NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 39,810
COMMITMENTS
7,510 26,276 45 32,255 13,489 39,810 39,810 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 164)
-350 -830 -550 1,064 1,544 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 66.0 0.1 81.0 33.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 10 1 14 9 18 19
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 27,964
COMMITMENTS
2,773 4,320 219 24,948 23,425 27,940 27,964 24 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -338)
0 -575 169 -515 68 -346 -338 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 15.4 0.8 89.2 83.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 2 9 11 17 16
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 72,163
COMMITMENTS
6,964 11,269 6,368 58,825 54,527 72,156 72,163 7 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 293)
103 42 -118 307 369 293 293 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 15.6 8.8 81.5 75.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 10 15 13 34 25
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,397
COMMITMENTS
9,043 24,388 762 36,592 21,247 46,397 46,397 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -200)
-1,500 -100 0 1,300 -100 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 52.6 1.6 78.9 45.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 9 1 10 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,197
COMMITMENTS
8,567 27,135 0 32,630 14,062 41,197 41,197 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 0)
-930 100 0 930 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 65.9 0.0 79.2 34.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 0 11 7 15 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 32,196
COMMITMENTS
9,100 16,348 200 22,896 15,648 32,196 32,196 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 991)
-2,500 850 0 3,491 141 991 991 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 50.8 0.6 71.1 48.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 1 14 9 17 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 32,582
COMMITMENTS
7,620 17,725 100 24,862 14,757 32,582 32,582 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,814)
-6,000 750 0 7,814 1,064 1,814 1,814 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 54.4 0.3 76.3 45.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 1 9 9 14 16
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,995
COMMITMENTS
5,920 4,155 0 16,075 17,840 21,995 21,995 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 650)
-3,100 300 0 3,750 350 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 18.9 0.0 73.1 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 9 5 14 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072
COMMITMENTS
5,497 5,275 0 21,575 21,797 27,072 27,072 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 19.5 0.0 79.7 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 11 5 15 7
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,335
COMMITMENTS
2,050 1,050 0 7,285 8,285 9,335 9,335 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 0)
-500 570 0 500 -570 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 11.2 0.0 78.0 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 0 9 9 12 13
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| 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
8,450 1,950 0 6,450 12,950 14,900 14,900 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -100)
-650 0 0 550 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 13.1 0.0 43.3 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 8 4 14 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,440
COMMITMENTS
7,900 16,290 0 17,540 9,150 25,440 25,440 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 0)
-1,530 0 0 1,530 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 64.0 0.0 68.9 36.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 8 0 7 6 10 14
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,698
COMMITMENTS
2,313 764 3,935 23,450 24,989 29,698 29,688 0 10
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 9,805)
-1,741 15 2,362 9,184 7,417 9,805 9,795 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 2.6 13.2 79.0 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 3 19 13 23 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,017
COMMITMENTS
4,519 254 2,675 14,546 18,926 21,740 21,855 277 162
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 670)
365 10 2 293 658 660 670 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 1.2 12.1 66.1 86.0 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 6 23 25 31 33
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,580
COMMITMENTS
2,310 7,377 1,827 23,251 18,350 27,388 27,554 192 26
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -298)
150 -10 -15 -433 -163 -298 -188 0 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 26.7 6.6 84.3 66.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 2 32 21 39 25
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,410,609
COMMITMENTS
510,620 101,996 586,649 4275225 4711070 5372494 5399715 38,115 10,894
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,849)
-31,706 -19,810 -8,674 46,147 33,441 5,767 4,957 -1,918 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.9 10.8 79.0 87.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
55 19 54 133 114 203 174
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 763,338
COMMITMENTS
37,272 62,178 347,278 365,661 336,199 750,211 745,655 13,127 17,683
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,174)
13,940 -122 -12,964 -3,033 1,057 -2,058 -12,029 6,232 16,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.1 45.5 47.9 44.0 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 9 20 47 47 72 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,533
COMMITMENTS
423 5,494 237 263,105 264,273 263,765 270,004 10,768 4,529
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,745)
98 188 -139 4,043 5,054 4,002 5,103 743 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 0.1 95.8 96.3 96.1 98.4 3.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 29 27 31 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,588
COMMITMENTS
4,717 280 6,562 105,473 109,524 116,752 116,366 3,836 4,222
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,182)
709 249 -18 2,761 3,508 3,452 3,739 -270 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 5.4 87.5 90.8 96.8 96.5 3.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 5 23 25 28 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,435
COMMITMENTS
2,283 7,496 2,988 355,664 351,616 360,935 362,100 9,500 8,335
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 8,562)
-1,368 1,444 819 8,901 6,086 8,352 8,349 210 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 0.8 96.0 94.9 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 28 30 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 886,353
COMMITMENTS
4,677 7,008 9,341 860,797 866,391 874,815 882,740 11,538 3,613
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 11,999)
1,280 0 555 11,181 11,538 13,016 12,093 -1,017 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 1.1 97.1 97.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 2 43 28 48 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 460,661
COMMITMENTS
2,169 2,936 211 432,181 451,367 434,561 454,514 26,100 6,147
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 5,801)
-3,357 550 -90 9,763 5,317 6,316 5,777 -515 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 93.8 98.0 94.3 98.7 5.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 1 2 38 42 42 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 532,067
COMMITMENTS
6,900 2,080 859 511,330 522,389 519,089 525,328 12,978 6,739
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 5,105)
2,629 483 -244 5,034 4,376 7,419 4,615 -2,314 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.2 96.1 98.2 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 2 4 39 44 48 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,596
COMMITMENTS
0 5,384 151 300,521 297,166 300,672 302,701 8,924 6,895
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 6,356)
-528 -2,583 90 5,960 7,985 5,522 5,492 834 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.1 96.0 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 5 1 41 36 42 41
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,610
COMMITMENTS
1,116 4,874 1,895 93,645 90,310 96,656 97,079 3,954 3,531
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 362)
0 671 -40 1,831 829 1,791 1,460 -1,429 -1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.8 1.9 93.1 89.8 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 25 23 27 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,625
COMMITMENTS
0 676 0 55,676 55,581 55,676 56,257 949 368
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,596)
-700 676 0 4,172 3,222 3,472 3,898 124 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.3 98.2 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 20 18 20 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,834
COMMITMENTS
0 2,507 1,601 193,991 193,947 195,592 198,055 7,242 4,779
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 5,728)
0 -110 243 5,918 6,115 6,161 6,248 -433 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.8 95.6 95.6 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 20 20 22 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,483
COMMITMENTS
0 3,222 0 165,009 163,576 165,009 166,798 11,474 9,685
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,283)
-2,260 0 0 4,460 4,530 2,200 4,530 2,083 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 93.5 92.7 93.5 94.5 6.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 25 24 25 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,113
COMMITMENTS
0 0 0 195,345 197,458 195,345 197,458 6,768 4,655
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,977)
0 0 0 5,074 5,259 5,074 5,259 -1,097 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 97.7 96.7 97.7 3.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 17 17 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,905
COMMITMENTS
6,143 1,995 240 27,279 33,069 33,662 35,304 2,243 601
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 8,804)
2,542 651 0 5,455 8,302 7,997 8,953 807 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.6 0.7 76.0 92.1 93.8 98.3 6.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 18 18 22 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 584,566
COMMITMENTS
18,592 22,984 5,369 553,201 551,211 577,162 579,564 7,404 5,002
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 15,331)
1,478 5,448 154 16,514 9,874 18,146 15,476 -2,815 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.9 0.9 94.6 94.3 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
5 8 7 54 52 65 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,564
COMMITMENTS
0 6,420 781 247,741 239,872 248,522 247,073 5,042 6,491
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 8,398)
0 721 -183 8,438 8,440 8,255 8,978 143 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.3 97.7 94.6 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 6 2 30 30 32 36
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,429
COMMITMENTS
1,034 1,863 0 41,871 40,225 42,905 42,088 524 1,341
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,766)
0 93 0 3,769 2,673 3,769 2,766 -1,003 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.3 0.0 96.4 92.6 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 19 14 20 16
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,686
COMMITMENTS
450 1,576 521 81,881 78,453 82,852 80,550 4,834 7,136
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,621)
-432 618 288 3,259 888 3,115 1,794 -1,494 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.8 0.6 93.4 89.5 94.5 91.9 5.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 14 21 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,117
COMMITMENTS
16,689 9,224 0 163,432 172,470 180,121 181,694 3,996 2,423
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 31,965)
6,603 6,696 0 28,707 25,604 35,310 32,300 -3,345 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.0 0.0 88.8 93.7 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 6 0 24 32 27 38
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,839
COMMITMENTS
22,899 13,439 30 162,955 175,428 185,884 188,897 3,955 942
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 34,524)
6,603 6,883 30 27,820 27,701 34,453 34,614 71 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.1 0.0 85.8 92.4 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 7 1 33 37 37 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,974
COMMITMENTS
2,047 1,527 0 181,551 181,771 183,598 183,298 1,376 1,676
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,504)
1,172 957 0 3,475 4,157 4,647 5,114 -143 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 0.0 98.1 98.3 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 0 25 21 27 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,857
COMMITMENTS
703 515 849 264,757 256,194 266,309 257,558 3,548 12,299
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,865)
551 0 -206 2,890 3,101 3,235 2,895 -370 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.3 98.1 94.9 98.7 95.4 1.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 3 34 28 37 31
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,117
COMMITMENTS
0 470 150 15,129 16,012 15,279 16,632 1,838 485
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.9 88.4 93.5 89.3 97.2 10.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 13 12 14 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,018
COMMITMENTS
971 0 804 88,109 93,140 89,884 93,944 15,134 11,074
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 105)
-90 0 -338 -160 -616 -588 -954 693 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.8 83.9 88.7 85.6 89.5 14.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 21 19 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,474
COMMITMENTS
548 495 1,192 163,799 159,624 165,539 161,311 2,935 7,163
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,324)
-186 124 186 1,229 441 1,229 751 95 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.7 97.2 94.7 98.3 95.7 1.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 23 28 24 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,228
COMMITMENTS
8,358 988 861 147,130 155,886 156,349 157,735 6,879 5,493
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,580)
-587 988 308 5,736 1,916 5,457 3,212 -1,877 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 0.5 90.1 95.5 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 22 16 25 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,020
COMMITMENTS
0 0 0 101,011 100,734 101,011 100,734 10,009 10,286
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 701)
0 0 0 771 682 771 682 -70 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 90.7 91.0 90.7 9.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 17 19 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,982
COMMITMENTS
0 1,472 248 49,261 49,402 49,509 51,122 2,473 860
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,034)
0 -248 248 2,875 2,569 3,123 2,569 -89 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.5 94.8 95.0 95.2 98.3 4.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 17 18 18 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,540
COMMITMENTS
2,837 671 364 196,280 188,570 199,481 189,605 2,059 11,935
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,173)
952 -612 -176 1,908 2,335 2,684 1,547 -511 626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 0.2 97.4 93.6 99.0 94.1 1.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 23 19 27 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,302
COMMITMENTS
0 3,221 958 157,014 158,667 157,972 162,846 10,330 5,456
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,268)
0 825 -644 6,496 4,473 5,852 4,654 -1,584 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.6 93.3 94.3 93.9 96.8 6.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 3 35 31 38 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,652
COMMITMENTS
798 0 0 26,534 28,620 27,332 28,620 2,320 1,032
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 89.5 96.5 92.2 96.5 7.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 15 11 17 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 238,113
COMMITMENTS
930 1,727 1,608 227,734 226,377 230,272 229,712 7,841 8,401
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,041)
-2,749 931 306 7,129 2,836 4,686 4,073 -645 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.7 95.6 95.1 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 33 29 37 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 151,999
COMMITMENTS
90 0 1,811 146,455 145,088 148,356 146,899 3,643 5,100
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -40)
-360 0 422 208 -493 270 -71 -310 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.2 96.4 95.5 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 23 24 24 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,275
COMMITMENTS
0 0 0 148,148 144,935 148,148 144,935 4,127 7,340
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 181)
0 0 0 398 57 398 57 -217 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 95.2 97.3 95.2 2.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 18 22 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,139
COMMITMENTS
2,608 862 1 55,010 63,931 57,619 64,794 8,520 1,345
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,437)
306 -426 1 1,559 1,769 1,866 1,344 -429 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 0.0 83.2 96.7 87.1 98.0 12.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 15 18 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 49,929
COMMITMENTS
0 1,343 0 47,848 47,152 47,848 48,495 2,081 1,434
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,240)
0 186 0 1,116 774 1,116 960 124 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 95.8 94.4 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 17 19 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 150,825
COMMITMENTS
2,265 0 0 126,934 143,169 129,199 143,169 21,626 7,656
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,644)
796 0 0 2,639 2,613 3,435 2,613 -791 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 84.2 94.9 85.7 94.9 14.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 14 21 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,694
COMMITMENTS
8,438 5,992 605 82,638 87,172 91,681 93,769 4,013 1,925
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,469)
1,010 0 -389 1,693 3,764 2,314 3,375 155 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.3 0.6 86.4 91.1 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 27 20 29 22
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 185,999
COMMITMENTS
5,079 0 0 178,482 182,928 183,561 182,928 2,438 3,071
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -117)
0 0 0 -179 -613 -179 -613 62 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.0 98.3 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 16 15 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 63,897
COMMITMENTS
9,664 3,374 5,150 47,981 54,864 62,795 63,388 1,102 509
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 473)
-112 -308 150 434 621 471 463 2 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 5.3 8.1 75.1 85.9 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 8 12 32 32 47 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,877
COMMITMENTS
3,651 1,093 1,025 45,191 47,739 49,867 49,857 10 20
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,436)
-249 25 350 2,335 2,061 2,436 2,436 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.2 2.1 90.6 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 5 7 25 20 34 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,262
COMMITMENTS
1,170 925 655 22,437 22,682 24,262 24,262 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 291)
50 -225 0 241 516 291 291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.8 2.7 92.5 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 19 18 24 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 165,516
COMMITMENTS
9,943 21,168 3,959 151,367 140,135 165,269 165,262 247 254
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 877)
-260 -538 40 1,117 1,415 897 917 -20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 12.8 2.4 91.5 84.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 6 6 36 34 46 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,482
COMMITMENTS
691 6,835 1,022 51,649 45,625 53,362 53,482 120 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -2,588)
-95 -1,020 -26 -2,467 -1,541 -2,588 -2,588 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.8 1.9 96.6 85.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 8 6 20 20 29 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,520
COMMITMENTS
300 50 25 32,195 32,445 32,520 32,520 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -75)
0 25 0 -75 -100 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.1 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 13 15 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 48,540
COMMITMENTS
4,800 1,350 565 42,999 46,455 48,364 48,370 176 170
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,070)
-100 0 0 1,160 1,070 1,060 1,070 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.8 1.2 88.6 95.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 1 25 26 28 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 79,123
COMMITMENTS
13,004 3,855 1,386 64,448 73,713 78,838 78,954 285 169
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,717)
-730 500 140 2,307 1,082 1,717 1,722 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.9 1.8 81.5 93.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 4 30 29 38 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,744
COMMITMENTS
2,740 1,045 1,255 70,273 72,179 74,268 74,479 476 265
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,840)
-195 105 20 5,015 4,715 4,840 4,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.4 1.7 94.0 96.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 3 24 25 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,509
COMMITMENTS
4,310 170 1,015 102,541 107,174 107,866 108,359 643 150
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 5,362)
260 0 125 4,977 5,237 5,362 5,362 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.9 94.5 98.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 1 26 28 31 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,505
COMMITMENTS
425 130 20 30,060 30,130 30,505 30,280 0 225
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 460)
0 0 0 460 460 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.1 98.5 98.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 17 25 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 29,265
COMMITMENTS
1,245 300 0 27,750 28,570 28,995 28,870 270 395
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 115)
95 0 0 20 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.0 0.0 94.8 97.6 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 19 18 21 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,630
COMMITMENTS
875 650 50 10,705 10,930 11,630 11,630 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 0)
0 -200 0 0 200 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.6 0.4 92.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 16 8 20 11
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,474
COMMITMENTS
12,498 908 3,483 33,030 44,554 49,011 48,945 463 529
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 385)
-105 -39 -832 1,288 1,223 351 353 34 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 1.8 7.0 66.8 90.1 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 5 12 27 29 44 44
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,065
COMMITMENTS
150 570 850 8,687 8,205 9,687 9,625 378 440
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 250)
-50 0 50 250 200 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.7 8.4 86.3 81.5 96.2 95.6 3.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 14 17 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,064
COMMITMENTS
675 925 0 40,389 40,084 41,064 41,009 0 55
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 706)
150 200 0 556 506 706 706 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.3 0.0 98.4 97.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 0 28 24 32 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,986
COMMITMENTS
3,765 1,621 570 38,009 40,795 42,344 42,986 642 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 311)
295 -745 0 14 1,056 309 311 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.8 1.3 88.4 94.9 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 7 3 25 21 33 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,271
COMMITMENTS
2,795 300 585 47,303 49,658 50,683 50,543 588 728
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,120)
80 0 0 1,005 1,175 1,085 1,175 35 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.6 1.1 92.3 96.9 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 21 14 25 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,381
COMMITMENTS
3,765 2,800 550 54,523 55,303 58,838 58,653 543 728
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,065)
730 200 0 1,335 1,865 2,065 2,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.7 0.9 91.8 93.1 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 21 15 24 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,084
COMMITMENTS
313 730 869 79,781 79,485 80,963 81,084 121 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,855)
313 -155 -189 1,800 2,199 1,924 1,855 -69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.1 98.4 98.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 28 27 30 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 121,205
COMMITMENTS
2,622 5,271 1,990 116,374 113,935 120,985 121,195 220 10
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,523)
-236 -172 -480 3,224 3,174 2,508 2,523 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.3 1.6 96.0 94.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 8 5 26 28 35 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,650
COMMITMENTS
200 225 25 54,425 54,400 54,650 54,650 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,805)
0 0 0 2,805 2,805 2,805 2,805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 99.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 13 15 15 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,818
COMMITMENTS
2,780 2,425 500 36,658 37,828 39,938 40,753 880 65
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 640)
100 -100 0 430 750 530 650 110 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 5.9 1.2 89.8 92.7 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 20 18 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,400
COMMITMENTS
8,072 5,050 520 35,218 38,806 43,810 44,376 590 24
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 558)
-265 350 -50 749 262 434 562 124 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 11.4 1.2 79.3 87.4 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 3 2 23 21 31 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,504
COMMITMENTS
0 2,326 22 39,383 36,736 39,405 39,084 99 420
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 11)
-20 -62 -30 61 103 11 11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.1 99.7 93.0 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 2 15 15 17 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,444
COMMITMENTS
0 1,435 0 32,384 30,579 32,384 32,014 60 430
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 70)
0 -270 0 70 340 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 99.8 94.3 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 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,923
COMMITMENTS
855 2,045 70 34,632 33,558 35,557 35,673 366 250
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,535)
-10 270 -30 1,515 1,065 1,475 1,305 60 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.7 0.2 96.4 93.4 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 22 23 26 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,169
COMMITMENTS
500 145 125 22,135 22,839 22,760 23,109 409 60
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 420)
0 0 0 400 420 400 420 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.5 95.5 98.6 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,640
COMMITMENTS
769 7,090 527 50,248 43,960 51,545 51,578 95 62
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -170)
-437 147 236 31 -548 -170 -165 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.7 1.0 97.3 85.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 4 27 26 35 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,756
COMMITMENTS
40 2,960 160 41,204 38,588 41,404 41,708 352 48
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -155)
-52 0 0 -105 -155 -157 -155 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.1 0.4 98.7 92.4 99.2 99.9 0.8 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 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,358
COMMITMENTS
2,450 557 25 19,615 21,758 22,090 22,340 268 18
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 242)
0 27 0 242 215 242 242 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.5 0.1 87.7 97.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 14 15 16 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,490
COMMITMENTS
870 1,250 0 17,525 17,240 18,395 18,490 95 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.8 0.0 94.8 93.2 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 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,470
COMMITMENTS
705 4,800 50 20,525 16,620 21,280 21,470 190 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 75)
0 0 0 95 75 95 75 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 22.4 0.2 95.6 77.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 18 9 21 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 251,000
COMMITMENTS
2,591 11,551 21,982 226,278 217,466 250,852 251,000 148 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 559)
1,443 1,227 -1,851 1,457 1,184 1,049 559 -490 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.6 8.8 90.2 86.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 15 16 19 19
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,665
COMMITMENTS
840 0 0 22,590 23,660 23,430 23,660 235 5
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 95.5 100.0 99.0 100.0 1.0 0.0
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 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,425
COMMITMENTS
850 25 200 21,079 22,200 22,129 22,425 296 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,200)
0 0 100 1,115 1,100 1,215 1,200 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.1 0.9 94.0 99.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 14 15 19 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,800
COMMITMENTS
750 25 200 16,623 17,575 17,573 17,800 227 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 930)
-100 0 100 930 830 930 930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.1 1.1 93.4 98.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 13 13 18 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,915
COMMITMENTS
600 4,375 125 9,895 6,330 10,620 10,830 295 85
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 40.1 1.1 90.7 58.0 97.3 99.2 2.7 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 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,585
COMMITMENTS
600 1,325 75 6,685 6,100 7,360 7,500 225 85
CHANGES FROM 06/19/18 (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 17.5 1.0 88.1 80.4 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 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,601
COMMITMENTS
1,175 4,720 405 44,474 41,476 46,054 46,601 547 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,505)
0 2,150 -50 4,555 2,405 4,505 4,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.1 0.9 95.4 89.0 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 PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,522
COMMITMENTS
1,175 4,720 405 43,393 40,397 44,973 45,522 549 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 4,445)
0 2,150 -50 4,495 2,345 4,445 4,445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.4 0.9 95.3 88.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 20 15 23 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,457
COMMITMENTS
8,594 2,534 4,185 105,433 111,583 118,212 118,302 245 155
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 3,874)
1,915 190 584 1,378 3,222 3,877 3,996 -3 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.1 3.5 89.0 94.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 5 9 32 29 45 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 138,732
COMMITMENTS
13,605 5,309 2,133 122,669 131,290 138,407 138,732 325 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 2,475)
886 950 20 1,569 1,505 2,475 2,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.8 1.5 88.4 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 6 9 35 31 47 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 274,654
COMMITMENTS
26,616 35,375 22,184 225,356 217,088 274,156 274,647 498 7
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -1,273)
-37 -1,714 8 -1,103 596 -1,131 -1,109 -141 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 12.9 8.1 82.1 79.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 12 19 40 45 74 68
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,233
COMMITMENTS
2,353 625 175 29,532 31,433 32,060 32,233 173 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 455)
75 0 0 380 455 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.9 0.5 91.6 97.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 1 21 8 24 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,996
COMMITMENTS
1,433 580 695 28,593 29,721 30,721 30,996 275 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 375)
75 0 0 300 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.9 2.2 92.2 95.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 20 8 24 12
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,155
COMMITMENTS
195 314 79 3,178 2,636 3,452 3,029 703 1,126
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 324)
96 -78 -22 217 82 291 -18 33 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.6 1.9 76.5 63.4 83.1 72.9 16.9 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 3 17 18 22 23
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,647
COMMITMENTS
3,915 1,356 697 33,665 36,256 38,277 38,309 370 338
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -3)
28 60 -66 19 -102 -19 -108 16 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.5 1.8 87.1 93.8 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 5 29 30 37 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,215
COMMITMENTS
838 526 162 15,136 14,997 16,136 15,685 79 530
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 933)
270 0 -30 703 983 943 953 -10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.2 1.0 93.3 92.5 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 4 24 26 28 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,326
COMMITMENTS
417 737 420 10,072 9,879 10,909 11,036 417 290
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 234)
138 10 60 51 164 249 234 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.5 3.7 88.9 87.2 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 3 5 30 32 39 37
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,881
COMMITMENTS
299 1,220 397 18,105 17,084 18,801 18,701 80 180
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 829)
0 75 0 819 744 819 819 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.5 2.1 95.9 90.5 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 2 20 29 23 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 75,550
COMMITMENTS
7,276 5,237 5,078 63,074 64,804 75,427 75,119 123 431
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,832)
502 -10 -129 1,445 1,974 1,818 1,835 14 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.9 6.7 83.5 85.8 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 15 24 59 59 86 87
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 39,410
COMMITMENTS
2,538 0 37 36,835 39,373 39,410 39,410 0 0
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 75)
-62 0 37 100 38 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.1 93.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 23 24 25 25
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,260
COMMITMENTS
2,230 10 585 12,390 15,065 15,205 15,660 1,055 600
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 25)
-365 0 40 -615 -565 -940 -525 965 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.1 3.6 76.2 92.7 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 20 21 25 24
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 209,982
COMMITMENTS
0 0 0 193,317 189,666 193,317 189,666 16,665 20,316
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 9,936)
0 0 0 5,601 3,567 5,601 3,567 4,335 6,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 90.3 92.1 90.3 7.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,567
COMMITMENTS
3,165 1,076 1,710 7,346 12,366 12,221 15,152 5,346 2,415
CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 985)
60 -5 115 545 85 720 195 265 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.1 9.7 41.8 70.4 69.6 86.3 30.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 5 7 14 13 20
Updated June 29, 2018