NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 39,646
COMMITMENTS
7,860 27,106 595 31,191 11,945 39,646 39,646 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 68.4 1.5 78.7 30.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 11 2 12 7 18 18
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,302
COMMITMENTS
2,773 4,895 50 25,463 23,357 28,286 28,302 16 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -2,514)
313 -400 0 -2,827 -2,114 -2,514 -2,514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 17.3 0.2 90.0 82.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 1 9 11 16 16
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 71,870
COMMITMENTS
6,860 11,226 6,485 58,517 54,158 71,863 71,870 7 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -1,052)
192 96 -540 -709 -608 -1,057 -1,052 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.6 9.0 81.4 75.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 10 11 15 13 35 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,597
COMMITMENTS
10,543 24,488 762 35,292 21,347 46,597 46,597 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -100)
-250 -300 0 150 200 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 52.6 1.6 75.7 45.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 1 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,197
COMMITMENTS
9,497 27,035 0 31,700 14,162 41,197 41,197 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 65.6 0.0 76.9 34.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 0 9 7 15 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,205
COMMITMENTS
11,600 15,498 200 19,405 15,507 31,205 31,205 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 19)
0 0 0 19 19 19 19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 49.7 0.6 62.2 49.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 12 9 17 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,768
COMMITMENTS
13,620 16,975 100 17,048 13,693 30,768 30,768 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 100 0 0 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 55.2 0.3 55.4 44.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 1 7 8 13 15
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,345
COMMITMENTS
9,020 3,855 0 12,325 17,490 21,345 21,345 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 18.1 0.0 57.7 81.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 0 7 4 14 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072
COMMITMENTS
5,497 5,275 0 21,575 21,797 27,072 27,072 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 19.5 0.0 79.7 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 11 5 15 7
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,335
COMMITMENTS
2,550 480 0 6,785 8,855 9,335 9,335 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.1 0.0 72.7 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 0 9 10 12 14
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,000
COMMITMENTS
9,100 1,950 0 5,900 13,050 15,000 15,000 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 13.0 0.0 39.3 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 7 4 14 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,440
COMMITMENTS
9,430 16,290 0 16,010 9,150 25,440 25,440 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 64.0 0.0 62.9 36.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 8 0 5 6 10 14
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 19,893
COMMITMENTS
4,054 749 1,572 14,266 17,572 19,893 19,893 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 411)
-63 210 93 380 107 411 411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.8 7.9 71.7 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 2 17 11 21 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,347
COMMITMENTS
4,154 244 2,673 14,253 18,268 21,080 21,185 267 162
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 835)
-73 0 162 726 673 815 835 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.1 12.5 66.8 85.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 6 24 25 32 33
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,878
COMMITMENTS
2,160 7,387 1,842 23,684 18,513 27,686 27,742 192 136
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,607)
0 175 0 1,657 1,494 1,657 1,669 -50 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 26.5 6.6 85.0 66.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 3 29 19 36 24
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,406,760
COMMITMENTS
542,326 121,806 595,323 4229078 4677629 5366727 5394758 40,033 12,002
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 80,235)
4,113 9,294 21,466 51,848 50,558 77,427 81,318 2,808 -1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.3 11.0 78.2 86.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
56 19 53 131 110 200 170
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 759,164
COMMITMENTS
23,333 62,300 360,242 368,694 335,142 752,269 757,684 6,895 1,481
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -2,551)
-6,739 -10,182 -2,896 6,878 10,398 -2,757 -2,681 207 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.2 47.5 48.6 44.1 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 12 23 48 46 75 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,788
COMMITMENTS
325 5,306 376 259,062 259,219 259,763 264,901 10,025 4,887
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -2,305)
-448 -735 139 -987 -2,440 -1,296 -3,036 -1,009 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.1 96.0 96.1 96.3 98.2 3.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 30 27 31 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 117,406
COMMITMENTS
4,008 31 6,580 102,712 106,016 113,300 112,627 4,106 4,779
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,726)
547 0 -1 2,118 2,666 2,664 2,665 62 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 5.6 87.5 90.3 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 4 22 24 26 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,873
COMMITMENTS
3,651 6,052 2,169 346,763 345,530 352,583 353,751 9,290 8,122
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 8,878)
1,624 883 230 7,023 7,733 8,877 8,846 1 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.7 0.6 95.8 95.5 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 3 27 31 30 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 874,354
COMMITMENTS
3,397 7,008 8,786 849,616 854,853 861,799 870,647 12,555 3,707
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 15,637)
-282 0 856 14,544 14,781 15,118 15,637 519 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 1.0 97.2 97.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 2 43 27 47 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 454,860
COMMITMENTS
5,526 2,386 301 422,418 446,050 428,245 448,737 26,615 6,123
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,892)
94 -332 91 2,899 4,357 3,084 4,116 -192 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 0.1 92.9 98.1 94.1 98.7 5.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 2 36 42 39 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 526,962
COMMITMENTS
4,271 1,597 1,103 506,296 518,013 511,670 520,713 15,292 6,249
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 4,797)
62 -605 306 3,385 5,006 3,753 4,707 1,044 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.2 96.1 98.3 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 4 36 39 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,240
COMMITMENTS
528 7,967 61 294,561 289,181 295,150 297,209 8,090 6,031
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -395)
-797 434 -239 -153 -914 -1,189 -719 794 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.6 0.0 97.1 95.4 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 2 42 37 44 41
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,248
COMMITMENTS
1,116 4,203 1,935 91,814 89,481 94,865 95,619 5,383 4,629
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,693)
241 2,102 -447 3,330 945 3,124 2,600 -431 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.2 1.9 91.6 89.3 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 21 26 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,029
COMMITMENTS
700 0 0 51,504 52,359 52,204 52,359 825 670
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,736)
0 0 0 2,258 1,640 2,258 1,640 -522 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.1 98.7 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 18 17 19 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,106
COMMITMENTS
0 2,617 1,358 188,073 187,832 189,431 191,807 7,675 5,299
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,370)
0 191 -12 7,189 1,994 7,177 2,173 -4,807 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.7 95.4 95.3 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 18 19 20 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 172,200
COMMITMENTS
2,260 3,222 0 160,549 159,046 162,809 162,268 9,391 9,932
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 4,734)
169 1,712 0 4,094 2,837 4,263 4,549 471 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 0.0 93.2 92.4 94.5 94.2 5.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 26 21 27 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,136
COMMITMENTS
0 0 0 190,271 192,199 190,271 192,199 7,865 5,937
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,990)
0 0 0 2,990 2,134 2,990 2,134 0 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 97.0 96.0 97.0 4.0 3.0
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 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,101
COMMITMENTS
3,601 1,344 240 21,824 24,767 25,665 26,351 1,436 750
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,578)
-341 0 0 1,888 1,578 1,547 1,578 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.0 0.9 80.5 91.4 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 14 16 18 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 569,235
COMMITMENTS
17,114 17,536 5,215 536,687 541,337 559,016 564,088 10,219 5,147
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,393)
-1,263 387 1,371 2,306 2,400 2,414 4,158 -21 -1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.1 0.9 94.3 95.1 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
5 7 6 52 51 62 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,166
COMMITMENTS
0 5,699 964 239,303 231,432 240,267 238,095 4,899 7,071
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -758)
-248 -1,140 67 -1,158 3,225 -1,339 2,152 581 -2,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.4 97.6 94.4 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 6 3 31 30 34 36
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,663
COMMITMENTS
1,034 1,770 0 38,102 37,552 39,136 39,322 1,527 1,341
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 3,216)
186 0 0 2,906 3,030 3,092 3,030 124 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.4 0.0 93.7 92.3 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 15 11 16 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,065
COMMITMENTS
882 958 233 78,622 77,565 79,737 78,756 6,328 7,309
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -332)
882 -151 233 -396 52 719 134 -1,051 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.1 0.3 91.4 90.1 92.6 91.5 7.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 17 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,152
COMMITMENTS
10,086 2,528 0 134,725 146,866 144,811 149,394 7,341 2,758
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 13,080)
7,254 558 0 5,826 12,522 13,080 13,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.7 0.0 88.5 96.5 95.2 98.2 4.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 15 18 16 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,315
COMMITMENTS
16,296 6,556 0 135,135 147,727 151,431 154,283 3,884 1,032
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 14,584)
7,254 1,054 0 7,330 13,470 14,584 14,524 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.2 0.0 87.0 95.1 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 5 0 30 29 32 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,470
COMMITMENTS
875 570 0 178,076 177,614 178,951 178,184 1,519 2,286
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 961)
155 0 0 709 899 864 899 97 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.0 98.7 98.4 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 0 23 19 24 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 266,992
COMMITMENTS
152 515 1,055 261,867 253,093 263,074 254,663 3,918 12,329
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -1,296)
60 -217 140 -2,169 -1,989 -1,969 -2,066 673 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.4 98.1 94.8 98.5 95.4 1.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 33 27 35 29
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,913
COMMITMENTS
1,061 0 1,142 88,269 93,756 90,472 94,898 14,441 10,015
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 137)
-473 0 0 -56 3,580 -529 3,580 666 -3,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.1 84.1 89.4 86.2 90.5 13.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 21 19 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,150
COMMITMENTS
734 371 1,006 162,570 159,183 164,310 160,560 2,840 6,590
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 3,731)
427 371 -155 3,535 2,437 3,807 2,653 -76 1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.6 97.3 95.2 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 22 26 23 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,648
COMMITMENTS
8,945 0 553 141,394 153,970 150,892 154,523 8,756 5,125
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,082)
124 0 -274 2,957 1,824 2,807 1,550 -725 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.3 88.6 96.4 94.5 96.8 5.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 20 16 22 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,319
COMMITMENTS
0 0 0 100,240 100,052 100,240 100,052 10,079 10,267
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -831)
0 0 0 -939 -847 -939 -847 108 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 90.7 90.9 90.7 9.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 17 19 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,948
COMMITMENTS
0 1,720 0 46,386 46,833 46,386 48,553 2,562 395
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 94.8 95.7 94.8 99.2 5.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 15 12 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,367
COMMITMENTS
1,885 1,283 540 194,372 186,235 196,797 188,058 2,570 11,309
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -602)
182 -194 -2 -526 99 -346 -97 -256 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.6 0.3 97.5 93.4 98.7 94.3 1.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 23 18 27 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,034
COMMITMENTS
0 2,396 1,602 150,518 154,194 152,120 158,192 11,914 5,842
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 4,291)
0 -1,009 684 4,170 5,478 4,854 5,153 -563 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.0 91.8 94.0 92.7 96.4 7.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 3 33 30 36 33
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 234,072
COMMITMENTS
3,679 796 1,302 220,605 223,541 225,586 225,639 8,486 8,433
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 3,520)
-863 -858 -201 4,820 5,101 3,756 4,042 -236 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.6 94.2 95.5 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 32 29 35 30
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 152,039
COMMITMENTS
450 0 1,389 146,247 145,581 148,086 146,970 3,953 5,069
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,920)
337 0 0 937 1,920 1,274 1,920 646 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.9 96.2 95.8 97.4 96.7 2.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 22 24 23 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,094
COMMITMENTS
0 0 0 147,750 144,878 147,750 144,878 4,344 7,216
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -116)
0 0 0 -720 -116 -720 -116 604 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 95.3 97.1 95.3 2.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 18 21 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,702
COMMITMENTS
2,302 1,288 0 53,451 62,162 55,753 63,450 8,949 1,252
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 31)
62 31 0 -31 0 31 31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.0 0.0 82.6 96.1 86.2 98.1 13.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 15 15 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 48,689
COMMITMENTS
0 1,157 0 46,732 46,378 46,732 47,535 1,957 1,154
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 496)
0 186 0 558 310 558 496 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 96.0 95.3 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 18 16 18 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 148,181
COMMITMENTS
1,469 0 0 124,295 140,556 125,764 140,556 22,417 7,625
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,720)
0 0 0 2,458 2,720 2,458 2,720 262 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 83.9 94.9 84.9 94.9 15.1 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 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,225
COMMITMENTS
7,428 5,992 994 80,945 83,408 89,367 90,394 3,858 2,831
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 7,241)
490 0 30 6,876 6,787 7,396 6,817 -155 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.4 1.1 86.8 89.5 95.9 97.0 4.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 25 19 27 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 186,116
COMMITMENTS
5,079 0 0 178,661 183,541 183,740 183,541 2,376 2,575
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 4,999)
397 0 0 4,785 4,574 5,182 4,574 -183 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.0 98.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 16 16 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 63,424
COMMITMENTS
9,776 3,682 5,001 47,547 54,243 62,324 62,926 1,099 498
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,084)
34 -132 509 547 738 1,089 1,115 -5 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.8 7.9 75.0 85.5 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 7 13 32 33 47 48
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 47,441
COMMITMENTS
3,900 1,068 675 42,856 45,678 47,431 47,421 10 20
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,193)
-175 25 -50 1,418 1,278 1,193 1,253 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.3 1.4 90.3 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 5 25 20 33 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,971
COMMITMENTS
1,120 1,150 655 22,196 22,166 23,971 23,971 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,100)
775 -125 -25 350 1,250 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.8 2.7 92.6 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 20 18 24 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 164,639
COMMITMENTS
10,203 21,706 3,919 150,250 138,720 164,372 164,345 267 294
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -1,182)
660 -900 80 -1,958 -396 -1,218 -1,216 36 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.2 2.4 91.3 84.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 6 5 36 35 44 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,070
COMMITMENTS
786 7,855 1,048 54,116 47,167 55,950 56,070 120 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -176)
-334 225 42 116 -443 -176 -176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 14.0 1.9 96.5 84.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 6 6 20 19 30 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,595
COMMITMENTS
300 25 25 32,270 32,545 32,595 32,595 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.1 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 13 15 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 47,470
COMMITMENTS
4,900 1,350 565 41,839 45,385 47,304 47,300 166 170
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 320)
-50 -700 0 370 1,030 320 330 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.8 1.2 88.1 95.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 25 28 28 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 77,406
COMMITMENTS
13,734 3,355 1,246 62,141 72,631 77,121 77,232 285 174
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 90)
325 400 0 -240 -470 85 -70 5 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.3 1.6 80.3 93.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 4 30 31 38 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,904
COMMITMENTS
2,935 940 1,235 65,258 67,464 69,428 69,639 476 265
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,735)
50 100 -50 1,735 1,685 1,735 1,735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.3 1.8 93.4 96.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 3 25 26 31 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,147
COMMITMENTS
4,050 170 890 97,564 101,937 102,504 102,997 643 150
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,730)
400 0 0 2,317 2,730 2,717 2,730 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 0.9 94.6 98.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 1 27 28 32 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,045
COMMITMENTS
425 130 20 29,600 29,670 30,045 29,820 0 225
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 115 120 115 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.1 98.5 98.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 17 25 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 29,150
COMMITMENTS
1,150 300 0 27,730 28,455 28,880 28,755 270 395
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -10)
120 0 0 -130 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.0 0.0 95.1 97.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 19 18 21 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,630
COMMITMENTS
875 850 50 10,705 10,730 11,630 11,630 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 500)
0 500 0 500 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.3 0.4 92.0 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 1 16 8 20 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,090
COMMITMENTS
12,603 947 4,315 31,742 43,330 48,661 48,593 429 497
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,312)
251 -18 314 758 1,007 1,323 1,304 -11 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 1.9 8.8 64.7 88.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 5 13 27 29 45 45
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,815
COMMITMENTS
200 570 800 8,437 8,005 9,437 9,375 378 440
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.8 8.2 86.0 81.6 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 14 17 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,358
COMMITMENTS
525 725 0 39,833 39,578 40,358 40,303 0 55
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 0.0 98.7 98.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 0 28 23 31 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,675
COMMITMENTS
3,470 2,366 570 37,995 39,739 42,035 42,675 640 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 5)
265 -250 0 -260 255 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.5 1.3 89.0 93.1 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 3 25 22 32 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,151
COMMITMENTS
2,715 300 585 46,298 48,483 49,598 49,368 553 783
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 3,707)
955 -15 -35 2,724 3,584 3,644 3,534 63 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.6 1.2 92.3 96.7 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 21 15 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,316
COMMITMENTS
3,035 2,600 550 53,188 53,438 56,773 56,588 543 728
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 3,943)
1,120 300 0 2,760 3,460 3,880 3,760 63 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.5 1.0 92.8 93.2 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 17 24 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 79,229
COMMITMENTS
0 885 1,058 77,981 77,286 79,039 79,229 190 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,250)
-558 155 289 1,492 809 1,223 1,253 27 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.3 98.4 97.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 28 27 29 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 118,683
COMMITMENTS
2,858 5,443 2,470 113,150 110,760 118,478 118,673 205 10
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,622)
842 965 89 1,779 1,568 2,710 2,622 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.6 2.1 95.3 93.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 8 5 27 27 36 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,845
COMMITMENTS
200 225 25 51,620 51,595 51,845 51,845 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 99.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 13 15 15 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,178
COMMITMENTS
2,680 2,525 500 36,228 37,078 39,408 40,103 770 75
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,329)
-50 1,000 0 1,364 329 1,314 1,329 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.3 1.2 90.2 92.3 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 21 19 25 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,842
COMMITMENTS
8,337 4,700 570 34,469 38,544 43,376 43,814 466 28
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,428)
-281 1,200 -60 1,768 280 1,427 1,420 1 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 10.7 1.3 78.6 87.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 3 2 24 22 33 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,493
COMMITMENTS
20 2,388 52 39,322 36,633 39,394 39,073 99 420
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 382)
10 -98 0 372 470 382 372 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.0 0.1 99.6 92.8 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 15 15 17 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,374
COMMITMENTS
0 1,705 0 32,314 30,239 32,314 31,944 60 430
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 270)
0 270 0 270 0 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 99.8 93.4 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 12 14 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,388
COMMITMENTS
865 1,775 100 33,117 32,493 34,082 34,368 306 20
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 230)
20 -530 30 360 720 410 220 -180 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.2 0.3 96.3 94.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 22 21 27 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,749
COMMITMENTS
500 145 125 21,735 22,419 22,360 22,689 389 60
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.5 95.5 98.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,810
COMMITMENTS
1,206 6,942 292 50,217 44,509 51,715 51,743 95 67
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -319)
-508 -438 -62 250 180 -319 -319 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 13.4 0.6 96.9 85.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 4 27 24 35 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,911
COMMITMENTS
92 2,960 160 41,309 38,743 41,561 41,863 350 48
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -1,275)
52 -350 0 -1,325 -925 -1,273 -1,275 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.1 0.4 98.6 92.4 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 24 19 27 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,116
COMMITMENTS
2,450 530 25 19,373 21,543 21,848 22,098 268 18
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.4 0.1 87.6 97.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 13 15 15 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,415
COMMITMENTS
870 1,250 0 17,450 17,165 18,320 18,415 95 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 250)
0 200 0 250 50 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.8 0.0 94.8 93.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 0 15 9 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,395
COMMITMENTS
705 4,800 50 20,430 16,545 21,185 21,395 210 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 460)
105 200 0 350 260 455 460 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 22.4 0.2 95.5 77.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 17 9 20 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 250,440
COMMITMENTS
1,148 10,324 23,833 224,821 216,283 249,802 250,440 638 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -5,806)
601 -120 -1,192 -5,233 -4,494 -5,824 -5,806 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.1 9.5 89.8 86.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 15 16 18 19
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,560
COMMITMENTS
840 0 0 22,485 23,555 23,325 23,555 235 5
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,375)
120 0 0 1,200 1,430 1,320 1,430 55 -55
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 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,225
COMMITMENTS
850 25 100 19,964 21,100 20,914 21,225 311 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.1 0.5 94.1 99.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 14 13 18 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,870
COMMITMENTS
850 25 100 15,693 16,745 16,643 16,870 227 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 0.6 93.0 99.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 11 18 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,915
COMMITMENTS
600 4,375 125 9,895 6,330 10,620 10,830 295 85
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 40.1 1.1 90.7 58.0 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 14 10 16 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,585
COMMITMENTS
600 1,325 75 6,685 6,100 7,360 7,500 225 85
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.5 1.0 88.1 80.4 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 10 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,096
COMMITMENTS
1,175 2,570 455 39,919 39,071 41,549 42,096 547 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,385)
0 -200 200 1,185 1,385 1,385 1,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.1 1.1 94.8 92.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 15 21 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,077
COMMITMENTS
1,175 2,570 455 38,898 38,052 40,528 41,077 549 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 297)
0 -200 200 97 297 297 297 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.3 1.1 94.7 92.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 19 16 22 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,583
COMMITMENTS
6,679 2,344 3,601 104,055 108,361 114,335 114,306 248 277
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,352)
265 1,000 0 1,102 340 1,367 1,340 -15 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.0 3.1 90.8 94.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 3 7 32 28 44 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 136,257
COMMITMENTS
12,719 4,359 2,113 121,100 129,785 135,932 136,257 325 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 4,109)
65 1,550 212 3,752 2,347 4,029 4,109 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.2 1.6 88.9 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 5 8 36 32 48 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 275,927
COMMITMENTS
26,653 37,088 22,176 226,459 216,492 275,288 275,756 639 170
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -811)
128 1,824 179 -1,283 -2,961 -976 -958 165 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 13.4 8.0 82.1 78.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 13 19 41 45 74 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,778
COMMITMENTS
2,278 625 175 29,152 30,978 31,605 31,778 173 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 50)
0 200 0 140 -150 140 50 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.0 0.6 91.7 97.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 21 8 23 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,621
COMMITMENTS
1,358 580 695 28,293 29,346 30,346 30,621 275 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 130)
0 200 0 118 -70 118 130 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.9 2.3 92.4 95.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 20 8 23 12
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,831
COMMITMENTS
99 392 101 2,961 2,554 3,161 3,047 670 784
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 112)
0 94 12 61 21 73 127 39 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.2 2.6 77.3 66.7 82.5 79.5 17.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 5 18 19 23 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,650
COMMITMENTS
3,887 1,296 763 33,646 36,358 38,296 38,417 354 233
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -6)
19 45 -68 88 37 39 14 -45 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.4 2.0 87.1 94.1 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 6 30 30 39 37
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,282
COMMITMENTS
568 526 192 14,433 14,014 15,193 14,732 89 550
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 600)
-5 90 0 630 565 625 655 -25 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.4 1.3 94.4 91.7 99.4 96.4 0.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 4 22 25 26 31
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,092
COMMITMENTS
279 727 360 10,021 9,715 10,660 10,802 432 290
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 8)
0 -11 -25 33 44 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.6 3.2 90.3 87.6 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 29 31 36 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,052
COMMITMENTS
299 1,145 397 17,286 16,340 17,982 17,882 70 170
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 601)
0 75 87 514 439 601 601 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.3 2.2 95.8 90.5 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 19 26 22 31
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 73,718
COMMITMENTS
6,774 5,247 5,207 61,628 62,830 73,609 73,284 109 434
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,839)
-585 149 198 2,248 1,489 1,862 1,836 -23 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 7.1 7.1 83.6 85.2 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 15 26 58 58 87 87
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 39,335
COMMITMENTS
2,600 0 0 36,735 39,335 39,335 39,335 0 0
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -4,954)
-90 0 -60 -4,804 -4,894 -4,954 -4,954 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 93.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 22 24 24 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,235
COMMITMENTS
2,595 10 545 13,005 15,630 16,145 16,185 90 50
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,150)
585 -45 -5 570 1,200 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.1 3.4 80.1 96.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 200,046
COMMITMENTS
0 0 0 187,716 186,099 187,716 186,099 12,330 13,947
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 11,353)
-3,729 0 0 11,424 10,408 7,695 10,408 3,658 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 93.0 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 16,582
COMMITMENTS
3,105 1,081 1,595 6,801 12,281 11,501 14,957 5,081 1,625
CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: -678)
-3,357 0 -205 3,317 -171 -245 -376 -433 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.5 9.6 41.0 74.1 69.4 90.2 30.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 5 7 14 13 20
Updated June 22, 2018