NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,241
COMMITMENTS
7,860 27,001 550 31,831 12,690 40,241 40,241 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -491)
0 0 0 -491 -491 -491 -491 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 67.1 1.4 79.1 31.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 11 1 12 7 17 18
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,219
COMMITMENTS
1,960 5,295 50 28,193 24,874 30,203 30,219 16 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 43)
1,300 150 0 -1,257 -107 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 17.5 0.2 93.3 82.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 1 8 10 14 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 69,465
COMMITMENTS
6,303 10,236 7,002 56,139 52,227 69,443 69,465 22 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 3,009)
43 1,011 900 2,063 1,097 3,007 3,009 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 14.7 10.1 80.8 75.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 9 10 14 13 33 25
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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 05/29/18 (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 06/05/18 |
--------------------------------------------------------------| 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 05/29/18 (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 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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,181
COMMITMENTS
11,600 15,498 200 19,381 15,483 31,181 31,181 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -83)
0 -50 0 -83 -33 -83 -83 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 49.7 0.6 62.2 49.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 12 9 17 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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 05/29/18 (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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,245
COMMITMENTS
9,020 3,855 0 12,225 17,390 21,245 21,245 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 18.1 0.0 57.5 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 06/05/18 |
--------------------------------------------------------------| 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 05/29/18 (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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,900
COMMITMENTS
9,100 1,950 0 5,800 12,950 14,900 14,900 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 13.1 0.0 38.9 86.9 100.0 100.0 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 06/05/18 |
--------------------------------------------------------------| 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 05/29/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 18,751
COMMITMENTS
4,064 438 979 13,708 17,334 18,751 18,751 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 571)
-94 56 142 523 372 571 571 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.3 5.2 73.1 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 4 2 15 9 19 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,909
COMMITMENTS
4,139 244 2,709 12,934 16,774 19,782 19,727 127 182
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,780)
-1,871 -45 -321 -1,570 -3,437 -3,762 -3,803 -18 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 1.2 13.6 65.0 84.3 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 4 6 23 24 32 32
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,626
COMMITMENTS
2,200 7,134 1,777 20,535 15,589 24,512 24,500 114 126
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,943)
-516 -2,427 -5 -4,319 -2,517 -4,840 -4,949 -103 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 29.0 7.2 83.4 63.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 2 28 16 35 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,300,168
COMMITMENTS
532,419 115,600 605,383 4121561 4567293 5259363 5288276 40,805 11,892
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -180,753)
5,631 23,717 -48,785 -117,795 -133,511 -160,949 -158,579 -19,804 -22,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.2 11.4 77.8 86.2 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
54 17 54 130 110 199 167
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 738,181
COMMITMENTS
34,520 75,793 343,203 353,774 317,817 731,497 736,812 6,684 1,368
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 5,396)
-4,445 -5,420 8,488 1,032 2,327 5,075 5,395 320 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.3 46.5 47.9 43.1 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 13 22 43 46 69 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,034
COMMITMENTS
1,230 6,258 247 257,514 261,353 258,991 267,858 13,043 4,176
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -9,626)
-899 -741 -855 -11,121 -7,111 -12,875 -8,707 3,249 -919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.3 0.1 94.7 96.1 95.2 98.5 4.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 2 27 26 29 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,768
COMMITMENTS
3,743 465 5,798 98,394 100,330 107,935 106,593 3,833 5,175
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -9,922)
254 150 -1,085 -8,862 -9,124 -9,693 -10,059 -229 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 5.2 88.0 89.8 96.6 95.4 3.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 23 24 25 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,588
COMMITMENTS
2,124 5,136 1,930 326,555 323,970 330,609 331,036 8,979 8,552
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 9,574)
-2,135 0 246 11,033 10,235 9,144 10,481 430 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.5 0.6 96.2 95.4 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 28 32 31 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 835,812
COMMITMENTS
1,844 7,011 7,589 815,411 817,904 824,844 832,504 10,968 3,308
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -24,520)
-5 -85 -27 -23,761 -23,828 -23,793 -23,940 -727 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.9 97.6 97.9 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 4 43 27 48 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,234
COMMITMENTS
5,555 3,020 180 419,785 442,440 425,520 445,640 26,714 6,594
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -52,712)
-3,467 -240 30 -48,402 -51,409 -51,839 -51,619 -873 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.7 0.0 92.8 97.8 94.1 98.5 5.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 1 35 41 37 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 515,679
COMMITMENTS
4,235 1,925 764 498,225 505,856 503,224 508,545 12,455 7,134
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -20,096)
-1,734 -179 29 -19,911 -21,747 -21,616 -21,897 1,520 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.1 96.6 98.1 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 4 34 37 40 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,926
COMMITMENTS
2,281 7,209 362 285,827 283,290 288,470 290,861 8,456 6,065
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,433)
1,161 732 -1,049 -9,691 -11,447 -9,579 -11,764 -2,854 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.4 0.1 96.3 95.4 97.2 98.0 2.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 2 41 38 43 43
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,581
COMMITMENTS
875 3,105 2,501 86,119 84,255 89,495 89,861 5,086 4,720
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -6,481)
30 -1,191 -928 -6,188 -4,064 -7,086 -6,183 605 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 2.6 91.1 89.1 94.6 95.0 5.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 21 24 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,900
COMMITMENTS
700 0 0 47,853 49,480 48,553 49,480 1,347 420
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,325)
0 0 0 -11,271 -12,108 -11,271 -12,108 -1,054 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 95.9 99.2 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 17 16 18 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,600
COMMITMENTS
0 1,610 1,555 182,205 186,081 183,760 189,246 10,840 5,354
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -617)
0 101 31 -4,003 -1,907 -3,972 -1,775 3,355 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.8 93.6 95.6 94.4 97.2 5.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 17 18 19 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,951
COMMITMENTS
1,855 1,510 7 156,457 158,552 158,319 160,069 8,632 6,882
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -11,195)
-247 0 0 -10,314 -11,509 -10,561 -11,509 -634 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 0.0 93.7 95.0 94.8 95.9 5.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,505
COMMITMENTS
0 0 0 174,703 178,544 174,703 178,544 8,802 4,961
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 4,903)
0 0 0 4,958 5,074 4,958 5,074 -55 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 97.3 95.2 97.3 4.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,965
COMMITMENTS
3,074 1,344 240 20,401 22,631 23,715 24,215 1,250 750
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -16,341)
-4,138 -589 -30 -12,262 -15,837 -16,430 -16,456 89 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.4 1.0 81.7 90.7 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 11 15 15 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 564,063
COMMITMENTS
15,046 15,726 4,244 537,468 537,948 556,758 557,918 7,305 6,145
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -35,521)
-86 -2,323 -614 -33,671 -32,230 -34,371 -35,167 -1,150 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.8 0.8 95.3 95.4 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 7 7 48 50 59 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,744
COMMITMENTS
0 4,198 1,081 228,291 218,322 229,372 223,601 4,372 10,143
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -11,078)
0 -1,615 -1,269 -8,988 -10,458 -10,257 -13,342 -821 2,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.5 97.7 93.4 98.1 95.7 1.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 3 26 26 29 30
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,785
COMMITMENTS
848 1,770 0 33,534 32,860 34,382 34,630 1,403 1,155
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -5,518)
-155 426 -186 -4,712 -5,448 -5,053 -5,208 -465 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.9 0.0 93.7 91.8 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 11 15 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,872
COMMITMENTS
0 1,173 0 79,309 78,333 79,309 79,506 7,563 7,366
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -7,549)
-1,027 -4,532 -870 -9,300 -1,844 -11,197 -7,246 3,648 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 91.3 90.2 91.3 91.5 8.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 12 16 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,260
COMMITMENTS
2,460 1,722 0 122,315 127,152 124,775 128,874 6,485 2,386
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -43,187)
-5,910 -5,130 0 -39,934 -37,795 -45,844 -42,925 2,657 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 0.0 93.2 96.9 95.1 98.2 4.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 12 16 13
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,043
COMMITMENTS
8,670 5,130 0 120,609 127,403 129,279 132,533 3,764 510
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -66,351)
-9,632 -23,078 -420 -58,932 -43,057 -68,984 -66,555 2,633 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.9 0.0 90.7 95.8 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 5 0 30 30 32 35
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,028
COMMITMENTS
720 570 0 176,521 176,112 177,241 176,682 1,787 2,346
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 5,955)
0 -772 0 5,813 6,486 5,813 5,714 142 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 98.6 98.4 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 21 17 22 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,113
COMMITMENTS
92 486 915 259,349 251,304 260,356 252,705 2,757 10,408
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,132)
66 486 -154 -11,652 -11,366 -11,740 -11,034 -392 -1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.3 98.6 95.5 99.0 96.0 1.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 33 28 34 30
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,960
COMMITMENTS
0 104 1,249 88,396 88,797 89,645 90,150 12,315 11,810
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -7,519)
0 -336 -224 -6,613 -8,534 -6,837 -9,094 -682 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.2 86.7 87.1 87.9 88.4 12.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 19 17 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,769
COMMITMENTS
609 0 1,194 157,050 155,063 158,853 156,257 2,916 5,512
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,837)
502 0 -370 -12,695 -12,283 -12,563 -12,653 -274 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.7 97.1 95.9 98.2 96.6 1.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 21 24 22 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,457
COMMITMENTS
8,249 0 713 137,047 149,039 146,009 149,752 9,448 5,705
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -9,484)
-310 0 0 -8,207 -8,315 -8,517 -8,315 -967 -1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.5 88.2 95.9 93.9 96.3 6.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 19 16 21 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,366
COMMITMENTS
0 0 0 100,876 105,270 100,876 105,270 10,490 6,096
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,325)
0 0 0 -3,634 -3,711 -3,634 -3,711 -691 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 94.5 90.6 94.5 9.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 17 19 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,139
COMMITMENTS
1,656 1,156 555 194,634 185,446 196,845 187,157 2,294 11,982
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -13,977)
-1,639 951 -461 -10,980 -16,417 -13,080 -15,927 -897 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 0.3 97.7 93.1 98.8 94.0 1.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 21 18 24 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,754
COMMITMENTS
0 2,340 1,220 137,971 141,714 139,191 145,274 12,563 6,480
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -10,700)
-4 908 -1,616 -9,096 -8,983 -10,716 -9,691 16 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.8 90.9 93.4 91.7 95.7 8.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 3 31 28 34 31
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 230,518
COMMITMENTS
4,726 2,413 1,625 214,436 217,581 220,787 221,619 9,731 8,899
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -13,438)
-737 -199 -126 -12,624 -12,462 -13,487 -12,787 49 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 0.7 93.0 94.4 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 30 27 34 29
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 149,563
COMMITMENTS
0 68 1,471 144,754 142,986 146,225 144,525 3,338 5,038
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,956)
-202 68 -68 -2,283 -2,326 -2,553 -2,326 -403 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.0 96.8 95.6 97.8 96.6 2.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 22 23 23 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 150,858
COMMITMENTS
0 0 0 147,304 143,766 147,304 143,766 3,554 7,092
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 19,131)
0 0 0 19,494 19,491 19,494 19,491 -363 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 95.3 97.6 95.3 2.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 18 22 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,271
COMMITMENTS
2,240 1,319 0 53,082 61,700 55,322 63,019 8,949 1,252
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,218)
-540 -360 0 -8,193 -3,741 -8,733 -4,101 4,515 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.1 0.0 82.6 96.0 86.1 98.1 13.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 46,953
COMMITMENTS
0 723 0 44,902 44,954 44,902 45,677 2,051 1,276
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -7,880)
-152 -217 -340 -4,882 -7,006 -5,374 -7,563 -2,506 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 95.6 95.7 95.6 97.3 4.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 16 17 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 145,461
COMMITMENTS
1,469 0 0 121,837 137,836 123,306 137,836 22,155 7,625
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -6,427)
1,469 0 0 -5,574 -5,977 -4,105 -5,977 -2,322 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 83.8 94.8 84.8 94.8 15.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 14 19 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,701
COMMITMENTS
6,446 5,992 844 70,877 73,426 78,167 80,262 4,534 2,439
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,864)
1,546 -240 187 -5,538 -2,530 -3,805 -2,583 941 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.2 1.0 85.7 88.8 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 17 25 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 177,861
COMMITMENTS
4,682 0 0 170,682 175,219 175,364 175,219 2,497 2,642
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -11,697)
-660 0 0 -10,074 -11,891 -10,734 -11,891 -963 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.0 98.5 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 13 17 14 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 62,078
COMMITMENTS
9,828 3,799 4,324 47,107 53,422 61,260 61,545 818 533
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,580)
-354 -68 -398 -3,787 -4,104 -4,540 -4,570 -41 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 6.1 7.0 75.9 86.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 8 11 32 30 46 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,371
COMMITMENTS
4,625 928 700 40,036 43,603 45,361 45,231 10 140
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,257)
-1,275 27 -125 -2,852 -4,179 -4,252 -4,277 -5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.0 1.5 88.2 96.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 6 25 18 34 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,021
COMMITMENTS
345 1,375 680 21,996 20,966 23,021 23,021 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,470)
-425 450 -350 -1,695 -2,570 -2,470 -2,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.0 3.0 95.5 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 20 17 24 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 167,369
COMMITMENTS
9,693 23,306 3,839 153,606 139,964 167,138 167,109 231 260
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -8,097)
-403 -2,207 -307 -7,376 -5,573 -8,086 -8,087 -11 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 13.9 2.3 91.8 83.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 6 5 36 35 45 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,330
COMMITMENTS
1,742 7,384 916 54,826 50,031 57,484 58,330 846 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 494)
-665 500 19 416 -25 -231 494 725 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.7 1.6 94.0 85.8 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 5 5 21 18 31 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,020
COMMITMENTS
300 0 25 33,626 33,270 33,951 33,295 69 725
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 40)
75 -175 -75 -28 -435 -28 -685 68 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.1 98.8 97.8 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 12 13 15 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,720
COMMITMENTS
4,950 2,050 565 41,064 43,910 46,579 46,525 141 195
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,590)
-35 -175 -25 -2,525 -2,385 -2,585 -2,585 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.4 1.2 87.9 94.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 1 25 27 28 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 74,261
COMMITMENTS
12,774 2,955 1,246 59,951 70,046 73,971 74,247 290 14
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,078)
-206 8 -39 -2,958 -3,046 -3,203 -3,077 125 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.0 1.7 80.7 94.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 4 4 31 32 39 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,259
COMMITMENTS
2,885 860 1,265 62,643 64,859 66,793 66,984 466 275
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,195)
-40 670 -290 -1,855 -2,455 -2,185 -2,075 -10 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.3 1.9 93.1 96.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 2 25 24 30 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,813
COMMITMENTS
3,650 170 890 93,673 97,593 98,213 98,653 600 160
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,535)
-660 120 -5 -2,925 -3,525 -3,590 -3,410 55 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 0.9 94.8 98.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 1 27 27 31 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,595
COMMITMENTS
450 185 20 30,705 31,115 31,175 31,320 420 275
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 210 240 210 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.1 97.2 98.5 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 23 17 26 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 30,185
COMMITMENTS
1,075 300 0 28,950 29,870 30,025 30,170 160 15
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -70)
0 0 0 -70 -70 -70 -70 0 0
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 19 24 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| 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 05/29/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,983
COMMITMENTS
10,007 1,267 5,367 33,127 41,850 48,501 48,484 482 499
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,572)
41 -149 259 1,328 1,484 1,627 1,593 -55 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 2.6 11.0 67.6 85.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 6 11 26 29 42 43
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 10,800
COMMITMENTS
500 2,500 800 9,500 7,500 10,800 10,800 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 23.1 7.4 88.0 69.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 1 10 9 13 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,403
COMMITMENTS
420 845 5 40,978 40,488 41,403 41,338 0 65
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,110)
0 25 0 1,110 1,085 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.0 0.0 99.0 97.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 1 28 23 31 28
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,367
COMMITMENTS
3,495 2,669 745 41,457 42,953 45,697 46,367 670 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,824)
25 -1,271 70 -1,884 -623 -1,789 -1,824 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.8 1.6 89.4 92.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 3 26 21 35 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,254
COMMITMENTS
1,580 315 620 42,779 43,564 44,979 44,499 275 755
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,150)
-110 15 -40 -3,990 -4,245 -4,140 -4,270 -10 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.7 1.4 94.5 96.3 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 21 16 24 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,873
COMMITMENTS
1,405 2,300 550 49,593 48,273 51,548 51,123 325 750
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,713)
-315 0 0 -3,578 -4,178 -3,893 -4,178 180 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.4 1.1 95.6 93.1 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 16 23 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,946
COMMITMENTS
0 1,112 1,242 78,358 78,379 79,600 80,733 1,346 213
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 858)
0 60 45 -348 700 -303 805 1,161 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.5 96.8 96.8 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 27 27 28 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 120,659
COMMITMENTS
1,235 6,854 1,820 115,727 111,816 118,782 120,489 1,877 170
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,324)
-45 -802 498 -687 1,633 -234 1,329 1,558 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.7 1.5 95.9 92.7 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 8 6 27 24 36 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,320
COMMITMENTS
200 350 25 53,870 53,070 54,095 53,445 225 875
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 630)
200 50 -50 255 -245 405 -245 225 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.0 99.2 97.7 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 14 18 16 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,139
COMMITMENTS
2,730 1,525 500 35,094 37,039 38,324 39,064 815 75
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,245)
-75 -125 -75 -1,090 -1,035 -1,240 -1,235 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.9 1.3 89.7 94.6 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 21 19 25 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,224
COMMITMENTS
9,148 3,000 630 33,291 39,594 43,069 43,224 155 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,400)
335 600 -85 -1,245 -1,910 -995 -1,395 -405 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 6.9 1.5 77.0 91.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 2 2 24 22 33 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,846
COMMITMENTS
10 2,486 52 38,685 35,898 38,747 38,436 99 410
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,468)
0 -129 -1 -2,462 -2,307 -2,463 -2,437 -5 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.1 99.6 92.4 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 15 15 17 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,929
COMMITMENTS
0 1,435 0 31,869 30,064 31,869 31,499 60 430
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,137)
0 -145 0 -2,137 -1,947 -2,137 -2,092 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 99.8 94.2 99.8 98.7 0.2 1.3
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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,603
COMMITMENTS
895 2,405 20 32,202 31,168 33,117 33,593 486 10
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,771)
-543 -95 -80 -1,109 -1,576 -1,732 -1,751 -39 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.2 0.1 95.8 92.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 2 20 20 25 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,219
COMMITMENTS
500 145 125 21,205 21,889 21,830 22,159 389 60
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -324)
-55 40 -40 -192 -324 -287 -324 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 0.6 95.4 98.5 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 17 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,730
COMMITMENTS
1,674 7,099 392 50,569 45,171 52,635 52,662 95 68
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,422)
-46 -905 -7 -2,339 -1,508 -2,392 -2,420 -30 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 13.5 0.7 95.9 85.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 4 27 24 35 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,296
COMMITMENTS
40 3,310 160 42,724 39,778 42,924 43,248 372 48
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,828)
0 -235 0 -1,788 -1,593 -1,788 -1,828 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.6 0.4 98.7 91.9 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 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,911
COMMITMENTS
2,450 521 100 19,093 21,272 21,643 21,893 268 18
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,146)
0 180 -125 -1,011 -1,201 -1,136 -1,146 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.4 0.5 87.1 97.1 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 12 15 14 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,115
COMMITMENTS
870 1,050 0 17,150 17,065 18,020 18,115 95 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,425)
-235 25 0 -1,150 -1,450 -1,385 -1,425 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.8 0.0 94.7 94.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 0 15 9 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,785
COMMITMENTS
600 4,600 50 19,930 16,135 20,580 20,785 205 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,410)
-230 150 25 -1,155 -1,585 -1,360 -1,410 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 22.1 0.2 95.9 77.6 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 17 9 19 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 251,473
COMMITMENTS
784 10,772 20,893 229,177 219,809 250,854 251,473 620 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 245)
784 -86 -1,103 630 1,434 311 245 -66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.3 8.3 91.1 87.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 16 17 18
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,065
COMMITMENTS
720 0 0 21,165 22,005 21,885 22,005 180 60
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,255)
635 0 0 -1,280 -1,255 -645 -1,255 -610 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 95.9 99.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,590
COMMITMENTS
850 25 100 19,329 20,465 20,279 20,590 311 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,900)
-175 -50 0 -1,697 -1,850 -1,872 -1,900 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 0.5 93.9 99.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 12 13 16 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,320
COMMITMENTS
850 25 100 15,143 16,195 16,093 16,320 227 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,540)
-175 0 0 -1,348 -1,540 -1,523 -1,540 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.2 0.6 92.8 99.2 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 11 16 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,700
COMMITMENTS
600 4,375 125 9,680 6,115 10,405 10,615 295 85
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -145)
0 25 0 -240 -205 -240 -180 95 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 40.9 1.2 90.5 57.1 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 14 10 16 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,475
COMMITMENTS
600 1,325 75 6,575 5,990 7,250 7,390 225 85
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -150)
0 25 0 -255 -210 -255 -185 105 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 17.7 1.0 88.0 80.1 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 10 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,506
COMMITMENTS
1,175 3,070 75 38,778 37,361 40,028 40,506 478 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,625)
-25 -2,230 0 -1,569 641 -1,594 -1,589 -31 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.6 0.2 95.7 92.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 18 14 21 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,000
COMMITMENTS
1,175 3,070 75 39,270 37,855 40,520 41,000 480 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,485)
-25 -2,230 0 -1,429 781 -1,454 -1,449 -31 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.5 0.2 95.8 92.3 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 19 15 22 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,758
COMMITMENTS
7,114 1,279 3,021 100,360 106,203 110,495 110,503 263 255
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,972)
-2,192 -480 237 -2,026 -3,729 -3,981 -3,972 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.2 2.7 90.6 95.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 2 7 32 27 43 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,485
COMMITMENTS
12,954 2,419 1,721 113,565 124,345 128,240 128,485 245 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -5,288)
-2,839 -485 -182 -2,287 -4,621 -5,308 -5,288 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.9 1.3 88.4 96.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 4 7 34 32 45 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 279,192
COMMITMENTS
26,808 34,800 21,476 230,442 222,905 278,726 279,182 466 10
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -11,460)
-942 -4,191 -2,270 -8,259 -4,986 -11,472 -11,447 12 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 12.5 7.7 82.5 79.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 13 18 40 45 73 68
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,058
COMMITMENTS
2,278 425 175 29,342 31,388 31,795 31,988 263 70
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -727)
-125 -100 0 -590 -692 -715 -792 -12 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.3 0.5 91.5 97.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 19 7 21 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,821
COMMITMENTS
1,358 380 695 28,505 29,676 30,558 30,751 263 70
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -622)
0 0 -100 -510 -587 -610 -687 -12 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.2 2.3 92.5 96.3 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 19 7 22 10
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,654
COMMITMENTS
102 277 102 2,848 2,551 3,052 2,930 602 724
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -718)
-5 42 -196 -464 -550 -665 -704 -53 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.6 2.8 77.9 69.8 83.5 80.2 16.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 5 19 20 24 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,952
COMMITMENTS
3,898 1,166 434 33,221 36,144 37,553 37,744 399 208
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,550)
-240 -187 -434 -1,891 -1,924 -2,565 -2,545 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.1 1.1 87.5 95.2 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 2 4 30 29 38 34
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,128
COMMITMENTS
533 416 352 13,139 12,755 14,024 13,523 104 605
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,253)
-847 116 89 -1,483 -2,422 -2,241 -2,217 -12 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.9 2.5 93.0 90.3 99.3 95.7 0.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 5 19 21 24 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,889
COMMITMENTS
259 910 423 9,814 9,266 10,496 10,599 393 290
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -854)
-60 150 -44 -869 -750 -973 -644 119 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.4 3.9 90.1 85.1 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 6 31 28 39 35
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,568
COMMITMENTS
311 992 261 15,926 15,187 16,498 16,440 70 128
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,252)
-18 -420 38 -1,262 -903 -1,242 -1,285 -10 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.0 1.6 96.1 91.7 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 1 18 24 21 28
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 70,495
COMMITMENTS
7,496 5,526 5,072 57,625 59,261 70,193 69,859 302 636
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -8,565)
-753 -1,010 -913 -7,104 -6,792 -8,770 -8,715 205 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 7.8 7.2 81.7 84.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 17 27 53 56 84 86
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 43,497
COMMITMENTS
2,690 0 60 40,747 43,437 43,497 43,497 0 0
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -774)
110 -450 35 -914 -359 -769 -774 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.1 93.7 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 24 26 26 27
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,900
COMMITMENTS
1,255 55 585 11,970 13,140 13,810 13,780 90 120
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,399)
430 -30 50 -2,730 -2,399 -2,250 -2,379 -149 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.4 4.2 86.1 94.5 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 17 19 21 22
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 172,549
COMMITMENTS
0 0 0 161,147 159,187 161,147 159,187 11,402 13,362
CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,017)
-1,980 0 0 -1,341 -3,241 -3,321 -3,241 1,304 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 92.3 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
Updated June 8, 2018