NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,316
COMMITMENTS
7,510 24,666 145 30,661 13,505 38,316 38,316 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 0)
0 -175 100 -100 75 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 64.4 0.4 80.0 35.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 11 2 12 7 17 18
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 19,842
COMMITMENTS
823 3,443 0 18,979 16,383 19,802 19,826 40 16
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 35)
100 750 0 -65 -715 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 17.4 0.0 95.7 82.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 7 10 12 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 60,722
COMMITMENTS
8,652 10,321 3,415 48,635 46,986 60,701 60,722 21 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 728)
-49 -506 865 -88 368 728 728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.0 5.6 80.1 77.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 6 9 15 13 31 24
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,172
COMMITMENTS
9,043 22,948 787 36,342 22,437 46,172 46,172 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 25)
-45 -170 70 0 125 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 49.7 1.7 78.7 48.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 9 1 10 7 15 17
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,662
COMMITMENTS
8,232 29,300 0 33,430 12,362 41,662 41,662 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 900)
0 800 0 900 100 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 70.3 0.0 80.2 29.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 9 0 11 7 14 16
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,422
COMMITMENTS
9,300 14,248 0 20,122 15,174 29,422 29,422 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -256)
0 -500 0 -256 244 -256 -256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 48.4 0.0 68.4 51.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 0 12 8 15 12
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 32,570
COMMITMENTS
7,620 17,725 100 24,850 14,745 32,570 32,570 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 -6 -6 -6 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 07/10/18 |
--------------------------------------------------------------| 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 07/03/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/10/18 |
--------------------------------------------------------------| 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 07/03/18 (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
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| 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 07/03/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,140
COMMITMENTS
7,250 16,190 0 17,890 8,950 25,140 25,140 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 0)
100 -100 0 -100 100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 64.4 0.0 71.2 35.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 8 0 8 5 11 13
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,867
COMMITMENTS
3,033 3,038 789 20,045 20,040 23,867 23,867 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 30)
100 -2 -103 33 134 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 12.7 3.3 84.0 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 2 18 13 21 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,194
COMMITMENTS
2,817 981 1,750 11,377 13,343 15,944 16,074 250 120
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 150)
25 -130 130 -5 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 6.1 10.8 70.3 82.4 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 5 18 23 25 28
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,874
COMMITMENTS
1,005 4,836 1,816 18,749 15,057 21,570 21,709 304 165
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -22)
0 -115 0 -47 68 -47 -47 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 22.1 8.3 85.7 68.8 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 2 26 18 32 21
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,266,201
COMMITMENTS
414,713 79,017 623,595 4190052 4552582 5228360 5255194 37,841 11,007
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 34,268)
-40,438 -13,409 21,787 55,814 26,813 37,163 35,191 -2,895 -923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.5 11.8 79.6 86.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
50 19 49 135 110 198 165
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 754,272
COMMITMENTS
29,379 52,649 360,134 359,142 339,417 748,655 752,200 5,616 2,071
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 33,263)
-785 -4,684 26,241 7,816 11,672 33,272 33,229 -8 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.0 47.7 47.6 45.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 9 21 49 49 74 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,624
COMMITMENTS
0 6,081 0 248,197 247,714 248,197 253,795 10,427 4,829
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -11,489)
0 -838 -1,214 -8,886 -7,980 -10,100 -10,032 -1,389 -1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 96.0 95.8 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 0 29 25 29 28
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,700
COMMITMENTS
2,404 0 4,959 102,595 103,969 109,958 108,928 3,742 4,772
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -9,802)
-2,008 -31 -762 -6,412 -6,678 -9,182 -7,471 -620 -2,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 4.4 90.2 91.4 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 23 25 25 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,830
COMMITMENTS
2,113 6,830 2,465 353,473 352,273 358,051 361,568 8,779 5,262
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -16,587)
215 -818 -398 -15,213 -11,201 -15,396 -12,417 -1,191 -4,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.9 0.7 96.4 96.0 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 3 28 30 31 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 866,390
COMMITMENTS
4,067 6,946 8,931 843,106 847,358 856,104 863,235 10,286 3,155
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -37,007)
362 -62 -273 -31,732 -18,402 -31,643 -18,737 -5,364 -18,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 1.0 97.3 97.8 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 2 44 28 48 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 442,986
COMMITMENTS
0 2,866 154 417,117 432,225 417,271 435,245 25,715 7,741
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -24,046)
-2,324 -70 -57 -16,500 -23,983 -18,881 -24,110 -5,165 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 94.2 97.6 94.2 98.3 5.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 1 1 39 42 40 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 506,625
COMMITMENTS
4,944 1,756 797 488,850 497,976 494,591 500,529 12,034 6,096
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -26,161)
-1,267 -209 -252 -20,032 -23,021 -21,551 -23,482 -4,610 -2,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.2 96.5 98.3 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 4 36 40 42 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,543
COMMITMENTS
744 4,084 31 287,118 285,434 287,893 289,549 7,650 5,994
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -18,226)
744 -3,160 -182 -11,172 -13,553 -10,610 -16,895 -7,616 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 0.0 97.1 96.6 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 1 41 36 42 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,902
COMMITMENTS
1,454 2,972 3,844 90,786 89,869 96,084 96,685 4,818 4,217
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -8,187)
-124 -634 -266 -4,700 -7,542 -5,090 -8,442 -3,097 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.9 3.8 90.0 89.1 95.2 95.8 4.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 22 30 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,595
COMMITMENTS
0 496 0 42,301 42,758 42,301 43,254 1,294 341
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -13,434)
0 -180 0 -9,276 -11,604 -9,276 -11,784 -4,158 -1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.0 98.1 97.0 99.2 3.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 16 13 16 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,483
COMMITMENTS
0 736 1,773 181,127 186,185 182,900 188,694 10,583 4,789
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -12,200)
-799 -1,735 448 -13,060 -8,856 -13,411 -10,143 1,211 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.9 93.6 96.2 94.5 97.5 5.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 17 19 19 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 179,730
COMMITMENTS
0 3,071 0 168,504 168,030 168,504 171,101 11,226 8,629
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -6,389)
0 -151 0 -5,423 -2,929 -5,423 -3,080 -966 -3,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 93.8 93.5 93.8 95.2 6.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 26 23 26 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,674
COMMITMENTS
0 0 0 185,275 187,450 185,275 187,450 7,399 5,224
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -7,010)
0 0 0 -5,615 -5,433 -5,615 -5,433 -1,395 -1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 97.3 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,745
COMMITMENTS
5,921 1,573 0 13,536 19,986 19,457 21,559 2,288 186
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -14,595)
-191 -415 -30 -13,640 -10,250 -13,861 -10,695 -734 -3,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 7.2 0.0 62.2 91.9 89.5 99.1 10.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 13 15 14 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 560,577
COMMITMENTS
17,731 20,285 3,922 532,347 530,017 554,000 554,224 6,577 6,353
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -34,694)
-2,075 -4,564 -1,566 -20,242 -11,558 -23,883 -17,688 -10,811 -17,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.6 0.7 95.0 94.5 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
7 6 7 49 50 60 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,705
COMMITMENTS
0 5,044 463 235,482 232,166 235,945 237,673 6,760 5,032
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -11,526)
0 -448 -287 -12,421 -8,055 -12,708 -8,790 1,182 -2,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.2 97.0 95.7 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 28 30 29 34
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,766
COMMITMENTS
523 0 0 38,686 38,748 39,209 38,748 557 1,018
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -5,957)
-480 -1,863 0 -3,590 -1,397 -4,070 -3,260 -1,887 -2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.3 97.4 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 14 16 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,174
COMMITMENTS
0 710 0 75,142 74,116 75,142 74,826 7,032 7,348
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -8,084)
-450 -867 -521 -7,052 -5,235 -8,023 -6,623 -61 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 91.4 90.2 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 13 17 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,661
COMMITMENTS
1,840 1,288 0 130,418 136,192 132,258 137,480 7,403 2,181
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -58,374)
-17,670 -6,727 0 -33,258 -41,919 -50,928 -48,646 -7,446 -9,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.9 0.0 93.4 97.5 94.7 98.4 5.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 15 16 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,123
COMMITMENTS
19,572 8,370 0 133,035 146,823 152,607 155,193 3,516 930
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -48,533)
-6,390 -2,879 0 -35,347 -35,754 -41,737 -38,633 -6,796 -9,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 5.4 0.0 85.2 94.0 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 6 0 26 32 31 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,928
COMMITMENTS
992 0 0 168,271 169,028 169,263 169,028 1,665 1,900
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -16,018)
-1,055 -570 -31 -10,781 -14,530 -11,867 -15,131 -4,151 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.4 98.9 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 21 20 22 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,229
COMMITMENTS
798 0 1,194 264,303 258,063 266,295 259,257 2,934 9,972
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -8,526)
17 0 -31 -5,398 -7,146 -5,412 -7,177 -3,114 -1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.4 98.2 95.9 98.9 96.3 1.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 2 35 31 37 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 13,127
COMMITMENTS
0 372 0 11,707 12,476 11,707 12,848 1,420 279
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,990)
0 150 -150 -2,554 -3,544 -2,704 -3,544 -1,286 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 89.2 95.0 89.2 97.9 10.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 10 11 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,831
COMMITMENTS
974 0 651 86,488 89,021 88,113 89,672 15,718 14,159
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -5,123)
155 0 -214 -3,836 -7,332 -3,895 -7,546 -1,228 2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 83.3 85.7 84.9 86.4 15.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 19 18 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,428
COMMITMENTS
810 0 930 158,226 156,206 159,966 157,136 2,462 5,292
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -11,362)
262 -495 -262 -9,254 -8,878 -9,254 -9,635 -2,108 -1,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.6 97.4 96.2 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 22 26 23 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,703
COMMITMENTS
50 0 582 148,614 148,279 149,246 148,861 5,457 5,842
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -10,514)
-231 -501 -90 -7,654 -8,258 -7,975 -8,849 -2,539 -1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.4 96.1 95.8 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 23 15 24 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,132
COMMITMENTS
0 0 0 96,054 99,586 96,054 99,586 9,078 5,546
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -6,914)
0 0 0 -6,025 -6,356 -6,025 -6,356 -889 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 94.7 91.4 94.7 8.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 19 20 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,182
COMMITMENTS
248 1,240 0 44,333 43,954 44,581 45,194 1,601 988
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -5,800)
248 -232 -248 -2,258 -4,908 -2,258 -5,388 -3,542 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.7 0.0 96.0 95.2 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 11 15 12 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,106
COMMITMENTS
2,055 671 364 183,583 175,669 186,002 176,704 2,104 11,402
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -14,430)
-778 0 0 -11,608 -12,455 -12,386 -12,455 -2,044 -1,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.2 97.6 93.4 98.9 93.9 1.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 18 25 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,123
COMMITMENTS
0 1,131 950 148,106 152,591 149,056 154,672 11,067 5,451
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -11,642)
0 -1,142 -214 -7,402 -8,411 -7,616 -9,767 -4,026 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.6 92.5 95.3 93.1 96.6 6.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 33 30 35 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,528
COMMITMENTS
1,116 0 0 20,394 23,094 21,510 23,094 2,018 434
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -6,620)
-240 0 0 -4,820 -5,659 -5,060 -5,659 -1,560 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 86.7 98.2 91.4 98.2 8.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 10 14 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 228,411
COMMITMENTS
310 455 1,303 218,259 218,113 219,872 219,871 8,539 8,540
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -15,885)
-620 -714 -547 -12,332 -11,813 -13,499 -13,074 -2,386 -2,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.6 95.6 95.5 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 33 27 35 28
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 153,453
COMMITMENTS
0 620 1,405 148,967 146,593 150,372 148,618 3,081 4,835
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -6,743)
0 369 -67 -5,902 -4,844 -5,969 -4,542 -774 -2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.9 97.1 95.5 98.0 96.8 2.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 23 24 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 146,454
COMMITMENTS
0 0 0 140,836 138,429 140,836 138,429 5,618 8,025
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -9,462)
0 0 0 -8,436 -5,308 -8,436 -5,308 -1,026 -4,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 94.5 96.2 94.5 3.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 17 21 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,956
COMMITMENTS
2,168 397 62 54,036 61,515 56,266 61,974 7,690 1,982
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,097)
-440 -522 61 -995 -2,437 -1,374 -2,898 -1,723 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.1 84.5 96.2 88.0 96.9 12.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 15 19 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 38,648
COMMITMENTS
0 805 0 34,673 36,576 34,673 37,381 3,975 1,267
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -12,180)
0 0 0 -9,512 -8,105 -9,512 -8,105 -2,668 -4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 89.7 94.6 89.7 96.7 10.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 16 16 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 142,042
COMMITMENTS
2,215 0 0 118,771 134,851 120,986 134,851 21,056 7,191
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -9,246)
60 -341 0 -4,931 -7,442 -4,871 -7,783 -4,375 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 83.6 94.9 85.2 94.9 14.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 14 20 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,365
COMMITMENTS
7,935 5,992 605 73,852 76,847 82,392 83,444 3,973 2,921
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -11,772)
-881 0 0 -9,400 -12,427 -10,281 -12,427 -1,491 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.9 0.7 85.5 89.0 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 17 23 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 169,900
COMMITMENTS
4,580 0 0 163,555 167,666 168,135 167,666 1,765 2,234
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -13,878)
214 0 0 -10,701 -7,978 -10,487 -7,978 -3,391 -5,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.3 98.7 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 58,849
COMMITMENTS
9,291 2,674 4,800 43,710 50,940 57,801 58,415 1,048 434
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,549)
-554 -525 -147 -2,106 -1,734 -2,807 -2,406 -742 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 4.5 8.2 74.3 86.6 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 7 13 31 30 46 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,165
COMMITMENTS
3,225 1,415 329 40,600 42,401 44,155 44,145 10 20
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 374)
75 4 -4 303 374 374 374 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.2 0.7 91.9 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 5 3 25 19 33 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,137
COMMITMENTS
1,020 775 580 19,537 19,782 21,137 21,137 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 175)
0 -50 0 175 225 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.7 2.7 92.4 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 17 17 19 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 160,789
COMMITMENTS
9,320 19,728 3,857 147,385 136,893 160,562 160,478 227 311
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -5,464)
-43 -374 -177 -959 -1,383 -1,179 -1,934 -4,285 -3,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 12.3 2.4 91.7 85.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 5 4 35 35 45 41
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,017
COMMITMENTS
892 6,510 618 47,387 41,889 48,897 49,017 120 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -4,289)
224 -150 -273 -4,169 -3,866 -4,217 -4,289 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 13.3 1.3 96.7 85.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 8 6 18 19 26 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,900
COMMITMENTS
325 50 0 31,575 31,850 31,900 31,900 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -900)
25 0 -25 -900 -875 -900 -900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.0 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 11 12 14 13
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 47,125
COMMITMENTS
4,670 1,100 460 41,820 45,405 46,950 46,965 175 160
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,740)
-235 -250 0 -1,489 -975 -1,724 -1,225 -16 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.3 1.0 88.7 96.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 26 26 29 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 73,781
COMMITMENTS
12,245 3,340 1,265 59,927 69,131 73,437 73,736 344 45
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -4,249)
-29 -215 -526 -3,269 -2,652 -3,824 -3,393 -425 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.5 1.7 81.2 93.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 5 4 30 28 37 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,723
COMMITMENTS
2,625 885 1,180 68,408 70,437 72,213 72,502 510 221
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -2,167)
-115 -80 -75 -1,252 -1,552 -1,442 -1,707 -725 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 1.6 94.1 96.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,813
COMMITMENTS
4,380 160 950 101,800 106,581 107,130 107,691 683 122
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,560)
-180 -10 0 -1,925 -3,432 -2,105 -3,442 -1,455 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 0.9 94.4 98.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 1 1 27 28 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,090
COMMITMENTS
675 0 0 28,395 28,785 29,070 28,785 20 305
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,530)
-50 -130 -20 -1,480 -1,460 -1,550 -1,610 20 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.6 99.0 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 22 16 25 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,620
COMMITMENTS
1,135 300 0 27,255 27,925 28,390 28,225 230 395
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -710)
-120 0 0 -550 -710 -670 -710 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.0 0.0 95.2 97.6 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 18 18 20 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,730
COMMITMENTS
700 650 0 10,030 10,080 10,730 10,730 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -900)
-175 0 -50 -675 -850 -900 -900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.1 0.0 93.5 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 0 14 8 17 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 51,661
COMMITMENTS
13,433 792 3,067 34,720 47,384 51,221 51,243 440 418
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,806)
-11 -112 -159 -1,632 -1,514 -1,802 -1,785 -4 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 1.5 5.9 67.2 91.7 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 5 10 27 26 43 39
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,444
COMMITMENTS
1,100 700 0 38,284 38,704 39,384 39,404 60 40
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,940)
-75 -200 -25 -1,900 -1,700 -2,000 -1,925 60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.8 0.0 97.1 98.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 1 0 23 21 30 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,893
COMMITMENTS
3,865 1,838 475 39,710 42,340 44,050 44,653 843 240
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -688)
-130 -29 -95 -664 -804 -889 -928 201 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 4.1 1.1 88.5 94.3 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 8 2 23 21 29 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,709
COMMITMENTS
2,915 300 515 43,661 46,271 47,091 47,086 618 623
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -3,327)
125 -25 -45 -1,620 -216 -1,540 -286 -1,787 -3,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.6 1.1 91.5 97.0 98.7 98.7 1.3 1.3
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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,314
COMMITMENTS
3,795 2,650 475 50,466 51,571 54,736 54,696 578 618
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -4,037)
255 -150 -75 -2,320 -926 -2,140 -1,151 -1,897 -2,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.8 0.9 91.2 93.2 99.0 98.9 1.0 1.1
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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,745
COMMITMENTS
94 1,388 644 76,894 75,713 77,632 77,745 113 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -4,468)
-177 663 -329 -3,952 -4,802 -4,458 -4,468 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.8 98.9 97.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 27 28 29 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 115,130
COMMITMENTS
3,185 4,923 1,761 109,975 108,426 114,921 115,110 209 20
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -8,432)
764 -169 -662 -8,522 -7,601 -8,420 -8,432 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.3 1.5 95.5 94.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 8 5 26 30 34 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,450
COMMITMENTS
200 225 0 54,238 54,225 54,438 54,450 12 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -250)
0 0 -25 -237 -225 -262 -250 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 99.6 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 11 13 12 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,584
COMMITMENTS
2,410 2,400 500 34,599 35,614 37,509 38,514 1,075 70
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,979)
-255 -125 0 -1,035 -1,184 -1,290 -1,309 -689 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 6.2 1.3 89.7 92.3 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 2 18 17 22 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,960
COMMITMENTS
6,581 5,050 615 34,208 36,281 41,404 41,946 556 14
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -2,444)
-1,165 0 95 -771 -1,779 -1,841 -1,684 -603 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 12.0 1.5 81.5 86.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 2 22 21 29 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,699
COMMITMENTS
0 1,435 500 36,924 35,061 37,424 36,996 275 703
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -2,226)
0 -426 298 -1,391 -1,062 -1,093 -1,190 -1,133 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.3 97.9 93.0 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 2 14 14 16 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 30,157
COMMITMENTS
0 990 0 30,157 28,472 30,157 29,462 0 695
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -2,497)
0 -300 0 -1,725 -890 -1,725 -1,190 -772 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 100.0 94.4 100.0 97.7 0.0 2.3
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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,074
COMMITMENTS
792 1,970 10 31,975 30,849 32,777 32,829 297 245
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -2,332)
-63 -25 -10 -1,368 -1,670 -1,441 -1,705 -891 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.0 0.0 96.7 93.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 22 22 25 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,326
COMMITMENTS
430 160 110 21,434 21,996 21,974 22,266 352 60
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,503)
-70 0 0 -553 -353 -623 -353 -880 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.7 0.5 96.0 98.5 98.4 99.7 1.6 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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,960
COMMITMENTS
403 6,811 293 49,084 42,799 49,780 49,903 180 57
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -2,128)
-233 -562 -66 -1,307 -550 -1,605 -1,177 -523 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.6 0.6 98.2 85.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 4 27 26 34 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,639
COMMITMENTS
0 3,095 65 40,188 37,431 40,253 40,591 386 48
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,157)
-40 340 -95 -504 -607 -639 -362 -518 -795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.2 98.9 92.1 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 24 20 25 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,222
COMMITMENTS
2,475 483 125 18,311 20,596 20,911 21,204 311 18
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 125)
0 -125 125 0 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.3 0.6 86.3 97.1 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 13 14 16 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,535
COMMITMENTS
835 1,375 0 16,640 16,160 17,475 17,535 60 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,055)
-35 125 0 -480 -475 -515 -350 -540 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.8 0.0 94.9 92.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 0 14 10 16 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,040
COMMITMENTS
600 4,200 100 19,175 15,740 19,875 20,040 165 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,350)
-105 -475 50 -590 -475 -645 -900 -705 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 21.0 0.5 95.7 78.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 17 10 20 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 250,381
COMMITMENTS
3,696 11,959 20,060 226,499 218,363 250,254 250,381 127 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -4,261)
1,081 -153 -1,275 -2,891 -2,497 -3,085 -3,925 -1,176 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.8 8.0 90.5 87.2 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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,520
COMMITMENTS
810 0 0 21,490 22,520 22,300 22,520 220 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,120)
-30 0 0 -525 -470 -555 -470 -565 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 95.4 100.0 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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,595
COMMITMENTS
745 25 250 21,343 22,320 22,338 22,595 257 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 0)
75 0 0 50 685 125 685 -125 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.1 1.1 94.5 98.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 14 12 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,105
COMMITMENTS
645 25 250 16,595 17,830 17,490 18,105 615 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 235)
75 0 0 245 855 320 855 -85 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.1 1.4 91.7 98.5 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 12 11 16 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,240
COMMITMENTS
600 1,250 75 6,365 5,835 7,040 7,160 200 80
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -420)
0 -75 0 -305 -315 -305 -390 -115 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 17.3 1.0 87.9 80.6 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 13 10 15 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,302
COMMITMENTS
875 3,785 580 43,328 40,937 44,783 45,302 519 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,699)
-175 -1,185 25 530 487 380 -673 -2,079 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.4 1.3 95.6 90.4 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 20 16 23 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,996
COMMITMENTS
875 3,735 630 41,974 39,631 43,479 43,996 517 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,816)
-175 -1,185 25 490 520 340 -640 -2,156 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.5 1.4 95.4 90.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 21 16 24 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,366
COMMITMENTS
7,472 1,258 5,022 100,632 106,946 113,126 113,226 240 140
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -6,309)
-1,497 -651 237 -3,546 -941 -4,806 -1,355 -1,503 -4,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.1 4.4 88.8 94.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 4 10 32 32 44 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 132,554
COMMITMENTS
12,645 5,549 2,430 117,159 124,575 132,234 132,554 320 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -7,209)
-1,567 -270 357 -4,077 -2,099 -5,287 -2,012 -1,922 -5,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.2 1.8 88.4 94.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 4 9 37 31 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 267,339
COMMITMENTS
24,901 33,966 20,412 221,539 212,955 266,852 267,333 487 5
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -11,889)
-958 -1,127 -1,717 -3,978 -3,476 -6,653 -6,321 -5,236 -5,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 12.7 7.6 82.9 79.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 13 20 39 45 70 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,391
COMMITMENTS
3,008 640 0 28,227 30,751 31,235 31,391 156 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,692)
55 55 -35 -1,280 -190 -1,260 -170 -432 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.0 0.0 89.9 98.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 0 21 8 25 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,664
COMMITMENTS
1,563 1,280 610 27,293 27,774 29,466 29,664 198 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -1,667)
130 140 -120 -1,265 -145 -1,255 -125 -412 -1,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.3 2.1 92.0 93.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 2 20 9 25 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,672
COMMITMENTS
96 179 22 2,814 2,413 2,932 2,614 740 1,058
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 133)
0 18 0 92 81 92 99 41 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.9 0.6 76.6 65.7 79.8 71.2 20.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 17 17 19 20
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,194
COMMITMENTS
3,812 1,481 692 31,180 33,801 35,684 35,974 510 220
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 717)
-8 37 160 565 520 717 717 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.1 1.9 86.1 93.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 6 24 28 34 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,890
COMMITMENTS
1,120 751 185 13,528 13,409 14,833 14,345 57 545
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 684)
260 75 0 424 609 684 684 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.0 1.2 90.9 90.1 99.6 96.3 0.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 22 23 25 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,617
COMMITMENTS
347 414 554 9,191 9,358 10,092 10,326 525 291
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 90)
4 -56 86 15 45 105 75 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.9 5.2 86.6 88.1 95.1 97.3 4.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 6 22 30 30 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,198
COMMITMENTS
74 1,403 311 17,733 16,239 18,118 17,953 80 245
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 1,110)
0 150 25 1,085 935 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.7 1.7 97.4 89.2 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 6 3 18 27 22 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 68,215
COMMITMENTS
6,566 6,119 4,224 57,240 57,197 68,029 67,540 186 675
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 1,098)
98 514 62 1,023 621 1,182 1,197 -84 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 9.0 6.2 83.9 83.8 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 13 20 59 55 85 79
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 39,460
COMMITMENTS
2,598 0 37 36,825 39,423 39,460 39,460 0 0
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: -51)
30 0 0 -81 -51 -51 -51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.1 93.3 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 25 24 27 25
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,750
COMMITMENTS
2,140 10 740 10,795 12,975 13,675 13,725 75 25
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 385)
60 0 155 170 230 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.1 5.4 78.5 94.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 21 24 24
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 201,093
COMMITMENTS
0 0 0 189,815 187,246 189,815 187,246 11,278 13,847
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 385)
0 0 0 1,375 1,565 1,375 1,565 -990 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 93.1 94.4 93.1 5.6 6.9
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 07/10/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 14,105
COMMITMENTS
1,816 1,409 1,565 6,635 9,726 10,016 12,700 4,089 1,405
CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST: 210)
-172 130 -15 447 220 260 335 -50 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.0 11.1 47.0 69.0 71.0 90.0 29.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 6 8 13 14 20
Updated July 13, 2018