,627 481,542 464,958 486,453 27,373 5,878
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -43)
1,381 -452 -93 -256 980 1,032 435 -1,075 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.0 0.0 93.2 97.8 94.4 98.8 5.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 0 34 41 36 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 480,266
COMMITMENTS
4,631 1,441 1,345 462,778 471,440 468,754 474,226 11,512 6,040
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 23,352)
-211 -393 -313 23,422 23,666 22,898 22,960 454 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.3 96.4 98.2 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 4 32 38 37 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,582
COMMITMENTS
769 5,039 2,401 275,864 275,136 279,034 282,576 11,548 8,006
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,537)
-270 22 287 6,183 6,140 6,200 6,449 337 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.7 0.8 94.9 94.7 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 2 38 36 41 40
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,756
COMMITMENTS
0 3,785 3,834 88,686 85,239 92,520 92,858 5,236 4,898
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 7,185)
-1,599 3,575 606 5,075 2,855 4,082 7,036 3,103 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 3.9 90.7 87.2 94.6 95.0 5.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 24 22 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,225
COMMITMENTS
0 0 0 47,231 50,055 47,231 50,055 3,994 1,170
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,680)
0 0 0 1,680 1,680 1,680 1,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 97.7 92.2 97.7 7.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 10 14 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,921
COMMITMENTS
694 394 1,370 178,379 181,212 180,443 182,976 6,478 3,945
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,244)
694 105 -286 5,267 6,181 5,675 6,000 569 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.7 95.4 96.9 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,585
COMMITMENTS
1,865 2,416 0 161,419 165,493 163,284 167,909 10,301 5,676
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,878)
370 151 0 3,200 1,416 3,570 1,567 -692 1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.4 0.0 93.0 95.3 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 21 22 22 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,074
COMMITMENTS
0 0 0 163,192 165,882 163,192 165,882 7,882 5,192
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 5,935)
0 0 0 4,051 5,935 4,051 5,935 1,884 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 97.0 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,606
COMMITMENTS
6,311 1,573 0 25,249 30,847 31,560 32,420 1,046 186
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,576)
1,320 -240 0 2,260 4,552 3,580 4,312 -4 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 4.8 0.0 77.4 94.6 96.8 99.4 3.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 0 16 18 19 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 579,939
COMMITMENTS
10,485 16,541 5,197 554,356 551,064 570,038 572,802 9,901 7,137
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,656)
2,175 -988 738 1,581 2,594 4,494 2,344 -1,838 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.9 0.9 95.6 95.0 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
4 7 6 48 49 56 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 235,259
COMMITMENTS
1,430 3,413 3,166 226,579 222,548 231,175 229,127 4,084 6,132
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,039)
1,430 -890 703 1,176 929 3,309 742 -1,270 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.5 1.3 96.3 94.6 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 27 28 31 33
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,256
COMMITMENTS
118 1,298 338 79,363 77,307 79,819 78,943 8,437 9,313
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,661)
118 1,298 338 781 919 1,237 2,555 1,424 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 0.4 89.9 87.6 90.4 89.4 9.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 11 15 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,975
COMMITMENTS
3,060 3,882 0 116,176 115,895 119,236 119,777 2,739 2,198
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,385)
0 540 0 2,385 1,845 2,385 2,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.2 0.0 95.2 95.0 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 12 13 13 15
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,050
COMMITMENTS
13,352 25,538 0 129,892 118,202 143,244 143,740 806 310
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,210)
0 840 0 3,210 2,370 3,210 3,210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 17.7 0.0 90.2 82.1 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,613
COMMITMENTS
0 1,009 0 143,229 141,181 143,229 142,190 1,384 2,423
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 12,748)
0 0 0 12,263 13,478 12,263 13,478 485 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.0 97.6 99.0 98.3 1.0 1.7
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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 266,024
COMMITMENTS
257 0 934 261,947 255,369 263,138 256,303 2,886 9,721
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,588)
93 0 -237 7,373 8,627 7,229 8,390 -641 -1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 98.5 96.0 98.9 96.3 1.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 34 29 35 30
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,049
COMMITMENTS
0 20 1,333 93,627 93,548 94,960 94,901 13,089 13,148
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 985)
0 -454 261 919 357 1,180 164 -195 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.2 86.7 86.6 87.9 87.8 12.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 18 17 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,514
COMMITMENTS
689 0 998 159,577 159,583 161,264 160,581 3,250 3,933
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,075)
360 0 0 715 68 1,075 68 0 1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 97.0 97.0 98.0 97.6 2.0 2.4
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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,094
COMMITMENTS
0 0 0 47,289 49,288 47,289 49,288 3,805 1,806
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 113)
0 0 0 -257 -995 -257 -995 370 1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 96.5 92.6 96.5 7.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 15 13 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,592
COMMITMENTS
8,652 214 864 140,266 153,368 149,782 154,446 10,810 6,146
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,895)
-37 -560 101 3,406 3,164 3,470 2,705 425 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.1 0.5 87.3 95.5 93.3 96.2 6.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 20 17 24 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,851
COMMITMENTS
0 0 0 102,703 107,389 102,703 107,389 11,148 6,462
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 927)
0 0 0 224 1,806 224 1,806 703 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 94.3 90.2 94.3 9.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 17 19 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,995
COMMITMENTS
0 672 0 49,024 50,517 49,024 51,189 2,971 806
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,208)
0 300 0 2,208 1,908 2,208 2,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 94.3 97.2 94.3 98.4 5.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 12 12 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,632
COMMITMENTS
1,745 0 1,617 201,350 195,674 204,712 197,291 2,920 10,341
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 7,947)
1,172 0 679 7,934 5,798 9,785 6,477 -1,838 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.8 97.0 94.2 98.6 95.0 1.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 19 24 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,236
COMMITMENTS
656 1,994 1,350 148,840 151,702 150,846 155,046 12,390 8,190
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -7,417)
656 -523 1,106 -9,853 -11,512 -8,091 -10,929 674 3,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.8 91.2 92.9 92.4 95.0 7.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 3 31 28 34 31
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 239,382
COMMITMENTS
5,692 2,494 1,661 222,493 225,921 229,846 230,076 9,536 9,306
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,096)
970 -382 1,110 5,651 4,877 7,731 5,605 -1,635 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 0.7 92.9 94.4 96.0 96.1 4.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 31 28 34 30
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 147,946
COMMITMENTS
656 0 1,543 140,607 140,860 142,806 142,403 5,140 5,543
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 5,551)
-232 0 602 4,875 5,767 5,245 6,369 306 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.0 95.0 95.2 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 124,433
COMMITMENTS
0 0 0 120,450 116,859 120,450 116,859 3,983 7,574
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 12,723)
0 0 0 13,856 12,808 13,856 12,808 -1,133 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 93.9 96.8 93.9 3.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 17 22 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,263
COMMITMENTS
2,690 1,679 0 60,595 64,275 63,285 65,954 3,978 1,309
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 689)
120 0 0 264 1,852 384 1,852 305 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.5 0.0 90.1 95.6 94.1 98.1 5.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 15 17 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 47,670
COMMITMENTS
302 610 310 42,531 45,242 43,143 46,162 4,527 1,508
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,710)
0 240 0 1,950 1,440 1,950 1,680 -240 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.3 0.7 89.2 94.9 90.5 96.8 9.5 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 151,400
COMMITMENTS
0 0 0 126,923 143,445 126,923 143,445 24,477 7,955
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 218)
0 0 0 154 218 154 218 64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.8 94.7 83.8 94.7 16.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 15 18 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,226
COMMITMENTS
6,362 5,992 61 68,144 70,614 74,567 76,667 3,659 1,559
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,310)
-278 0 61 5,416 3,490 5,199 3,551 -1,889 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.7 0.1 87.1 90.3 95.3 98.0 4.7 2.0
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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 185,087
COMMITMENTS
5,036 0 0 177,356 183,251 182,392 183,251 2,695 1,836
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 7,403)
153 0 0 7,862 8,015 8,015 8,015 -612 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.8 99.0 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 66,569
COMMITMENTS
9,981 3,662 4,731 50,993 57,632 65,706 66,026 863 543
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 531)
179 68 234 127 230 539 532 -9 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.5 7.1 76.6 86.6 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,067
COMMITMENTS
5,100 1,084 505 40,447 44,298 46,052 45,887 15 180
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,086)
-325 253 180 2,232 1,713 2,086 2,146 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.4 1.1 87.8 96.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 5 25 21 35 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,524
COMMITMENTS
495 1,175 1,180 22,849 22,169 24,524 24,524 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -192)
-400 -50 60 148 -202 -192 -192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.8 4.8 93.2 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 6 22 17 29 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,014
COMMITMENTS
10,340 25,599 3,812 161,625 146,343 175,777 175,754 237 260
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 50)
620 1,800 60 -630 -1,810 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.5 2.2 91.8 83.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 5 4 37 35 46 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,041
COMMITMENTS
2,551 9,574 1,032 56,337 49,435 59,920 60,041 121 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 357)
131 -386 -93 319 836 357 357 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 15.9 1.7 93.8 82.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 4 4 20 17 32 23
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,075
COMMITMENTS
225 175 100 32,749 32,800 33,074 33,075 1 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -175)
150 -375 100 -425 100 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.3 99.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 11 13 14 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 50,230
COMMITMENTS
4,935 3,425 590 44,534 46,050 50,059 50,065 171 165
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 15)
0 50 0 15 -35 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.8 1.2 88.7 91.7 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 75,776
COMMITMENTS
15,180 3,292 1,585 58,571 70,889 75,336 75,766 440 10
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -135)
75 0 50 -199 -194 -74 -144 -61 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.3 2.1 77.3 93.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 5 6 30 31 40 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,564
COMMITMENTS
2,770 285 1,535 63,828 66,384 68,133 68,204 431 360
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 521)
0 0 0 420 540 420 540 101 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 2.2 93.1 96.8 99.4 99.5 0.6 0.5
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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,318
COMMITMENTS
4,210 50 920 95,673 100,093 100,803 101,063 515 255
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,380)
-81 0 -74 1,405 1,385 1,250 1,311 130 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.9 94.4 98.8 99.5 99.7 0.5 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,940
COMMITMENTS
500 100 0 30,005 30,530 30,505 30,630 435 310
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,675)
0 50 0 1,465 1,790 1,465 1,840 210 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.0 97.0 98.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 22 17 24 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 30,660
COMMITMENTS
715 300 60 29,725 30,295 30,500 30,655 160 5
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -300)
350 0 -60 -710 -240 -420 -300 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.2 97.0 98.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 22 18 24 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,951
COMMITMENTS
1,771 200 0 9,180 10,751 10,951 10,951 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -200)
-600 0 0 400 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.8 0.0 83.8 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 16 9 21 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,624
COMMITMENTS
9,277 1,386 5,335 28,453 36,424 43,065 43,145 559 479
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,647)
978 403 -467 1,165 1,659 1,675 1,595 -28 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 3.2 12.2 65.2 83.5 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 7 12 27 27 42 42
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 14,800
COMMITMENTS
1,000 2,600 200 13,600 11,650 14,800 14,450 0 350
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 17.6 1.4 91.9 78.7 100.0 97.6 0.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 11 9 15 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,096
COMMITMENTS
550 795 5 39,541 39,231 40,096 40,031 0 65
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,060)
225 95 5 2,010 1,985 2,240 2,085 -180 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 0.0 98.6 97.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 1 25 23 28 28
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,439
COMMITMENTS
3,045 4,189 820 43,869 43,430 47,734 48,439 705 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -274)
350 0 -25 -634 -249 -309 -274 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 8.6 1.7 90.6 89.7 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 3 24 20 31 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,654
COMMITMENTS
1,690 300 660 45,019 46,419 47,369 47,379 285 275
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,160)
35 -10 10 1,115 1,160 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 1.4 94.5 97.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 18 26 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,276
COMMITMENTS
1,500 2,200 650 50,981 50,156 53,131 53,006 145 270
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,800)
40 400 0 1,760 1,460 1,800 1,860 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.1 1.2 95.7 94.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 18 26 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,265
COMMITMENTS
145 300 1,101 76,908 76,699 78,154 78,100 111 165
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -570)
31 -1,047 522 -1,158 -65 -605 -590 35 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 1.4 98.3 98.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 27 26 29 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 116,333
COMMITMENTS
1,443 8,898 1,253 113,412 105,967 116,108 116,118 225 215
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,451)
10 -2,489 364 1,042 3,576 1,416 1,451 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.6 1.1 97.5 91.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 8 3 26 25 34 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 52,010
COMMITMENTS
0 525 75 51,935 51,410 52,010 52,010 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 650)
-25 125 0 675 525 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 99.9 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 5 1 13 17 14 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,899
COMMITMENTS
2,755 1,650 575 35,749 37,589 39,079 39,814 820 85
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 379)
50 0 0 339 379 389 379 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.1 1.4 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,868
COMMITMENTS
9,573 2,500 895 34,240 41,473 44,708 44,868 160 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 294)
150 0 5 139 289 294 294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.6 2.0 76.3 92.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 2 5 24 22 33 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,219
COMMITMENTS
10 2,622 53 41,052 38,103 41,115 40,778 104 441
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -80)
0 -3 0 -80 -77 -80 -80 0 0
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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,569
COMMITMENTS
1,459 2,470 270 31,322 30,809 33,051 33,549 518 20
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,405)
0 25 0 1,415 1,380 1,415 1,405 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.4 0.8 93.3 91.8 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 1 21 22 27 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,407
COMMITMENTS
525 105 165 21,291 22,077 21,981 22,347 426 60
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,310)
0 0 0 1,310 1,310 1,310 1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.5 0.7 95.0 98.5 98.1 99.7 1.9 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,602
COMMITMENTS
2,059 7,636 554 51,766 46,324 54,379 54,514 223 88
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 471)
24 119 114 334 239 471 471 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 14.0 1.0 94.8 84.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 3 3 25 25 32 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 45,265
COMMITMENTS
0 3,630 105 44,634 41,500 44,739 45,235 526 30
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 209)
0 -5 40 147 174 187 209 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.2 98.6 91.7 98.8 99.9 1.2 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,004
COMMITMENTS
2,450 284 225 20,171 22,477 22,846 22,986 158 18
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,751)
1,700 -237 0 51 1,988 1,751 1,751 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.2 1.0 87.7 97.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 13 15 17 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,740
COMMITMENTS
1,125 1,000 0 18,500 18,740 19,625 19,740 115 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -250)
0 25 0 -250 -275 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.1 0.0 93.7 94.9 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,990
COMMITMENTS
825 3,000 0 19,930 17,990 20,755 20,990 235 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 280)
0 625 0 280 -345 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 14.3 0.0 94.9 85.7 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 252,734
COMMITMENTS
0 9,001 25,551 226,843 218,182 252,394 252,734 340 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 586)
0 -228 -647 1,234 1,462 586 586 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 10.1 89.8 86.3 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,115
COMMITMENTS
85 0 0 21,360 22,055 21,445 22,055 670 60
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.6 99.7 97.0 99.7 3.0 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,285
COMMITMENTS
1,000 75 100 20,846 22,110 21,946 22,285 339 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 225)
0 0 0 220 225 220 225 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.3 0.4 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,720
COMMITMENTS
1,000 25 100 16,376 17,595 17,476 17,720 244 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 25)
0 0 0 20 25 20 25 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,795
COMMITMENTS
600 4,300 125 9,870 6,320 10,595 10,745 200 50
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,220)
-75 525 75 1,220 620 1,220 1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 39.8 1.2 91.4 58.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 14 15 16 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,625
COMMITMENTS
600 1,300 75 6,830 6,200 7,505 7,575 120 50
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,315)
0 600 0 1,315 715 1,315 1,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.0 1.0 89.6 81.3 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 14 15 16 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,606
COMMITMENTS
1,200 5,100 0 37,897 34,470 39,097 39,570 509 36
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 205)
0 -150 0 205 355 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.9 0.0 95.7 87.0 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 0 18 14 20 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,460
COMMITMENTS
1,200 5,100 0 37,749 34,324 38,949 39,424 511 36
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 460)
0 -150 0 460 610 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.9 0.0 95.7 87.0 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,853
COMMITMENTS
9,031 1,829 2,559 95,027 102,210 106,617 106,598 236 255
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,550)
530 0 -30 2,050 2,580 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.7 2.4 88.9 95.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 5 7 33 28 42 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,121
COMMITMENTS
14,532 2,693 1,564 111,800 123,829 127,896 128,086 225 35
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,267)
1,130 0 -55 2,192 3,307 3,267 3,252 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.1 1.2 87.3 96.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 5 5 35 33 44 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 289,105
COMMITMENTS
28,651 37,959 22,644 237,127 228,487 288,421 289,090 683 15
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 4,707)
2,143 -458 2,031 506 3,138 4,680 4,711 27 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.1 7.8 82.0 79.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 14 18 43 45 74 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,017
COMMITMENTS
2,303 300 175 29,264 31,537 31,742 32,012 275 5
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,065)
0 0 0 1,065 1,065 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.9 0.5 91.4 98.5 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,708
COMMITMENTS
1,358 355 795 28,280 29,553 30,433 30,703 275 5
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.2 2.6 92.1 96.2 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 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,917
COMMITMENTS
75 222 264 2,876 2,848 3,215 3,334 702 583
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 487)
30 3 47 308 654 385 704 102 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.7 6.7 73.4 72.7 82.1 85.1 17.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 5 18 20 23 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,830
COMMITMENTS
3,607 1,348 1,091 34,748 37,178 39,446 39,617 384 213
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,224)
-76 223 302 818 619 1,044 1,144 180 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.4 2.7 87.2 93.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 5 26 28 34 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,273
COMMITMENTS
1,475 300 183 13,541 14,246 15,199 14,729 74 544
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,282)
140 50 115 1,067 1,227 1,322 1,392 -40 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.0 1.2 88.7 93.3 99.5 96.4 0.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 4 18 23 23 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,430
COMMITMENTS
267 378 650 10,028 9,854 10,945 10,882 485 548
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 608)
94 55 6 388 478 488 539 120 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.3 5.7 87.7 86.2 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 6 30 26 37 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,852
COMMITMENTS
255 1,209 198 14,257 13,290 14,710 14,697 142 155
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,134)
0 243 0 2,062 1,881 2,062 2,124 72 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 8.1 1.3 96.0 89.5 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 6 1 15 25 18 31
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 73,405
COMMITMENTS
8,785 6,135 5,412 58,967 61,298 73,164 72,845 241 560
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 4,034)
358 819 310 3,222 2,800 3,890 3,929 144 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 8.4 7.4 80.3 83.5 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
14 21 25 52 55 82 85
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 47,105
COMMITMENTS
2,660 540 180 44,265 46,385 47,105 47,105 0 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 4,268)
65 210 40 4,253 4,108 4,358 4,358 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.1 0.4 94.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 28 27 30 30
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 15,634
COMMITMENTS
450 596 459 14,515 14,579 15,424 15,634 210 0
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 835)
225 15 25 645 795 895 835 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.8 2.9 92.8 93.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 5 16 19 22 24
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 160,817
COMMITMENTS
1,410 0 0 150,825 150,819 152,235 150,819 8,582 9,998
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,190)
360 0 -90 5,515 6,130 5,785 6,040 405 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 93.8 93.8 94.7 93.8 5.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 15 15 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,826
COMMITMENTS
7,792 1,201 1,144 3,168 11,788 12,104 14,133 5,722 3,693
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 6.7 6.4 17.8 66.1 67.9 79.3 32.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 6 8 11 15 17
Updated May 18, 2018