NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,750
COMMITMENTS
7,878 27,631 800 33,072 13,319 41,750 41,750 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 450)
43 1,210 400 25 -1,160 468 450 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 66.2 1.9 79.2 31.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 13 1 12 7 17 20
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 34,324
COMMITMENTS
660 6,395 50 33,598 27,879 34,308 34,324 16 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -801)
0 -209 0 -801 -592 -801 -801 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 18.6 0.1 97.9 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 1 8 10 13 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 64,599
COMMITMENTS
5,429 7,094 6,944 52,225 50,562 64,598 64,599 1 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 10,804)
382 300 2,032 8,391 8,473 10,804 10,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.0 10.7 80.8 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 10 15 14 34 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,297
COMMITMENTS
10,793 24,388 762 34,742 21,147 46,297 46,297 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 52.7 1.6 75.0 45.7 100.0 100.0 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,297
COMMITMENTS
9,497 24,135 0 28,800 14,162 38,297 38,297 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,550)
50 900 0 1,500 650 1,550 1,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 63.0 0.0 75.2 37.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 0 9 7 15 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,297
COMMITMENTS
11,600 15,548 200 19,497 15,549 31,297 31,297 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -130)
-350 -200 0 220 70 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 49.7 0.6 62.3 49.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 1 12 9 17 15
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,768
COMMITMENTS
13,620 16,875 100 17,048 13,793 30,768 30,768 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 300)
-250 100 0 550 200 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 54.8 0.3 55.4 44.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 1 7 8 13 15
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,345
COMMITMENTS
9,020 3,855 0 12,325 17,490 21,345 21,345 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,450)
1,300 0 0 150 1,450 1,450 1,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 18.1 0.0 57.7 81.9 100.0 100.0 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,322
COMMITMENTS
5,497 5,275 0 21,825 22,047 27,322 27,322 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,000
COMMITMENTS
9,100 1,950 0 5,900 13,050 15,000 15,000 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,450)
1,150 0 0 300 1,450 1,450 1,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 13.0 0.0 39.3 87.0 100.0 100.0 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 22,940
COMMITMENTS
9,430 13,740 0 13,510 9,200 22,940 22,940 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,000)
-400 600 0 1,400 400 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 59.9 0.0 58.9 40.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 8 0 5 6 10 14
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 18,759
COMMITMENTS
4,108 385 932 13,718 17,442 18,759 18,759 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 811)
200 -149 69 542 890 811 811 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 2.1 5.0 73.1 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 3 16 10 21 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,360
COMMITMENTS
6,230 289 2,833 13,052 18,989 22,115 22,111 245 249
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 456)
102 0 -10 244 356 336 346 120 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 1.3 12.7 58.4 84.9 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 7 23 26 33 36
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,640
COMMITMENTS
2,716 9,039 1,397 23,210 16,984 27,323 27,420 317 220
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 441)
0 283 0 339 90 339 373 102 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 32.7 5.1 84.0 61.4 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 5 2 29 13 36 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,349,989
COMMITMENTS
495,941 77,760 634,731 4176285 4625013 5306957 5337504 43,032 12,485
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 74,355)
47,195 15,046 -21,872 50,423 80,642 75,746 73,816 -1,391 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.5 11.9 78.1 86.4 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 19 58 129 111 201 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 854,187
COMMITMENTS
36,433 67,634 417,978 393,129 366,413 847,541 852,025 6,647 2,162
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 61,689)
14,948 13,165 26,111 20,921 21,778 61,981 61,054 -292 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.9 48.9 46.0 42.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 10 22 51 50 76 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,259
COMMITMENTS
1,769 7,030 2,224 264,276 267,203 268,269 276,457 12,990 4,802
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,206)
-4,212 -786 830 2,752 2,740 -630 2,784 1,836 -1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.5 0.8 94.0 95.0 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 3 30 26 34 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,525
COMMITMENTS
2,423 253 6,761 105,396 106,565 114,580 113,579 3,945 4,946
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 7,312)
-3,010 31 1,159 9,715 6,273 7,864 7,463 -552 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 5.7 88.9 89.9 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 26 26 29 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,821
COMMITMENTS
2,326 984 2,764 298,354 296,975 303,444 300,723 9,377 12,098
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 6,468)
870 0 -655 9,177 6,640 9,392 5,985 -2,924 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.9 95.4 94.9 97.0 96.1 3.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 3 30 30 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 837,776
COMMITMENTS
2,138 7,068 7,407 816,685 819,326 826,230 833,801 11,546 3,975
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 27,352)
-1,036 0 608 26,649 26,181 26,221 26,789 1,131 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 0.9 97.5 97.8 98.6 99.5 1.4 0.5
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 499,207
COMMITMENTS
6,255 2,928 398 464,973 488,165 471,626 491,491 27,581 7,716
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 6,876)
-76 -1,983 398 6,346 6,623 6,668 5,038 208 1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 0.1 93.1 97.8 94.5 98.5 5.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 1 1 35 42 37 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 530,094
COMMITMENTS
4,887 1,441 551 512,713 522,030 518,151 524,022 11,943 6,072
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 49,828)
256 0 -794 49,935 50,590 49,397 49,796 431 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.1 96.7 98.5 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 3 34 40 40 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,211
COMMITMENTS
23 7,001 2,409 294,130 290,229 296,562 299,639 10,649 7,572
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 16,629)
-746 1,962 8 18,266 15,093 17,528 17,063 -899 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.8 95.7 94.5 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 4 3 38 36 41 41
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,226
COMMITMENTS
814 3,894 3,730 91,323 87,739 95,867 95,363 4,359 4,863
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,470)
814 109 -104 2,637 2,500 3,347 2,505 -877 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.9 3.7 91.1 87.5 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 24 23 26 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,545
COMMITMENTS
0 0 0 54,321 56,375 54,321 56,375 3,224 1,170
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 6,320)
0 0 0 7,090 6,320 7,090 6,320 -770 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 98.0 94.4 98.0 5.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 12 16 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,600
COMMITMENTS
634 36 1,610 180,488 183,377 182,732 185,023 6,868 4,577
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,679)
-60 -358 240 2,109 2,165 2,289 2,047 390 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.8 95.2 96.7 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 20 21 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,340
COMMITMENTS
2,375 2,416 7 164,692 168,595 167,074 171,018 9,266 5,322
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,755)
510 0 7 3,273 3,102 3,790 3,109 -1,035 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.4 0.0 93.4 95.6 94.7 97.0 5.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 22 22 23 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,814
COMMITMENTS
0 0 0 167,596 170,622 167,596 170,622 8,218 5,192
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,740)
0 0 0 4,404 4,740 4,404 4,740 336 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 97.0 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 16 15 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,246
COMMITMENTS
6,311 1,993 0 27,799 32,823 34,110 34,816 1,136 430
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,640)
0 420 0 2,550 1,976 2,550 2,396 90 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 5.7 0.0 78.9 93.1 96.8 98.8 3.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 0 16 16 19 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 593,239
COMMITMENTS
14,624 17,022 5,249 564,162 565,367 584,035 587,638 9,204 5,601
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 13,300)
4,139 481 52 9,806 14,303 13,997 14,836 -697 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.9 0.9 95.1 95.3 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 7 5 48 50 57 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 238,682
COMMITMENTS
295 3,801 3,458 230,844 224,993 234,597 232,252 4,085 6,430
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 3,423)
-1,135 388 292 4,265 2,445 3,422 3,125 1 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.6 1.4 96.7 94.3 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 4 28 28 32 34
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,341
COMMITMENTS
0 385 155 34,408 33,762 34,563 34,302 1,778 2,039
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.4 94.7 92.9 95.1 94.4 4.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 10 13 11
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,236
COMMITMENTS
0 1,956 509 87,529 82,319 88,038 84,784 5,198 8,452
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,980)
-118 658 171 8,166 5,012 8,219 5,841 -3,239 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.5 93.9 88.3 94.4 90.9 5.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 18 11 19 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,155
COMMITMENTS
6,780 7,242 0 130,694 131,415 137,474 138,657 3,681 2,498
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 19,180)
3,720 3,360 0 14,518 15,520 18,238 18,880 942 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.1 0.0 92.6 93.1 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 0 18 17 19 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,672
COMMITMENTS
17,072 28,928 0 145,794 134,344 162,866 163,272 806 400
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 19,622)
3,720 3,390 0 15,902 16,142 19,622 19,532 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 17.7 0.0 89.1 82.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 14 0 30 36 33 50
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,505
COMMITMENTS
0 1,849 0 166,061 163,293 166,061 165,142 1,444 2,363
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 22,892)
0 840 0 22,832 22,112 22,832 22,952 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.1 97.5 99.1 98.6 0.9 1.4
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,528
COMMITMENTS
257 0 934 271,400 263,152 272,591 264,086 2,937 11,442
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 9,504)
0 0 0 9,453 7,783 9,453 7,783 51 1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 98.5 95.5 98.9 95.8 1.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 34 28 35 29
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,507
COMMITMENTS
0 20 1,333 93,055 93,156 94,388 94,509 13,119 12,998
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -542)
0 0 0 -572 -392 -572 -392 30 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.2 86.6 86.7 87.8 87.9 12.2 12.1
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 169,054
COMMITMENTS
689 0 998 164,207 163,973 165,894 164,971 3,160 4,083
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,540)
0 0 0 4,630 4,390 4,630 4,390 -90 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 97.1 97.0 98.1 97.6 1.9 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,398
COMMITMENTS
978 0 245 48,337 51,612 49,560 51,857 3,838 1,541
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,304)
978 0 245 1,048 2,324 2,271 2,569 33 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.5 90.5 96.7 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 15 14 16
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,879
COMMITMENTS
8,619 427 803 142,163 154,533 151,585 155,763 10,294 6,116
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,287)
-33 213 -61 1,897 1,165 1,803 1,317 -516 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.3 0.5 87.8 95.5 93.6 96.2 6.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 20 16 24 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,283
COMMITMENTS
0 0 0 104,236 108,372 104,236 108,372 11,047 6,911
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,432)
0 0 0 1,533 983 1,533 983 -101 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 94.0 90.4 94.0 9.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 19 19 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,625
COMMITMENTS
0 672 0 49,924 51,271 49,924 51,943 2,701 682
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 630)
0 0 0 900 754 900 754 -270 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 94.9 97.4 94.9 98.7 5.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 15 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,107
COMMITMENTS
2,235 541 1,465 206,217 200,733 209,917 202,739 3,190 10,368
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 5,475)
490 541 -152 4,867 5,059 5,205 5,448 270 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.7 96.8 94.2 98.5 95.1 1.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 21 19 24 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,519
COMMITMENTS
0 2,143 1,692 147,035 147,715 148,727 151,550 11,792 8,969
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -2,717)
-656 149 342 -1,805 -3,987 -2,119 -3,496 -598 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.1 91.6 92.0 92.7 94.4 7.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 3 31 28 34 31
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 240,988
COMMITMENTS
5,580 2,551 1,419 224,095 227,985 231,094 231,955 9,894 9,033
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,606)
-112 57 -242 1,602 2,064 1,248 1,879 358 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.1 0.6 93.0 94.6 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 1 31 28 35 30
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 150,676
COMMITMENTS
900 0 1,179 144,856 144,010 146,935 145,189 3,741 5,487
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,730)
244 0 -364 4,249 3,150 4,129 2,786 -1,399 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.8 96.1 95.6 97.5 96.4 2.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 22 22 23 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 131,527
COMMITMENTS
0 0 0 127,424 123,953 127,424 123,953 4,103 7,574
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 7,094)
0 0 0 6,974 7,094 6,974 7,094 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 94.2 96.9 94.2 3.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 18 22 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,336
COMMITMENTS
2,780 1,679 0 61,488 65,318 64,268 66,997 4,068 1,339
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,073)
90 0 0 893 1,043 983 1,043 90 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.5 0.0 90.0 95.6 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 15 18 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 50,330
COMMITMENTS
302 790 310 45,191 47,573 45,803 48,673 4,527 1,657
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,660)
0 180 0 2,660 2,331 2,660 2,511 0 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.6 0.6 89.8 94.5 91.0 96.7 9.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 14 15 15 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 151,828
COMMITMENTS
0 0 0 127,351 143,873 127,351 143,873 24,477 7,955
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 428)
0 0 0 428 428 428 428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.9 94.8 83.9 94.8 16.1 5.2
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,258
COMMITMENTS
4,813 5,992 655 75,451 74,921 80,919 81,568 3,339 2,690
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 6,032)
-1,549 0 594 7,307 4,307 6,352 4,901 -320 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.1 0.8 89.5 88.9 96.0 96.8 4.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 18 24 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 189,135
COMMITMENTS
5,189 0 0 180,486 186,687 185,675 186,687 3,460 2,448
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,048)
153 0 0 3,130 3,436 3,283 3,436 765 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.4 98.7 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 12 18 13 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 66,698
COMMITMENTS
10,070 3,751 4,632 51,138 57,773 65,839 66,156 859 542
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 130)
88 89 -99 145 140 134 130 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 5.6 6.9 76.7 86.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 6 11 33 32 48 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 48,713
COMMITMENTS
5,825 904 697 42,077 46,833 48,598 48,433 115 280
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,646)
725 -180 192 1,629 2,534 2,546 2,546 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.9 1.4 86.4 96.1 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 2 6 25 21 36 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 25,161
COMMITMENTS
720 925 1,155 23,286 23,081 25,161 25,161 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 637)
225 -250 -25 437 912 637 637 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.7 4.6 92.5 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 4 23 19 29 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 176,273
COMMITMENTS
10,430 25,622 4,012 161,439 146,229 175,881 175,863 392 410
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 259)
90 23 200 -186 -114 104 109 155 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.5 2.3 91.6 83.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 6 4 37 36 46 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,682
COMMITMENTS
2,683 6,949 1,051 53,727 49,583 57,461 57,582 221 100
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -2,358)
132 -2,625 19 -2,609 148 -2,458 -2,458 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.0 1.8 93.1 86.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 4 4 19 18 31 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,065
COMMITMENTS
225 175 100 33,739 33,790 34,064 34,065 1 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 990)
0 0 0 990 990 990 990 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: 22)
2 1 1 12 13 15 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 48,760
COMMITMENTS
4,935 2,225 590 43,064 45,780 48,589 48,595 171 165
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -1,470)
0 -1,200 0 -1,470 -270 -1,470 -1,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.6 1.2 88.3 93.9 99.6 99.7 0.4 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 75,486
COMMITMENTS
12,880 3,177 1,285 60,841 71,014 75,006 75,476 480 10
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -290)
-2,300 -115 -300 2,270 125 -330 -290 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.2 1.7 80.6 94.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 6 5 29 32 38 41
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,954
COMMITMENTS
2,770 285 1,535 64,218 66,774 68,523 68,594 431 360
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 390)
0 0 0 390 390 390 390 0 0
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,073
COMMITMENTS
4,010 50 1,020 96,528 100,748 101,558 101,818 515 255
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 755)
-200 0 100 855 655 755 755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.0 94.6 98.7 99.5 99.8 0.5 0.2
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,350
COMMITMENTS
500 185 20 30,410 30,900 30,930 31,105 420 245
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 410)
0 85 20 405 370 425 475 -15 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 0.1 97.0 98.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 22 17 25 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 30,220
COMMITMENTS
945 300 0 29,115 29,915 30,060 30,215 160 5
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -440)
230 0 -60 -610 -380 -440 -440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 0.0 96.3 99.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 22 18 24 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,001
COMMITMENTS
1,421 200 50 9,530 10,751 11,001 11,001 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 50)
-350 0 50 350 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.8 0.5 86.6 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 1 16 9 21 11
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,950
COMMITMENTS
10,344 1,639 4,877 31,193 39,980 46,414 46,496 536 454
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 3,326)
1,067 254 -458 2,740 3,555 3,349 3,351 -23 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.5 10.4 66.4 85.2 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 7 12 26 29 44 44
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 10,650
COMMITMENTS
550 2,100 200 9,900 8,100 10,650 10,400 0 250
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -4,150)
-450 -500 0 -3,700 -3,550 -4,150 -4,050 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 19.7 1.9 93.0 76.1 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 10 9 13 12
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,646
COMMITMENTS
420 820 5 40,221 39,756 40,646 40,581 0 65
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 550)
-130 25 0 680 525 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.0 0.0 99.0 97.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 1 26 23 29 28
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,664
COMMITMENTS
3,325 4,114 700 43,934 43,850 47,959 48,664 705 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 225)
280 -75 -120 65 420 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.5 1.4 90.3 90.1 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 5 2 24 20 31 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,759
COMMITMENTS
1,690 300 660 46,159 47,139 48,509 48,099 250 660
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,105)
0 0 0 1,140 720 1,140 720 -35 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 1.4 94.7 96.7 99.5 98.6 0.5 1.4
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,786
COMMITMENTS
1,670 2,200 550 52,456 51,726 54,676 54,476 110 310
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,510)
170 0 -100 1,475 1,570 1,545 1,470 -35 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.0 1.0 95.7 94.4 99.8 99.4 0.2 0.6
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,920
COMMITMENTS
406 730 916 77,413 77,109 78,735 78,755 185 165
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 655)
261 430 -185 505 410 581 655 74 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 1.2 98.1 97.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 27 26 28 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 118,307
COMMITMENTS
1,418 7,086 1,398 115,266 109,609 118,081 118,092 226 215
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,974)
-25 -1,812 145 1,854 3,642 1,973 1,974 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.0 1.2 97.4 92.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 8 5 26 24 35 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,165
COMMITMENTS
0 525 75 53,090 52,565 53,165 53,165 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 99.9 98.9 100.0 100.0 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,394
COMMITMENTS
2,755 1,650 575 36,244 38,084 39,574 40,309 820 85
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 495)
0 0 0 495 495 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.1 1.4 89.7 94.3 98.0 99.8 2.0 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,584
COMMITMENTS
9,283 2,500 720 34,421 41,364 44,424 44,584 160 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -284)
-290 0 -175 181 -109 -284 -284 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 5.6 1.6 77.2 92.8 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,324
COMMITMENTS
10 2,622 53 41,157 38,208 41,220 40,883 104 441
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.1 99.6 92.5 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 J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,066
COMMITMENTS
0 1,580 0 34,006 32,011 34,006 33,591 60 475
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 99.8 94.0 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,753
COMMITMENTS
1,426 2,540 200 32,613 31,993 34,239 34,733 514 20
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,184)
-33 70 -70 1,291 1,184 1,188 1,184 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.3 0.6 93.8 92.1 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 1 20 22 25 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,568
COMMITMENTS
555 105 165 21,422 22,238 22,142 22,508 426 60
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 161)
30 0 0 131 161 161 161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.7 94.9 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,889
COMMITMENTS
1,977 7,814 504 52,164 46,484 54,646 54,803 243 86
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 287)
-82 178 -49 398 161 267 289 20 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 14.2 0.9 95.0 84.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 4 4 25 25 32 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 45,443
COMMITMENTS
40 3,610 165 44,744 41,620 44,949 45,395 494 48
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 178)
40 -20 60 110 120 210 160 -32 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.9 0.4 98.5 91.6 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 23 19 25 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,054
COMMITMENTS
2,450 335 225 20,101 22,476 22,776 23,036 278 18
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 50)
0 51 0 -70 -1 -70 50 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.5 1.0 87.2 97.5 98.8 99.9 1.2 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,490
COMMITMENTS
1,125 1,000 0 18,250 18,490 19,375 19,490 115 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -250)
0 0 0 -250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.1 0.0 93.6 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,425
COMMITMENTS
875 3,725 0 20,315 17,700 21,190 21,425 235 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 435)
50 725 0 385 -290 435 435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 17.4 0.0 94.8 82.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 0 18 10 23 11
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 253,600
COMMITMENTS
0 11,200 21,837 231,110 220,563 252,947 253,600 653 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 866)
0 2,199 -3,714 4,267 2,381 553 866 313 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 8.6 91.1 87.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 15 16 17 18
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,760
COMMITMENTS
85 0 0 16,125 17,210 16,210 17,210 1,550 550
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 90.8 96.9 91.3 96.9 8.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,320
COMMITMENTS
85 0 0 22,445 23,260 22,530 23,260 790 60
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,205)
0 0 0 1,085 1,205 1,085 1,205 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.2 99.7 96.6 99.7 3.4 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,310
COMMITMENTS
1,025 75 100 20,846 22,135 21,971 22,310 339 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 25)
25 0 0 0 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.3 0.4 93.4 99.2 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 15 14 19 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,845
COMMITMENTS
1,025 25 100 16,476 17,720 17,601 17,845 244 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 125)
25 0 0 100 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 0.6 92.3 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 15 12 19 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| 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 05/15/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/22/18 |
--------------------------------------------------------------| 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 05/15/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,756
COMMITMENTS
1,200 6,400 0 39,047 34,320 40,247 40,720 509 36
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,150)
0 1,300 0 1,150 -150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 15.7 0.0 95.8 84.2 98.8 99.9 1.2 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,960
COMMITMENTS
1,200 6,400 0 39,249 34,524 40,449 40,924 511 36
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,500)
0 1,300 0 1,500 200 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 15.6 0.0 95.8 84.3 98.8 99.9 1.2 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,194
COMMITMENTS
10,331 1,829 2,559 100,065 108,551 112,955 112,939 239 255
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 6,341)
1,300 0 0 5,038 6,341 6,338 6,341 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.6 2.3 88.4 95.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 132,686
COMMITMENTS
16,417 2,793 1,764 114,280 128,129 132,461 132,686 225 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,565)
1,885 100 200 2,480 4,300 4,565 4,600 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.1 1.3 86.1 96.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 5 35 33 43 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 291,303
COMMITMENTS
28,801 38,162 22,716 239,298 230,355 290,815 291,233 488 70
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,199)
150 203 72 2,172 1,868 2,393 2,143 -195 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.1 7.8 82.1 79.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 13 19 39 45 73 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,465
COMMITMENTS
2,403 325 175 29,612 31,960 32,190 32,460 275 5
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 448)
100 25 0 348 423 448 448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.0 0.5 91.2 98.4 99.2 100.0 0.8 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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,303
COMMITMENTS
1,358 380 795 28,875 30,123 31,028 31,298 275 5
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 595)
0 25 0 595 570 595 595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 2.5 92.2 96.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 21 10 24 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,178
COMMITMENTS
123 232 297 3,144 2,924 3,564 3,453 614 725
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 261)
48 10 33 268 76 349 119 -88 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.6 7.1 75.3 70.0 85.3 82.6 14.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 7 19 20 26 28
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,139
COMMITMENTS
4,215 1,225 851 34,689 37,850 39,755 39,926 384 213
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 309)
608 -123 -240 -59 672 309 309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 3.1 2.1 86.4 94.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 3 28 29 35 34
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,862
COMMITMENTS
1,545 300 193 14,060 14,810 15,798 15,303 64 559
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 589)
70 0 10 519 564 599 574 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.9 1.2 88.6 93.4 99.6 96.5 0.4 3.5
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 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,460
COMMITMENTS
243 590 452 10,522 9,892 11,217 10,934 243 526
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 30)
-24 212 -198 494 38 272 52 -242 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.1 3.9 91.8 86.3 97.9 95.4 2.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 6 32 27 39 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,913
COMMITMENTS
329 1,311 198 16,316 15,249 16,843 16,758 70 155
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,061)
74 102 0 2,059 1,959 2,133 2,061 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.8 1.2 96.5 90.2 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 1 18 26 21 31
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 77,750
COMMITMENTS
8,246 6,583 5,878 63,464 64,743 77,588 77,204 162 546
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,345)
-539 448 466 4,497 3,445 4,424 4,359 -79 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.5 7.6 81.6 83.3 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
14 20 25 54 57 84 86
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 43,377
COMMITMENTS
2,510 450 155 40,712 42,772 43,377 43,377 0 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -3,728)
-150 -90 -25 -3,553 -3,613 -3,728 -3,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.0 0.4 93.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 26 26 28 28
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 15,989
COMMITMENTS
1,115 56 594 14,070 15,339 15,779 15,989 210 0
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 355)
665 -540 135 -445 760 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 3.7 88.0 95.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 5 18 22 24 27
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 172,210
COMMITMENTS
1,800 0 0 160,310 161,994 162,110 161,994 10,100 10,216
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 11,393)
390 0 0 9,485 11,175 9,875 11,175 1,518 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 93.1 94.1 94.1 94.1 5.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 15 14 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 18,358
COMMITMENTS
8,131 1,201 1,007 3,187 12,530 12,325 14,738 6,033 3,620
CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 532)
339 0 -137 19 742 221 605 311 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 6.5 5.5 17.4 68.3 67.1 80.3 32.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 6 8 12 15 18
Updated May 25, 2018