NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,114
COMMITMENTS
10,915 21,933 0 34,199 23,181 45,114 45,114 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -800)
-800 0 0 0 -800 -800 -800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 48.6 0.0 75.8 51.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 11 0 10 6 14 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,731
COMMITMENTS
410 8,700 214 40,089 31,817 40,713 40,731 18 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -811)
50 -25 5 -856 -791 -801 -811 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 21.4 0.5 98.4 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 6 3 10 11 16 18
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 45,805
COMMITMENTS
4,743 6,244 2,017 39,028 37,544 45,788 45,805 17 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -3,575)
-796 -8 161 -2,939 -3,727 -3,575 -3,575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.6 4.4 85.2 82.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 7 7 9 11 23 22
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,797
COMMITMENTS
10,843 23,988 762 32,192 19,047 43,797 43,797 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 54.8 1.7 73.5 43.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 1 8 6 14 15
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,557
COMMITMENTS
8,107 19,885 0 25,450 13,672 33,557 33,557 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,650)
650 1,800 0 1,000 -150 1,650 1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 59.3 0.0 75.8 40.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 9 0 9 7 13 16
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,835
COMMITMENTS
12,600 12,100 200 16,035 16,535 28,835 28,835 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,008)
0 1,000 0 1,008 8 1,008 1,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 42.0 0.7 55.6 57.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 24,313
COMMITMENTS
11,535 7,125 100 12,678 17,088 24,313 24,313 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 29.3 0.4 52.1 70.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 1 7 7 13 14
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,150
COMMITMENTS
8,425 2,600 0 9,725 15,550 18,150 18,150 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 700)
200 200 0 500 500 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 14.3 0.0 53.6 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 0 5 5 12 8
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,122
COMMITMENTS
5,597 5,225 0 21,525 21,897 27,122 27,122 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -500 -500 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 19.3 0.0 79.4 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 0 10 5 15 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 13,540
COMMITMENTS
7,230 4,240 0 6,310 9,300 13,540 13,540 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,250)
550 2,000 0 1,700 250 2,250 2,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 31.3 0.0 46.6 68.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 0 5 6 9 13
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,001
COMMITMENTS
8,235 823 3,601 17,147 24,382 28,983 28,806 18 195
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 513)
89 284 178 602 985 869 1,447 -356 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 2.8 12.4 59.1 84.1 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 7 7 26 27 34 37
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,548
COMMITMENTS
3,511 9,708 1,403 24,368 18,252 29,282 29,363 266 185
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 839)
1,440 474 -70 2,202 978 3,572 1,382 -2,733 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 32.9 4.7 82.5 61.8 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 2 27 15 32 19
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,009,860
COMMITMENTS
580,371 90,433 687,042 3694896 4218393 4962309 4995868 47,551 13,992
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -218,695)
13,743 -16,850 -68,956 -167,371 -133,151 -222,584 -218,957 3,889 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.8 13.7 73.8 84.2 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
39 27 47 121 101 181 155
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 876,980
COMMITMENTS
30,762 38,356 443,761 398,376 393,550 872,899 875,666 4,081 1,314
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -695,021)
-35,853 -71,120 -439,228 -219,668 -184,868 -694,749 -695,216 -272 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.4 50.6 45.4 44.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 11 21 44 41 66 66
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 288,246
COMMITMENTS
7,066 13,120 5,245 265,768 266,959 278,079 285,324 10,167 2,922
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 6,157)
-64 1,962 681 7,943 7,683 8,560 10,326 -2,403 -4,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.6 1.8 92.2 92.6 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 7 4 30 27 37 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,832
COMMITMENTS
6,060 0 4,360 94,852 99,172 105,272 103,532 3,560 5,300
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,278)
-2,454 0 604 2,879 428 1,029 1,032 249 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 4.0 87.2 91.1 96.7 95.1 3.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 30 27 32 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,673
COMMITMENTS
1,149 3,250 2,447 278,152 280,980 281,748 286,677 11,925 6,996
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 9,696)
-1,344 1,493 -60 11,406 7,920 10,002 9,353 -306 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.1 0.8 94.7 95.7 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 33 29 36 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 806,937
COMMITMENTS
271 12,170 6,141 792,283 785,483 798,695 803,794 8,242 3,143
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,654)
-578 276 274 4,159 2,485 3,855 3,035 -1,201 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.8 98.2 97.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 3 46 30 49 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 485,933
COMMITMENTS
6,018 1,468 0 462,068 475,871 468,086 477,339 17,847 8,594
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 18,713)
1,301 1,468 -986 21,177 19,596 21,492 20,078 -2,779 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.0 95.1 97.9 96.3 98.2 3.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 1 0 39 41 43 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,403
COMMITMENTS
523 3,285 367 378,130 380,920 379,020 384,572 11,383 5,831
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 9,504)
129 0 -314 8,885 10,240 8,700 9,926 804 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 0.1 96.9 97.6 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 1 38 43 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,555
COMMITMENTS
327 10,428 4,809 267,915 268,535 273,051 283,772 17,504 6,783
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 8,507)
-1,487 983 -1,109 9,727 9,295 7,131 9,169 1,376 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.6 1.7 92.2 92.4 94.0 97.7 6.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 4 33 32 37 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,696
COMMITMENTS
0 354 892 77,966 76,282 78,858 77,528 3,838 5,168
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,246)
-565 354 410 1,920 -860 1,765 -96 -519 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.1 94.3 92.2 95.4 93.8 4.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 22 23 23 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,822
COMMITMENTS
448 0 0 40,969 43,208 41,417 43,208 3,405 1,614
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 4,117)
0 0 0 5,122 4,530 5,122 4,530 -1,005 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 91.4 96.4 92.4 96.4 7.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 19 20 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,658
COMMITMENTS
1,570 647 935 156,092 158,865 158,597 160,447 7,061 5,211
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,709)
275 -369 119 1,315 -234 1,709 -484 0 2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.6 94.2 95.9 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 19 20 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,406
COMMITMENTS
1,411 5,075 0 174,109 175,081 175,520 180,156 7,886 3,250
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 402)
-60 0 0 2,043 1,120 1,983 1,120 -1,581 -718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.8 0.0 94.9 95.5 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 24 26 25 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,303
COMMITMENTS
0 204 589 120,704 119,655 121,293 120,448 4,010 4,855
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 8,051)
0 0 0 8,110 8,081 8,110 8,081 -59 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 96.3 95.5 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 16 19 17 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,128
COMMITMENTS
4,129 1,992 0 31,670 33,872 35,799 35,864 329 264
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 9,858)
2,201 -310 0 7,440 10,280 9,641 9,970 217 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.5 0.0 87.7 93.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 0 19 23 22 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 556,888
COMMITMENTS
9,929 5,728 4,174 535,805 536,412 549,908 546,314 6,980 10,574
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,366)
-311 1,437 -457 4,859 647 4,091 1,627 -725 1,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 0.7 96.2 96.3 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 3 4 49 46 56 52
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,803
COMMITMENTS
9 5,184 1,338 179,569 173,368 180,916 179,890 3,887 4,913
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 4,461)
-93 1,741 -861 5,745 4,250 4,791 5,130 -330 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.7 97.2 93.8 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 5 3 28 27 31 33
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,996
COMMITMENTS
0 0 0 24,354 25,760 24,354 25,760 2,642 1,236
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 95.4 90.2 95.4 9.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 15 10 15
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,681
COMMITMENTS
0 0 0 79,161 79,283 79,161 79,283 7,520 7,398
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,146)
0 -549 -155 602 4,286 447 3,582 2,699 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.3 91.5 91.3 91.5 8.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,258
COMMITMENTS
9,331 6,219 0 139,541 143,005 148,872 149,224 2,386 2,034
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 45,129)
9,331 5,053 0 37,698 40,254 47,029 45,307 -1,900 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.1 0.0 92.3 94.5 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 5 0 20 36 26 41
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,396
COMMITMENTS
28,663 7,701 5,351 133,605 153,502 167,619 166,554 777 1,842
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50,096)
4,269 -391 5,351 41,083 44,414 50,703 49,374 -607 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 4.6 3.2 79.3 91.2 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 6 3 31 43 40 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,609
COMMITMENTS
930 1,188 0 140,844 138,902 141,774 140,090 835 2,519
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 10,256)
62 0 0 9,875 10,207 9,937 10,207 319 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 0.0 98.8 97.4 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 0 30 23 32 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 25,457
COMMITMENTS
0 0 0 24,591 24,426 24,591 24,426 866 1,031
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 4,216)
0 0 0 4,120 4,279 4,120 4,279 96 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 96.0 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 17 16 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,208
COMMITMENTS
1,041 3,026 1,195 263,200 256,738 265,436 260,959 4,772 9,249
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 6,471)
0 1,416 -28 6,809 5,702 6,781 7,090 -310 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.1 0.4 97.4 95.0 98.2 96.6 1.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 1 31 32 33 36
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,215
COMMITMENTS
1,690 1,691 825 92,634 93,677 95,149 96,193 14,066 13,022
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 982)
887 1,482 -449 21 -1,741 459 -708 523 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 0.8 84.8 85.8 87.1 88.1 12.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 18 18 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,003
COMMITMENTS
23 0 1,274 129,344 129,089 130,641 130,363 3,362 3,640
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 5,246)
-1,156 0 573 5,766 4,915 5,183 5,488 63 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.0 96.5 96.3 97.5 97.3 2.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 26 29 27 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 149,193
COMMITMENTS
10,284 1,705 901 129,454 141,920 140,639 144,526 8,554 4,667
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 4,144)
201 1,705 231 1,252 2,093 1,684 4,029 2,460 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.1 0.6 86.8 95.1 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 20 19 22 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,325
COMMITMENTS
0 0 0 104,765 109,135 104,765 109,135 9,560 5,190
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,400)
0 0 0 1,384 1,262 1,384 1,262 16 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 95.5 91.6 95.5 8.4 4.5
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 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,177
COMMITMENTS
568 0 0 57,362 58,661 57,930 58,661 1,247 516
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,970)
568 0 0 2,211 3,342 2,779 3,342 191 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 96.9 99.1 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 13 16 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,040
COMMITMENTS
2,488 1,256 541 166,787 167,661 169,816 169,458 5,224 5,582
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,753)
-307 -59 247 5,363 2,440 5,303 2,628 -2,550 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 0.3 95.3 95.8 97.0 96.8 3.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 18 26 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,776
COMMITMENTS
0 6,853 1,378 174,675 170,995 176,053 179,226 10,723 7,550
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,640)
-234 2,565 -6,930 12,230 5,940 5,066 1,575 -1,426 2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.7 93.5 91.6 94.3 96.0 5.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 3 31 25 34 29
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,405
COMMITMENTS
834 0 0 29,755 31,669 30,589 31,669 1,816 736
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 6,457)
834 0 0 5,487 6,281 6,321 6,281 136 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 91.8 97.7 94.4 97.7 5.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 16 17 18 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 249,032
COMMITMENTS
4,982 2,266 1,429 238,100 237,079 244,511 240,774 4,521 8,258
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 5,950)
0 337 -247 5,979 4,154 5,732 4,244 218 1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.9 0.6 95.6 95.2 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 1 36 34 38 36
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 12,731
COMMITMENTS
0 0 0 11,805 12,075 11,805 12,075 926 656
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 800)
0 0 0 552 924 552 924 248 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 94.8 92.7 94.8 7.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 11 13 11
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 121,950
COMMITMENTS
426 0 919 116,403 115,566 117,748 116,485 4,202 5,465
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 7,508)
-28 0 212 7,386 7,141 7,570 7,353 -62 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.8 95.5 94.8 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 22 25 23 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 109,566
COMMITMENTS
0 0 0 104,755 104,578 104,755 104,578 4,811 4,988
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 11,483)
0 0 0 10,869 10,351 10,869 10,351 614 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 95.4 95.6 95.4 4.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 19 22 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,165
COMMITMENTS
1,498 5,828 0 69,195 65,091 70,693 70,919 4,472 4,246
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 635)
0 372 0 457 596 457 968 178 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.8 0.0 92.1 86.6 94.1 94.4 5.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 13 17 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,701
COMMITMENTS
414 235 672 35,021 37,856 36,107 38,763 3,594 938
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 5,704)
62 235 168 5,242 5,295 5,472 5,698 232 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 1.7 88.2 95.4 90.9 97.6 9.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 15 17 17 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 166,264
COMMITMENTS
2,900 465 0 151,641 161,959 154,541 162,424 11,723 3,840
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 805)
0 465 0 805 309 805 774 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 0.0 91.2 97.4 92.9 97.7 7.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 28 18 29 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,792
COMMITMENTS
3,801 0 0 72,385 79,085 76,186 79,085 3,606 707
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 846)
1,224 0 0 -347 970 877 970 -31 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 90.7 99.1 95.5 99.1 4.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 21 18 23 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 133,631
COMMITMENTS
3,567 0 0 126,943 129,441 130,510 129,441 3,121 4,190
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 8,709)
0 0 0 10,770 10,144 10,770 10,144 -2,061 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.0 96.9 97.7 96.9 2.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 13 18 14 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 75,605
COMMITMENTS
10,740 4,476 3,954 59,908 66,713 74,602 75,143 1,003 462
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -1,577)
182 100 -414 -1,353 -1,388 -1,585 -1,702 9 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 5.9 5.2 79.2 88.2 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 7 12 34 31 51 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,219
COMMITMENTS
4,675 685 1,250 37,232 41,284 43,157 43,219 62 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 652)
925 -75 -150 -123 877 652 652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.6 2.9 86.1 95.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 3 6 23 20 32 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 27,307
COMMITMENTS
1,720 1,625 1,055 24,532 24,627 27,307 27,307 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 865)
420 -60 -220 665 1,145 865 865 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.0 3.9 89.8 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 3 20 18 26 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 178,657
COMMITMENTS
8,211 17,306 7,437 162,630 153,812 178,278 178,555 379 102
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,970)
-60 -960 610 1,413 2,320 1,963 1,970 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.7 4.2 91.0 86.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 7 5 39 36 46 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,905
COMMITMENTS
3,126 10,959 1,153 55,626 47,612 59,905 59,725 0 180
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 229)
55 1,009 -108 407 -547 354 354 -125 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 18.3 1.9 92.9 79.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 7 17 21 26 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,885
COMMITMENTS
0 800 0 37,885 37,085 37,885 37,885 0 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 195)
0 -50 0 195 245 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 54,136
COMMITMENTS
1,275 5,015 860 51,866 48,124 54,001 53,999 135 137
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 565)
-300 0 0 865 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.3 1.6 95.8 88.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 3 28 26 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,715
COMMITMENTS
2,551 2,780 1,295 64,638 64,519 68,484 68,594 231 121
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,600)
465 -60 -35 1,153 1,575 1,583 1,480 17 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.0 1.9 94.1 93.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 6 6 32 29 41 39
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,278
COMMITMENTS
660 690 1,190 75,288 75,043 77,138 76,923 140 355
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,650)
70 -300 300 1,280 1,655 1,650 1,655 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 1.5 97.4 97.1 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 3 23 25 26 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 105,705
COMMITMENTS
2,019 0 1,020 102,666 104,420 105,705 105,440 0 265
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,418)
210 -220 210 998 1,308 1,418 1,298 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.0 97.1 98.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 1 25 26 29 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,318
COMMITMENTS
365 0 0 29,948 30,083 30,313 30,083 5 235
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 550)
50 0 0 500 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.8 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 24 17 26 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,820
COMMITMENTS
400 395 85 34,275 34,335 34,760 34,815 60 5
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 450)
0 -15 15 435 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.1 0.2 98.4 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 23 16 25 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 32,552
COMMITMENTS
11,372 577 3,543 17,203 28,122 32,118 32,242 434 310
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 4,674)
876 -229 1,065 2,697 3,829 4,638 4,665 36 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 1.8 10.9 52.8 86.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 4 7 22 25 35 33
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,706
COMMITMENTS
125 375 0 38,581 38,246 38,706 38,621 0 85
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,095)
100 200 0 1,010 910 1,110 1,110 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.0 99.7 98.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 0 27 23 29 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,831
COMMITMENTS
649 2,230 366 40,871 40,215 41,886 42,811 945 20
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -746)
-10 135 100 -791 -936 -701 -701 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.2 0.9 95.4 93.9 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 3 25 22 30 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,077
COMMITMENTS
2,784 0 1 40,057 42,916 42,842 42,917 235 160
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -60)
205 0 0 -265 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 93.0 99.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 23 17 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,878
COMMITMENTS
2,420 1,600 0 46,458 47,128 48,878 48,728 0 150
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 210)
265 0 0 -55 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.3 0.0 95.0 96.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 19 26 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,143
COMMITMENTS
0 1,266 981 78,937 77,700 79,918 79,947 225 196
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 864)
0 -241 245 609 860 854 864 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.2 98.5 97.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 28 26 29 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,107
COMMITMENTS
1,735 9,350 430 110,613 102,982 112,778 112,762 329 345
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,183)
265 1,639 -290 2,223 764 2,198 2,113 -15 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.3 0.4 97.8 91.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 10 6 29 28 40 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 37,375
COMMITMENTS
925 200 475 35,953 36,700 37,353 37,375 22 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,960)
425 -25 200 2,335 2,785 2,960 2,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 1.3 96.2 98.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 2 13 14 19 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,930
COMMITMENTS
1,400 2,145 1,220 30,485 30,400 33,105 33,765 825 165
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 265)
-390 170 -120 205 215 -305 265 570 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.3 3.6 89.8 89.6 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 20 18 25 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 38,440
COMMITMENTS
6,710 1,200 1,385 29,715 35,850 37,810 38,435 630 5
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -29)
145 0 25 -364 -44 -194 -19 165 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 3.1 3.6 77.3 93.3 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 4 25 21 31 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,366
COMMITMENTS
96 3,010 51 44,090 40,797 44,237 43,858 129 508
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 638)
0 321 -20 651 356 631 657 7 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.1 99.4 92.0 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 17 14 19 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,119
COMMITMENTS
51 2,215 0 38,058 35,819 38,109 38,034 10 85
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 401)
1 -10 0 400 396 401 386 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.8 0.0 99.8 94.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 17 15 18 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,192
COMMITMENTS
2,565 1,400 80 28,021 29,712 30,666 31,192 526 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 640)
215 -100 20 386 720 621 640 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.5 0.3 89.8 95.3 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 2 24 19 31 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,472
COMMITMENTS
965 110 370 21,565 22,877 22,900 23,357 572 115
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 655)
0 -100 50 605 705 655 655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 1.6 91.9 97.5 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 16 17 20 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,941
COMMITMENTS
1,251 6,718 435 49,060 43,767 50,746 50,920 195 21
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 499)
533 325 19 -73 134 479 478 20 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 13.2 0.9 96.3 85.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 2 28 24 33 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,822
COMMITMENTS
125 2,558 542 37,875 35,682 38,542 38,782 280 40
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -135)
-10 100 0 -125 -255 -135 -155 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 1.4 97.6 91.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 23 18 26 20
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,495
COMMITMENTS
0 850 0 21,325 20,645 21,325 21,495 170 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 146)
0 -25 0 146 171 146 146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 99.2 96.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 17 13 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,805
COMMITMENTS
1,395 50 0 11,390 12,745 12,785 12,795 20 10
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 80)
25 50 0 55 30 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.4 0.0 88.9 99.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 20 12 24 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,840
COMMITMENTS
1,175 50 0 11,645 12,780 12,820 12,830 20 10
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50)
145 50 0 25 0 170 50 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.4 0.0 90.7 99.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 20 12 24 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 268,572
COMMITMENTS
0 13,102 31,799 236,307 223,438 268,106 268,339 466 233
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -1,992)
0 -4,231 -583 -1,408 2,823 -1,992 -1,992 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 11.8 88.0 83.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 14 17 16
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,390
COMMITMENTS
340 0 0 18,830 18,810 19,170 18,810 220 580
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.1 97.0 98.9 97.0 1.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 11 12 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,955
COMMITMENTS
150 480 75 21,547 21,400 21,772 21,955 183 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.2 0.3 98.1 97.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 19 15 22 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,225
COMMITMENTS
150 280 75 19,722 19,870 19,947 20,225 278 0
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 0.4 97.5 98.2 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 16 14 19 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,860
COMMITMENTS
660 50 0 6,190 6,745 6,850 6,795 10 65
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.7 0.0 90.2 98.3 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 17 15 18 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,215
COMMITMENTS
0 50 0 6,205 6,100 6,205 6,150 10 65
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.8 98.1 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 15 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,169
COMMITMENTS
372 2,710 0 25,397 23,414 25,769 26,124 400 45
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,200)
0 -300 0 1,200 1,500 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.4 0.0 97.0 89.5 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 17 17 18 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,632
COMMITMENTS
372 2,660 45 25,866 23,882 26,283 26,587 349 45
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,200)
0 -300 0 1,200 1,500 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.0 0.2 97.1 89.7 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 18 19 20 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,853
COMMITMENTS
3,527 815 3,118 112,925 115,820 119,570 119,753 283 100
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 765)
-245 -65 75 1,010 830 840 840 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.7 2.6 94.2 96.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 6 7 35 34 43 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 134,926
COMMITMENTS
4,092 4,081 1,931 128,648 128,904 134,671 134,916 255 10
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,018)
-195 235 0 3,288 2,858 3,093 3,093 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.0 1.4 95.3 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 8 7 37 35 48 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 274,951
COMMITMENTS
30,031 13,538 16,575 227,977 244,825 274,582 274,937 369 14
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 6,013)
-216 79 857 5,520 5,249 6,161 6,185 -148 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.9 6.0 82.9 89.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 16 22 45 46 75 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,289
COMMITMENTS
3,538 325 120 32,340 35,824 35,998 36,269 291 20
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 240)
-15 0 0 280 265 265 265 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.9 0.3 89.1 98.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 1 22 15 27 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,070
COMMITMENTS
2,403 200 860 30,516 32,990 33,779 34,050 291 20
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 338)
-15 0 0 378 363 363 363 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.6 2.5 89.6 96.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 2 22 14 28 18
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,680
COMMITMENTS
600 0 0 12,080 12,670 12,680 12,670 0 10
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 30 40 30 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 95.3 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,440
COMMITMENTS
600 0 0 11,840 12,430 12,440 12,430 0 10
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 30 40 30 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,819
COMMITMENTS
223 433 396 3,325 3,442 3,944 4,271 875 548
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 134)
12 0 -44 104 285 72 241 62 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.0 8.2 69.0 71.4 81.8 88.6 18.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 7 17 18 24 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 46,373
COMMITMENTS
3,355 710 106 41,517 43,663 44,978 44,479 1,395 1,894
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 606)
270 105 35 3,424 2,928 3,729 3,068 -3,123 -2,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.5 0.2 89.5 94.2 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 3 24 26 32 30
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,754
COMMITMENTS
1,295 225 40 13,271 13,473 14,606 13,738 148 1,016
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 172)
85 0 0 3,009 3,071 3,094 3,071 -2,922 -2,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.5 0.3 89.9 91.3 99.0 93.1 1.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 13 20 17 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,193
COMMITMENTS
675 285 331 11,535 11,932 12,541 12,548 652 645
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 733)
-30 0 0 1,781 2,044 1,751 2,044 -1,018 -1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.2 2.5 87.4 90.4 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 3 24 27 31 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,296
COMMITMENTS
615 776 88 14,463 14,177 15,166 15,041 130 255
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 663)
0 0 0 1,753 2,990 1,753 2,990 -1,090 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.1 0.6 94.6 92.7 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 1 15 22 20 26
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 81,635
COMMITMENTS
5,311 4,325 4,055 67,961 68,470 77,327 76,850 4,308 4,784
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,789)
-311 426 490 6,967 4,585 7,146 5,501 -4,357 -2,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.3 5.0 83.3 83.9 94.7 94.1 5.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 14 18 51 52 72 75
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 42,180
COMMITMENTS
4,390 0 135 36,730 38,075 41,255 38,210 925 3,970
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -495)
3,615 0 0 2,505 3,185 6,120 3,185 -6,615 -3,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.3 87.1 90.3 97.8 90.6 2.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 22 21 25 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,125
COMMITMENTS
260 1,215 360 11,325 10,200 11,945 11,775 180 350
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -865)
-360 40 -100 2,495 -735 2,035 -795 -2,900 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.0 3.0 93.4 84.1 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 14 14 17 17
Updated March 2, 2018