NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,732
COMMITMENTS
7,860 27,001 550 32,322 13,181 40,732 40,732 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -1,018)
-18 -630 -250 -750 -138 -1,018 -1,018 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 66.3 1.4 79.4 32.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 12 1 12 7 17 19
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,176
COMMITMENTS
660 5,145 50 29,450 24,981 30,160 30,176 16 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -4,149)
0 -1,250 0 -4,149 -2,899 -4,149 -4,149 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 17.1 0.2 97.6 82.8 99.9 100.0 0.1 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 66,457
COMMITMENTS
6,259 9,225 6,101 54,076 51,130 66,437 66,457 20 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,858)
830 2,132 -842 1,851 568 1,839 1,858 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 13.9 9.2 81.4 76.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 8 10 14 14 32 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,797
COMMITMENTS
9,497 26,635 0 31,300 14,162 40,797 40,797 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,500)
0 2,500 0 2,500 0 2,500 2,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 65.3 0.0 76.7 34.7 100.0 100.0 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,264
COMMITMENTS
11,600 15,548 200 19,464 15,516 31,264 31,264 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -32)
0 0 0 -32 -32 -32 -32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 49.7 0.6 62.3 49.6 100.0 100.0 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 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (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 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,440
COMMITMENTS
9,430 16,290 0 16,010 9,150 25,440 25,440 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,500)
0 2,550 0 2,500 -50 2,500 2,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 64.0 0.0 62.9 36.0 100.0 100.0 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 18,180
COMMITMENTS
4,158 381 837 13,185 16,962 18,180 18,180 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -579)
50 -3 -96 -533 -480 -579 -579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 2.1 4.6 72.5 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 2 14 9 18 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,689
COMMITMENTS
6,010 289 3,030 14,504 20,211 23,544 23,530 145 159
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,329)
-220 0 197 1,452 1,222 1,429 1,419 -100 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 1.2 12.8 61.2 85.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 7 24 26 34 36
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,569
COMMITMENTS
2,716 9,561 1,782 24,854 18,106 29,352 29,449 217 120
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,929)
0 522 385 1,644 1,122 2,029 2,029 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 32.3 6.0 84.1 61.2 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 3 29 14 37 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,480,921
COMMITMENTS
526,788 91,883 654,168 4239356 4700804 5420312 5446855 60,609 34,066
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 130,932)
30,847 14,123 19,437 63,071 75,791 113,355 109,351 17,577 21,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.7 11.9 77.3 85.8 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
54 19 57 131 114 201 175
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 732,785
COMMITMENTS
38,965 81,213 334,715 352,742 315,490 726,422 731,418 6,364 1,368
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -121,402)
2,532 13,579 -83,264 -40,387 -50,923 -121,119 -120,608 -283 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.1 45.7 48.1 43.1 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 12 21 44 46 68 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,660
COMMITMENTS
2,129 6,999 1,102 268,635 268,464 271,866 276,565 9,794 5,095
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 401)
360 -31 -1,122 4,359 1,261 3,597 108 -3,196 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.5 0.4 95.4 95.3 96.5 98.2 3.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 3 30 26 34 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,690
COMMITMENTS
3,489 315 6,883 107,256 109,454 117,628 116,652 4,062 5,038
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3,165)
1,066 62 122 1,860 2,889 3,048 3,073 117 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 5.7 88.1 89.9 96.7 95.9 3.3 4.1
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,014
COMMITMENTS
4,259 5,136 1,684 315,522 313,735 321,465 320,555 8,549 9,459
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 17,193)
1,933 4,152 -1,080 17,168 16,760 18,021 19,832 -828 -2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.6 0.5 95.6 95.1 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 32 34 35 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,332
COMMITMENTS
1,849 7,096 7,616 839,172 841,732 848,637 856,444 11,695 3,888
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 22,556)
-289 28 209 22,487 22,406 22,407 22,643 149 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 2 3 44 28 48 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 504,946
COMMITMENTS
9,022 3,260 150 468,187 493,849 477,359 497,259 27,587 7,687
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 5,739)
2,767 332 -248 3,214 5,684 5,733 5,768 6 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.0 92.7 97.8 94.5 98.5 5.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 1 1 35 42 40 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 535,775
COMMITMENTS
5,969 2,104 735 518,136 527,603 524,840 530,442 10,935 5,333
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 5,681)
1,082 663 184 5,423 5,573 6,689 6,420 -1,008 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.1 96.7 98.5 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 3 4 36 44 45 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,359
COMMITMENTS
1,120 6,477 1,411 295,518 294,737 298,049 302,625 11,310 6,734
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,148)
1,097 -524 -998 1,388 4,508 1,487 2,986 661 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 0.5 95.5 95.3 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 2 39 38 41 42
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,062
COMMITMENTS
845 4,296 3,429 92,307 88,319 96,581 96,044 4,481 5,018
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 836)
31 402 -301 984 580 714 681 122 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.3 3.4 91.3 87.4 95.6 95.0 4.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 23 26 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,225
COMMITMENTS
700 0 0 59,124 61,588 59,824 61,588 2,401 637
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 4,680)
700 0 0 4,803 5,213 5,503 5,213 -823 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 95.0 99.0 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 17 20 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,217
COMMITMENTS
0 1,509 1,524 186,208 187,988 187,732 191,021 7,485 4,196
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 5,617)
-634 1,473 -86 5,720 4,611 5,000 5,998 617 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.8 95.4 96.3 96.2 97.9 3.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 21 24 23 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,146
COMMITMENTS
2,102 1,510 7 166,771 170,061 168,880 171,578 9,266 6,568
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,806)
-273 -906 0 2,079 1,466 1,806 560 0 1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.8 0.0 93.6 95.5 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 23 22 24 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,602
COMMITMENTS
0 0 0 169,745 173,470 169,745 173,470 8,857 5,132
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,788)
0 0 0 2,149 2,848 2,149 2,848 639 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 97.1 95.0 97.1 5.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 16 17 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,306
COMMITMENTS
7,212 1,933 270 32,663 38,468 40,145 40,671 1,161 635
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 6,060)
901 -60 270 4,864 5,645 6,035 5,855 25 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 4.7 0.7 79.1 93.1 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 2 16 21 21 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 599,584
COMMITMENTS
15,132 18,049 4,858 571,139 570,178 591,129 593,085 8,455 6,499
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 6,345)
508 1,027 -391 6,977 4,811 7,094 5,447 -749 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.0 0.8 95.3 95.1 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 8 6 50 51 61 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 244,822
COMMITMENTS
0 5,813 2,350 237,279 228,780 239,629 236,943 5,193 7,879
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 6,140)
-295 2,012 -1,108 6,435 3,787 5,032 4,691 1,108 1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.0 96.9 93.4 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 3 26 27 29 32
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,303
COMMITMENTS
1,003 1,344 186 38,246 38,308 39,435 39,838 1,868 1,465
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 4,962)
1,003 959 31 3,838 4,546 4,872 5,536 90 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.3 0.5 92.6 92.7 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 14 11 17 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,421
COMMITMENTS
1,027 5,705 870 88,609 80,177 90,506 86,752 3,915 7,669
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,185)
1,027 3,749 361 1,080 -2,142 2,468 1,968 -1,283 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.0 0.9 93.8 84.9 95.9 91.9 4.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 3 19 13 22 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,447
COMMITMENTS
8,370 6,852 0 162,249 164,947 170,619 171,799 3,828 2,648
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 33,292)
1,590 -390 0 31,555 33,532 33,145 33,142 147 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.9 0.0 93.0 94.6 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 0 32 29 34 34
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,394
COMMITMENTS
18,302 28,208 420 179,541 170,460 198,263 199,088 1,131 306
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 35,722)
1,230 -720 420 33,747 36,116 35,397 35,816 325 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 14.1 0.2 90.0 85.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 14 3 38 42 44 56
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,073
COMMITMENTS
720 1,342 0 170,708 169,626 171,428 170,968 1,645 2,105
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 5,568)
720 -507 0 4,647 6,333 5,367 5,826 201 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.0 98.6 98.0 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 0 26 21 27 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,245
COMMITMENTS
26 0 1,069 271,001 262,670 272,096 263,739 3,149 11,506
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -283)
-231 0 135 -399 -482 -495 -347 212 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.4 98.5 95.4 98.9 95.8 1.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 1 36 29 37 30
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,323
COMMITMENTS
0 589 0 17,189 18,364 17,189 18,953 2,134 370
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 89.0 95.0 89.0 98.1 11.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 13 9 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,479
COMMITMENTS
0 440 1,473 95,009 97,331 96,482 99,244 12,997 10,235
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,972)
0 420 140 1,954 4,175 2,094 4,735 -122 -2,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.3 86.8 88.9 88.1 90.7 11.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 17 20 19 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,606
COMMITMENTS
107 0 1,564 169,745 167,346 171,416 168,910 3,190 5,696
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 5,552)
-582 0 566 5,538 3,373 5,522 3,939 30 1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.9 97.2 95.8 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 21 24 22 25
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,065
COMMITMENTS
855 58 326 49,076 52,140 50,257 52,524 3,808 1,541
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 667)
-123 58 81 739 528 697 667 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.6 90.8 96.4 93.0 97.1 7.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 12 15 14 16
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,941
COMMITMENTS
8,559 0 713 145,254 157,354 154,526 158,067 10,415 6,874
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3,062)
-60 -427 -90 3,091 2,821 2,941 2,304 121 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.4 88.1 95.4 93.7 95.8 6.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 20 16 23 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,691
COMMITMENTS
0 0 0 104,510 108,981 104,510 108,981 11,181 6,710
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 408)
0 0 0 274 609 274 609 134 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 94.2 90.3 94.2 9.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 19 20 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,045
COMMITMENTS
0 852 0 50,014 51,147 50,014 51,999 3,031 1,046
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 420)
0 180 0 90 -124 90 56 330 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 94.3 96.4 94.3 98.0 5.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,116
COMMITMENTS
3,295 205 1,016 205,614 201,863 209,925 203,084 3,191 10,032
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 9)
1,060 -336 -449 -603 1,130 8 345 1 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 0.5 96.5 94.7 98.5 95.3 1.5 4.7
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,454
COMMITMENTS
4 1,432 2,836 147,067 150,697 149,907 154,965 12,547 7,489
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,935)
4 -711 1,144 32 2,982 1,180 3,415 755 -1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.7 90.5 92.8 92.3 95.4 7.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 3 32 28 35 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,181
COMMITMENTS
882 0 0 25,759 28,959 26,641 28,959 3,540 1,222
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 85.3 96.0 88.3 96.0 11.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 11 12 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,956
COMMITMENTS
5,463 2,612 1,751 227,060 230,043 234,274 234,406 9,682 9,550
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,968)
-117 61 332 2,965 2,058 3,180 2,451 -212 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 0.7 93.1 94.3 96.0 96.1 4.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 1 31 28 35 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 152,519
COMMITMENTS
202 0 1,539 147,037 145,312 148,778 146,851 3,741 5,668
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,843)
-698 0 360 2,181 1,302 1,843 1,662 0 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.0 96.4 95.3 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 22 23 23 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 131,727
COMMITMENTS
0 0 0 127,810 124,275 127,810 124,275 3,917 7,452
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 200)
0 0 0 386 322 386 322 -186 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 94.3 97.0 94.3 3.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 23 19 23 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,489
COMMITMENTS
2,780 1,679 0 61,275 65,441 64,055 67,120 4,434 1,369
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 153)
0 0 0 -213 123 -213 123 366 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.5 0.0 89.5 95.5 93.5 98.0 6.5 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 54,833
COMMITMENTS
152 940 340 49,784 51,960 50,276 53,240 4,557 1,593
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 4,503)
-150 150 30 4,593 4,387 4,473 4,567 30 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.7 0.6 90.8 94.8 91.7 97.1 8.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 17 18 18 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 151,888
COMMITMENTS
0 0 0 127,411 143,813 127,411 143,813 24,477 8,075
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 -60 60 -60 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.9 94.7 83.9 94.7 16.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 15 18 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,565
COMMITMENTS
4,900 6,232 657 76,415 75,956 81,972 82,845 3,593 2,720
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,307)
87 240 2 964 1,035 1,053 1,277 254 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.3 0.8 89.3 88.8 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 23 18 24 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 189,558
COMMITMENTS
5,342 0 0 180,756 187,110 186,098 187,110 3,460 2,448
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 423)
153 0 0 270 423 423 423 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 66,658
COMMITMENTS
10,182 3,867 4,723 50,894 57,526 65,800 66,115 858 543
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -40)
113 116 91 -243 -247 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.8 7.1 76.4 86.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 5 11 33 32 48 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,628
COMMITMENTS
5,900 901 825 42,888 47,782 49,613 49,508 15 120
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 915)
75 -3 128 812 949 1,015 1,075 -100 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.8 1.7 86.4 96.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 2 7 26 20 37 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 25,491
COMMITMENTS
770 925 1,030 23,691 23,536 25,491 25,491 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 330)
50 0 -125 405 455 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.6 4.0 92.9 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 4 22 19 28 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 175,466
COMMITMENTS
10,096 25,513 4,146 160,982 145,537 175,224 175,196 242 270
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -807)
-334 -109 134 -457 -692 -657 -667 -150 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 14.5 2.4 91.7 82.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 6 4 37 35 46 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,836
COMMITMENTS
2,408 6,884 897 54,411 50,055 57,715 57,836 121 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 154)
-276 -65 -154 683 473 254 254 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.9 1.6 94.1 86.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 4 4 20 18 32 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,980
COMMITMENTS
225 175 100 33,654 33,705 33,979 33,980 1 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -85 -85 -85 -85 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 49,310
COMMITMENTS
4,985 2,225 590 43,589 46,295 49,164 49,110 146 200
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 550)
50 0 0 525 515 575 515 -25 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.5 1.2 88.4 93.9 99.7 99.6 0.3 0.4
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 77,339
COMMITMENTS
12,980 2,947 1,285 62,909 73,092 77,174 77,324 165 15
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,853)
100 -230 0 2,068 2,078 2,168 1,848 -315 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.8 1.7 81.3 94.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 5 5 31 31 41 39
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,454
COMMITMENTS
2,925 190 1,555 64,498 67,314 68,978 69,059 476 395
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 500)
155 -95 20 280 540 455 465 45 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.3 2.2 92.9 96.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 2 26 24 31 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,348
COMMITMENTS
4,310 50 895 96,598 101,118 101,803 102,063 545 285
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 275)
300 0 -125 70 370 245 245 30 30
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 28 28 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,355
COMMITMENTS
450 185 20 30,465 30,905 30,935 31,110 420 245
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 5)
-50 0 0 55 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.1 97.2 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 30,255
COMMITMENTS
1,075 300 0 29,020 29,940 30,095 30,240 160 15
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 35)
130 0 0 -95 25 35 25 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.0 0.0 95.9 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,001
COMMITMENTS
1,346 200 50 9,605 10,751 11,001 11,001 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 0)
-75 0 0 75 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.8 0.5 87.3 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,411
COMMITMENTS
9,966 1,416 5,108 31,799 40,366 46,874 46,891 537 520
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 461)
-378 -223 231 607 387 460 395 1 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 3.0 10.8 67.1 85.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 7 11 26 29 43 43
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,293
COMMITMENTS
420 820 5 39,868 39,403 40,293 40,228 0 65
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -353)
0 0 0 -353 -353 -353 -353 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.0 0.0 98.9 97.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 1 27 23 30 28
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,191
COMMITMENTS
3,470 3,940 675 43,341 43,576 47,486 48,191 705 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -473)
145 -174 -25 -593 -274 -473 -473 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.2 1.4 89.9 90.4 98.5 100.0 1.5 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,404
COMMITMENTS
1,690 300 660 46,769 47,809 49,119 48,769 285 635
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 645)
0 0 0 610 670 610 670 35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 1.3 94.7 96.8 99.4 98.7 0.6 1.3
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,586
COMMITMENTS
1,720 2,300 550 53,171 52,451 55,441 55,301 145 285
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 800)
50 100 0 715 725 765 825 35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.1 1.0 95.7 94.4 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,088
COMMITMENTS
0 1,052 1,197 78,706 77,679 79,903 79,928 185 160
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,168)
-406 322 281 1,293 570 1,168 1,173 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.5 98.3 97.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 1 27 26 28 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 119,335
COMMITMENTS
1,280 7,656 1,322 116,414 110,182 119,016 119,160 319 175
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,028)
-138 570 -76 1,149 574 935 1,068 93 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.4 1.1 97.6 92.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 8 6 27 24 36 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,690
COMMITMENTS
0 300 75 53,615 53,315 53,690 53,690 0 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 525)
0 -225 0 525 750 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.1 99.9 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 1 13 17 14 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,384
COMMITMENTS
2,805 1,650 575 36,184 38,074 39,564 40,299 820 85
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -10)
50 0 0 -60 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.1 1.4 89.6 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,624
COMMITMENTS
8,813 2,400 715 34,536 41,504 44,064 44,619 560 5
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 40)
-470 -100 -5 115 140 -360 35 400 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 5.4 1.6 77.4 93.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 2 4 24 22 32 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,314
COMMITMENTS
10 2,615 53 41,147 38,205 41,210 40,873 104 441
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -10)
0 -7 0 -10 -3 -10 -10 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 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,374
COMMITMENTS
1,438 2,500 100 33,311 32,744 34,849 35,344 525 30
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 621)
12 -40 -100 698 751 610 611 11 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.1 0.3 94.2 92.6 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 2 20 21 25 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,543
COMMITMENTS
555 105 165 21,397 22,213 22,117 22,483 426 60
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,152
COMMITMENTS
1,720 8,005 399 52,908 46,679 55,027 55,082 125 70
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 263)
-257 191 -106 744 195 381 279 -118 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 14.5 0.7 95.9 84.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 4 27 26 34 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 45,124
COMMITMENTS
40 3,545 160 44,512 41,371 44,712 45,076 412 48
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -319)
0 -65 -5 -232 -249 -237 -319 -82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.9 0.4 98.6 91.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 24 19 26 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,057
COMMITMENTS
2,450 341 225 20,104 22,473 22,779 23,039 278 18
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3)
0 6 0 3 -3 3 3 0 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,540
COMMITMENTS
1,105 1,025 0 18,300 18,515 19,405 19,540 135 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 50)
-20 25 0 50 25 30 50 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.2 0.0 93.7 94.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 3 0 18 11 23 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,195
COMMITMENTS
830 4,450 25 21,085 17,720 21,940 22,195 255 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 770)
-45 725 25 770 20 750 770 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 20.0 0.1 95.0 79.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 1 19 10 24 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 251,228
COMMITMENTS
0 10,857 21,996 228,547 218,375 250,542 251,228 686 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -2,372)
0 -342 159 -2,563 -2,188 -2,405 -2,372 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 8.8 91.0 86.9 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 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,490
COMMITMENTS
1,025 75 100 21,026 22,315 22,151 22,490 339 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 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 14 19 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,860
COMMITMENTS
1,025 25 100 16,491 17,735 17,616 17,860 244 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,845
COMMITMENTS
600 4,350 125 9,920 6,320 10,645 10,795 200 50
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 40.1 1.2 91.5 58.3 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 15 15 17 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| 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 05/22/18 (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: 24)
1 3 1 15 15 17 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,131
COMMITMENTS
1,200 5,300 75 40,347 36,720 41,622 42,095 509 36
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,375)
0 -1,100 75 1,300 2,400 1,375 1,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.6 0.2 95.8 87.2 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 18 14 21 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,485
COMMITMENTS
1,200 5,300 75 40,699 37,074 41,974 42,449 511 36
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,525)
0 -1,100 75 1,450 2,550 1,525 1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.5 0.2 95.8 87.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 19 15 22 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,730
COMMITMENTS
9,306 1,759 2,784 102,386 109,932 114,476 114,475 254 255
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,536)
-1,025 -70 225 2,321 1,381 1,521 1,536 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.5 2.4 89.2 95.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 5 8 33 28 44 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 133,773
COMMITMENTS
15,793 2,904 1,903 115,852 128,966 133,548 133,773 225 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,087)
-624 111 139 1,572 837 1,087 1,087 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.2 1.4 86.6 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 6 7 35 33 45 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 290,652
COMMITMENTS
27,750 38,992 23,746 238,702 227,891 290,198 290,629 454 23
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -651)
-1,050 830 1,030 -597 -2,464 -617 -604 -34 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 13.4 8.2 82.1 78.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 15 19 40 45 74 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,785
COMMITMENTS
2,403 525 175 29,932 32,080 32,510 32,780 275 5
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 320)
0 200 0 320 120 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.6 0.5 91.3 97.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 21 10 23 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,443
COMMITMENTS
1,358 380 795 29,015 30,263 31,168 31,438 275 5
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 2.5 92.3 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,372
COMMITMENTS
107 235 298 3,312 3,101 3,717 3,634 655 738
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 194)
-16 3 1 168 177 153 181 41 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.4 6.8 75.8 70.9 85.0 83.1 15.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 7 20 22 27 30
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,502
COMMITMENTS
4,138 1,353 868 35,112 38,068 40,118 40,289 384 213
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 363)
-77 128 17 423 218 363 363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.3 2.1 86.7 94.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,381
COMMITMENTS
1,380 300 263 14,622 15,177 16,265 15,740 116 641
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 519)
-165 0 70 562 367 467 437 52 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.8 1.6 89.3 92.7 99.3 96.1 0.7 3.9
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,743
COMMITMENTS
319 760 467 10,683 10,016 11,469 11,243 274 500
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 283)
76 170 15 161 124 252 309 31 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.5 4.0 91.0 85.3 97.7 95.7 2.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 6 32 28 40 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,820
COMMITMENTS
329 1,412 223 17,188 16,090 17,740 17,725 80 95
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 907)
0 101 25 872 841 897 967 10 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.9 1.3 96.5 90.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 1 20 28 23 33
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 79,060
COMMITMENTS
8,249 6,536 5,985 64,729 66,053 78,963 78,574 97 486
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,309)
2 -47 107 1,265 1,309 1,374 1,369 -65 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 8.3 7.6 81.9 83.5 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
15 20 26 55 58 86 88
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 44,271
COMMITMENTS
2,580 450 25 41,661 43,796 44,266 44,271 5 0
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 894)
70 0 -130 949 1,024 889 894 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.0 0.1 94.1 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 24 26 26 28
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,299
COMMITMENTS
825 85 535 14,700 15,539 16,060 16,159 239 140
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 310)
-290 29 -59 630 200 281 170 29 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.5 3.3 90.2 95.3 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 20 22 26 26
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 174,566
COMMITMENTS
1,980 0 0 162,488 162,428 164,468 162,428 10,098 12,138
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,356)
180 0 0 2,178 434 2,358 434 -2 1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 93.1 93.0 94.2 93.0 5.8 7.0
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 05/29/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 18,623
COMMITMENTS
8,198 901 1,175 2,970 12,527 12,343 14,603 6,280 4,020
CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 265)
67 -300 168 -217 -3 18 -135 247 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 4.8 6.3 15.9 67.3 66.3 78.4 33.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 6 8 12 15 18
Updated June 1, 2018