CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 17,483
COMMITMENTS
736 3,488 0 16,707 13,979 17,443 17,467 40 16
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -2,697)
-87 0 0 -2,610 -2,697 -2,697 -2,697 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 20.0 0.0 95.6 80.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 0 7 9 12 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 63,471
COMMITMENTS
7,546 10,970 4,308 51,616 48,193 63,470 63,471 1 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -991)
-756 546 -191 -40 -1,346 -987 -991 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 17.3 6.8 81.3 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 6 9 17 13 35 24
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,098
COMMITMENTS
9,018 24,383 800 38,280 22,915 48,098 48,098 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 900)
200 985 0 700 -85 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 50.7 1.7 79.6 47.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 9 1 10 7 16 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,112
COMMITMENTS
8,532 30,700 0 34,580 12,412 43,112 43,112 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 700)
-100 700 0 800 0 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 71.2 0.0 80.2 28.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 9 0 11 7 14 16
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 32,281
COMMITMENTS
4,620 17,525 100 27,561 14,656 32,281 32,281 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -178)
0 0 0 -178 -178 -178 -178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 54.3 0.3 85.4 45.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 1 9 9 14 16
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,645
COMMITMENTS
5,920 7,355 0 22,725 21,290 28,645 28,645 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,800)
0 2,000 0 5,800 3,800 5,800 5,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 25.7 0.0 79.3 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 10 4 15 8
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,822
COMMITMENTS
5,497 5,275 0 21,325 21,547 26,822 26,822 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.7 0.0 79.5 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 12 5 16 7
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,900
COMMITMENTS
8,600 4,950 0 13,300 16,950 21,900 21,900 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,800)
100 2,000 0 5,700 3,800 5,800 5,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 22.6 0.0 60.7 77.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 8 4 14 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,840
COMMITMENTS
7,350 16,890 0 18,490 8,950 25,840 25,840 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 800)
0 700 0 800 100 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 65.4 0.0 71.6 34.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 8 0 7 6 10 14
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 25,459
COMMITMENTS
2,933 3,038 594 21,933 21,828 25,459 25,459 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -818)
-100 2 -194 -524 -625 -818 -818 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.9 2.3 86.1 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 2 16 14 19 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,035
COMMITMENTS
1,809 910 2,967 12,591 14,028 17,367 17,905 668 130
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 291)
-1,010 139 247 546 -95 -217 291 508 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.0 16.5 69.8 77.8 96.3 99.3 3.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 5 21 23 28 28
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,490
COMMITMENTS
1,093 5,716 1,794 20,192 15,452 23,079 22,962 411 528
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 132)
122 -363 -15 25 2 132 -376 0 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 24.3 7.6 86.0 65.8 98.3 97.8 1.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 2 29 19 34 23
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,117,782
COMMITMENTS
322,632 59,973 658,498 4095011 4385621 5076141 5104092 41,641 13,690
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -198,172)
18,341 -8,382 -45,108 -170,519 -143,136 -197,286 -196,626 -886 -1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.2 12.9 80.0 85.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
41 22 49 128 111 188 164
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 744,249
COMMITMENTS
24,962 53,606 357,427 356,618 331,263 739,006 742,296 5,242 1,952
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -75,191)
-11,174 -4,212 -41,575 -22,082 -29,254 -74,830 -75,041 -360 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.2 48.0 47.9 44.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 13 19 47 48 69 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,386
COMMITMENTS
423 6,583 726 269,410 269,746 270,559 277,055 9,827 3,331
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,896)
423 4 307 5,593 5,272 6,323 5,583 -1,427 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.3 96.1 96.2 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 3 30 28 34 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,263
COMMITMENTS
3,862 164 4,144 120,812 116,798 128,818 121,106 4,445 12,157
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 16,261)
-242 164 -351 15,487 8,740 14,894 8,553 1,367 7,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 3.1 90.7 87.6 96.7 90.9 3.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 4 26 24 32 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,913
COMMITMENTS
1,769 6,765 1,132 361,166 358,025 364,067 365,922 7,846 5,991
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,707)
19 1,310 -260 4,289 2,283 4,048 3,333 -341 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.8 0.3 97.1 96.3 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 3 33 31 36 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 874,327
COMMITMENTS
6,224 6,946 9,548 847,396 854,832 863,168 871,326 11,159 3,001
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 6,433)
3,722 0 242 2,745 6,364 6,709 6,606 -276 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 1.1 96.9 97.8 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 2 45 29 49 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 461,029
COMMITMENTS
1,434 0 240 435,056 453,887 436,730 454,127 24,299 6,902
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,279)
1,434 -114 -39 3,254 4,307 4,649 4,154 -1,370 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 94.4 98.5 94.7 98.5 5.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 0 1 41 45 42 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 530,907
COMMITMENTS
4,727 2,469 676 510,122 522,611 515,525 525,756 15,382 5,151
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,879)
31 120 -31 8,088 9,400 8,088 9,489 791 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.1 96.1 98.4 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 3 3 36 44 41 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,342
COMMITMENTS
359 6,823 346 293,578 290,247 294,283 297,416 9,059 5,926
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 6,255)
359 -89 -115 4,020 6,398 4,264 6,194 1,991 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.2 0.1 96.8 95.7 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 5 2 40 35 42 41
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,866
COMMITMENTS
1,884 1,418 3,144 98,387 99,955 103,415 104,517 6,451 5,349
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,905)
43 1,418 -350 5,611 2,797 5,304 3,865 -399 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 2.9 89.6 91.0 94.1 95.1 5.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 27 23 29 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,741
COMMITMENTS
0 496 0 49,416 49,501 49,416 49,997 1,325 744
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,313)
0 0 0 2,530 1,910 2,530 1,910 -217 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.4 97.6 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 19 15 19 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,853
COMMITMENTS
2,302 1,007 1,039 202,348 206,376 205,689 208,422 7,164 4,431
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,920)
581 366 -162 7,015 5,510 7,434 5,714 -3,514 -1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.5 95.1 97.0 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 19 21 22 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,794
COMMITMENTS
1,301 3,071 0 170,699 171,571 172,000 174,642 10,794 8,152
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,113)
0 0 0 3,101 1,399 3,101 1,399 -1,988 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.7 0.0 93.4 93.9 94.1 95.5 5.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 28 26 29 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,416
COMMITMENTS
0 0 0 198,415 198,561 198,415 198,561 6,001 5,855
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,344)
0 0 0 4,505 2,588 4,505 2,588 -2,161 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.1 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,256
COMMITMENTS
6,634 1,635 372 25,330 31,970 32,336 33,977 1,920 279
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,108)
-496 -310 372 2,230 1,922 2,106 1,984 2 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 4.8 1.1 73.9 93.3 94.4 99.2 5.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 23 19 25 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 591,447
COMMITMENTS
17,276 15,651 2,068 564,690 565,650 584,034 583,369 7,413 8,078
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 14,305)
899 733 576 13,891 13,502 15,366 14,811 -1,061 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.6 0.3 95.5 95.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
6 5 5 56 54 65 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,328
COMMITMENTS
0 6,179 654 233,145 229,808 233,799 236,641 7,529 4,687
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,033)
0 733 278 3,884 3,513 4,162 4,524 -129 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.3 96.6 95.2 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 3 32 30 35 34
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,543
COMMITMENTS
430 0 217 39,091 38,998 39,738 39,215 805 1,328
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 95)
93 0 155 -339 -91 -91 64 186 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.5 96.4 96.2 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 17 14 19 16
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,112
COMMITMENTS
0 1,443 107 80,304 79,586 80,411 81,136 7,701 6,976
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,065)
-222 733 -107 2,513 2,288 2,184 2,914 881 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.1 91.1 90.3 91.3 92.1 8.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 17 12 18 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,056
COMMITMENTS
13,775 12,138 744 163,659 165,254 178,178 178,136 3,878 3,920
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 31,114)
10,230 6,293 744 23,486 23,674 34,460 30,711 -3,346 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.7 0.4 89.9 90.8 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 8 1 38 30 43 39
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,634
COMMITMENTS
31,290 18,538 1,085 164,402 180,236 196,777 199,859 3,857 775
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 32,662)
10,013 6,448 1,085 21,440 25,532 32,538 33,065 124 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.2 0.5 81.9 89.8 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 10 2 39 38 47 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,936
COMMITMENTS
3,193 0 0 182,856 185,635 186,049 185,635 1,887 2,301
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 7,416)
2,201 -740 0 5,246 7,664 7,447 6,924 -31 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 97.3 98.8 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 0 22 24 25 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,763
COMMITMENTS
244 278 1,056 279,709 270,797 281,009 272,131 3,754 12,632
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 10,318)
-550 -779 -26 11,079 9,352 10,503 8,547 -185 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.4 98.2 95.1 98.7 95.6 1.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 36 33 38 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,466
COMMITMENTS
0 0 0 75,877 75,943 75,877 75,943 589 523
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,798)
0 0 0 1,457 1,798 1,457 1,798 341 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 15 11 15
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 16,444
COMMITMENTS
0 992 0 14,683 14,832 14,683 15,824 1,761 620
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,178)
0 93 0 1,054 899 1,054 992 124 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 89.3 90.2 89.3 96.2 10.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 11 13 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,259
COMMITMENTS
1,427 369 589 91,670 95,409 93,686 96,367 16,573 13,892
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,553)
0 369 0 2,271 2,292 2,271 2,661 282 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 0.5 83.1 86.5 85.0 87.4 15.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 19 18 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,322
COMMITMENTS
1,484 0 476 182,380 180,821 184,340 181,297 2,982 6,025
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,008)
0 0 0 7,912 8,068 7,912 8,068 96 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.3 97.4 96.5 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 23 27 24 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,055
COMMITMENTS
0 252 120 159,251 157,621 159,371 157,993 5,684 7,062
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,655)
-55 252 -35 2,846 2,348 2,756 2,565 -101 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 96.5 95.5 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 25 19 26 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,366
COMMITMENTS
0 0 0 98,703 103,208 98,703 103,208 9,663 5,158
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,208)
0 0 0 744 1,408 744 1,408 464 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 95.2 91.1 95.2 8.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 19 20 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,321
COMMITMENTS
248 1,240 0 46,069 46,124 46,317 47,364 2,004 957
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -496)
0 0 0 -713 -527 -713 -527 217 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.6 0.0 95.3 95.5 95.9 98.0 4.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 13 16 14 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,788
COMMITMENTS
5,851 1,810 742 190,120 183,862 196,713 186,414 2,075 12,374
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 6,433)
4,015 -36 148 1,781 4,975 5,944 5,087 489 1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 0.4 95.6 92.5 99.0 93.8 1.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 23 19 27 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,477
COMMITMENTS
54 4,444 2,079 168,775 168,204 170,908 174,727 9,569 5,750
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 7,647)
0 2,050 690 6,236 4,678 6,926 7,418 721 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 1.2 93.5 93.2 94.7 96.8 5.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 5 4 36 31 40 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,021
COMMITMENTS
0 527 155 12,773 11,657 12,928 12,339 93 682
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 310)
0 217 155 248 -93 403 279 -93 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 1.2 98.1 89.5 99.3 94.8 0.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 12 11 13 13
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 32,554
COMMITMENTS
2,773 0 0 25,707 30,254 28,480 30,254 4,074 2,300
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 79.0 92.9 87.5 92.9 12.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 13 13 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,070
COMMITMENTS
1,829 0 0 30,312 33,326 32,141 33,326 1,929 744
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,241)
372 0 0 5,051 5,334 5,423 5,334 -182 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 89.0 97.8 94.3 97.8 5.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 0 15 11 19 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 235,922
COMMITMENTS
2,160 945 1,720 227,161 227,121 231,041 229,786 4,881 6,136
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,484)
60 697 383 809 1,054 1,252 2,134 232 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.7 96.3 96.3 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 2 37 33 41 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 157,606
COMMITMENTS
0 1,957 766 152,248 151,317 153,014 154,040 4,592 3,566
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,578)
0 57 -120 975 1,272 855 1,209 723 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.5 96.6 96.0 97.1 97.7 2.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 26 25 27 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 150,318
COMMITMENTS
0 0 0 146,724 143,265 146,724 143,265 3,594 7,053
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 737)
0 0 0 1,407 799 1,407 799 -670 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 95.3 97.6 95.3 2.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 28 19 28 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,047
COMMITMENTS
2,131 0 0 56,063 64,822 58,194 64,822 8,853 2,225
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 550)
-217 0 0 978 642 761 642 -211 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 83.6 96.7 86.8 96.7 13.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 16 19 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 47,388
COMMITMENTS
647 0 217 42,824 46,152 43,688 46,369 3,700 1,019
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,609)
186 0 31 5,330 5,578 5,547 5,609 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.5 90.4 97.4 92.2 97.8 7.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 14 19 16 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 153,257
COMMITMENTS
3,340 0 82 131,236 145,706 134,658 145,788 18,599 7,469
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,706)
0 0 0 2,728 3,130 2,728 3,130 978 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.1 85.6 95.1 87.9 95.1 12.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 24 14 25 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,840
COMMITMENTS
7,999 5,992 913 87,040 91,979 95,952 98,884 4,888 1,956
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,252)
617 0 125 7,723 8,003 8,465 8,128 -213 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.9 0.9 86.3 91.2 95.2 98.1 4.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 22 18 24 20
TRANSCO LEIDY INDEX - ICE FUTURES ENERGY DIV Code-0233E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 21,708
COMMITMENTS
4,482 0 0 13,693 19,786 18,175 19,786 3,533 1,922
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.0 0.0 63.1 91.1 83.7 91.1 16.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 13 12 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 167,091
COMMITMENTS
0 0 0 165,366 164,644 165,366 164,644 1,725 2,447
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 167)
0 0 0 242 16 242 16 -75 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 98.5 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 16 18 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 58,785
COMMITMENTS
9,751 2,605 4,881 43,109 50,860 57,741 58,346 1,044 439
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -1,636)
71 40 -437 -1,269 -1,249 -1,635 -1,646 -1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.4 8.3 73.3 86.5 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 8 13 31 29 46 44
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,320
COMMITMENTS
3,375 1,304 365 40,274 41,521 44,015 43,190 305 1,130
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -26)
150 -140 41 -452 -1,037 -261 -1,136 235 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.9 0.8 90.9 93.7 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 5 4 24 21 32 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,554
COMMITMENTS
1,220 0 705 19,629 20,359 21,554 21,064 0 490
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 157)
225 -375 0 -68 42 157 -333 0 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 3.3 91.1 94.5 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 2 18 17 22 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 160,849
COMMITMENTS
8,730 16,451 4,057 147,852 140,161 160,639 160,669 210 180
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,443)
60 326 -100 1,483 1,218 1,443 1,444 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.2 2.5 91.9 87.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 5 4 37 38 46 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,210
COMMITMENTS
1,465 6,610 429 46,196 41,171 48,090 48,210 120 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 74)
608 100 -397 -137 371 74 74 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 13.7 0.9 95.8 85.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 3 18 19 26 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,505
COMMITMENTS
425 50 0 32,080 32,455 32,505 32,505 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 750)
100 0 0 650 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.0 98.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 12 13 15 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,995
COMMITMENTS
4,670 1,100 460 41,690 45,275 46,820 46,835 175 160
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 410)
0 0 0 410 410 410 410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.3 1.0 88.7 96.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 27 28 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 73,568
COMMITMENTS
12,320 2,690 1,310 59,541 69,546 73,171 73,546 397 22
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -855)
-30 -100 -75 -810 -650 -915 -825 60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.7 1.8 80.9 94.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 4 5 32 29 40 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,033
COMMITMENTS
2,625 680 1,365 71,533 73,767 75,523 75,812 510 221
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 160)
0 -240 145 15 255 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.9 1.8 94.1 97.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 3 24 27 30 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,983
COMMITMENTS
5,765 160 1,050 103,540 109,651 110,355 110,861 628 122
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 205)
295 0 25 -60 180 260 205 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.1 0.9 93.3 98.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 1 1 28 30 35 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,895
COMMITMENTS
815 0 0 29,060 29,430 29,875 29,430 20 465
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 895)
0 0 0 895 775 895 775 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.2 98.4 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 23 16 26 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 30,025
COMMITMENTS
1,425 300 0 28,370 29,390 29,795 29,690 230 335
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 135)
-300 0 0 435 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.0 0.0 94.5 97.9 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 18 19 20 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,730
COMMITMENTS
700 650 0 10,030 10,080 10,730 10,730 0 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.1 0.0 93.5 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 0 14 8 17 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 56,715
COMMITMENTS
12,995 853 2,896 40,386 52,563 56,276 56,312 439 403
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,834)
-595 -114 306 2,076 1,636 1,787 1,828 47 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.5 5.1 71.2 92.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 6 13 27 28 43 44
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,960
COMMITMENTS
0 970 1,100 9,492 8,455 10,592 10,525 368 435
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 10.0 86.6 77.1 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 15 14 18 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,249
COMMITMENTS
1,065 725 50 41,074 41,314 42,189 42,089 60 160
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,940)
-50 0 50 1,940 1,770 1,940 1,820 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.7 0.1 97.2 97.8 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 1 23 23 30 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,295
COMMITMENTS
4,120 1,558 425 42,147 45,312 46,692 47,295 603 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 632)
-325 -165 -50 1,007 847 632 632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.3 0.9 89.1 95.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 7 2 25 23 32 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,122
COMMITMENTS
4,118 300 515 46,811 50,684 51,444 51,499 678 623
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 675)
0 0 0 675 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.6 1.0 89.8 97.2 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 22 15 26 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,987
COMMITMENTS
4,988 3,150 475 54,826 56,824 60,289 60,449 698 538
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,655)
50 300 0 1,545 1,355 1,595 1,655 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.2 0.8 89.9 93.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 22 17 25 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 84,260
COMMITMENTS
489 465 1,003 82,645 82,792 84,137 84,260 123 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,436)
-31 -35 80 2,387 2,391 2,436 2,436 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 1.2 98.1 98.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 28 29 30 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 120,810
COMMITMENTS
3,121 4,086 2,110 115,369 114,604 120,600 120,800 210 10
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,203)
-708 -164 135 1,774 1,231 1,202 1,203 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.4 1.7 95.5 94.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 6 6 27 31 36 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,900
COMMITMENTS
350 275 0 54,538 54,625 54,888 54,900 12 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -175)
150 50 0 -325 -225 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.0 99.3 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 10 15 12 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,204
COMMITMENTS
2,395 2,400 500 35,234 36,234 38,129 39,134 1,075 70
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -230)
0 0 0 -350 -230 -350 -230 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.1 1.3 89.9 92.4 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 19 17 23 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 55,404
COMMITMENTS
17,005 4,400 1,099 37,008 49,905 55,112 55,404 292 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,674)
1,545 -250 414 949 2,524 2,908 2,688 -234 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 7.9 2.0 66.8 90.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 3 4 24 23 32 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,079
COMMITMENTS
0 1,496 490 37,566 35,370 38,056 37,356 23 723
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -7)
0 21 0 245 -68 245 -47 -252 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 1.3 98.7 92.9 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 2 17 16 19 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,272
COMMITMENTS
0 990 0 31,212 29,497 31,212 30,487 60 785
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 155 215 155 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 99.8 94.3 99.8 97.5 0.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,947
COMMITMENTS
797 1,670 20 32,833 32,252 33,650 33,942 297 5
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 133)
10 0 0 123 133 133 133 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.9 0.1 96.7 95.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 24 21 27 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,314
COMMITMENTS
430 160 110 21,422 21,984 21,962 22,254 352 60
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 13)
0 0 0 13 13 13 13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.7 0.5 96.0 98.5 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,881
COMMITMENTS
563 7,015 222 46,888 40,564 47,673 47,801 208 80
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -374)
10 214 -103 -354 -469 -447 -358 73 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 14.7 0.5 97.9 84.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 3 28 26 35 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,131
COMMITMENTS
0 3,120 65 39,500 36,878 39,565 40,063 566 68
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -815)
0 0 0 -875 -815 -875 -815 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.2 98.4 91.9 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 1 24 19 25 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,946
COMMITMENTS
2,425 183 275 19,364 22,420 22,064 22,878 882 68
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 452)
-125 -125 75 -110 452 -160 402 612 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.8 1.2 84.4 97.7 96.2 99.7 3.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 15 15 17 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,070
COMMITMENTS
885 1,650 125 18,000 17,295 19,010 19,070 60 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 85)
0 25 125 -40 -65 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.7 0.7 94.4 90.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 1 17 12 21 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,465
COMMITMENTS
650 4,475 125 20,525 16,865 21,300 21,465 165 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -50)
0 25 0 -50 -75 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 20.8 0.6 95.6 78.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 2 19 11 23 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 265,987
COMMITMENTS
2,181 15,373 21,957 241,723 228,657 265,860 265,987 127 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 11,799)
-1,188 2,336 2,171 10,816 7,291 11,799 11,799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.8 8.3 90.9 86.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 4 15 16 19 20
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,150
COMMITMENTS
810 0 0 22,120 23,150 22,930 23,150 220 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 95.6 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,020
COMMITMENTS
1,770 900 100 21,893 23,020 23,763 24,020 257 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 75)
425 -25 -100 -250 200 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.7 0.4 91.1 95.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 1 14 12 19 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,110
COMMITMENTS
1,470 900 100 16,925 18,095 18,495 19,095 615 15
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -125)
425 -25 -100 -450 -15 -125 -140 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.7 0.5 88.6 94.7 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 12 10 16 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,505
COMMITMENTS
700 4,375 125 9,420 5,925 10,245 10,425 260 80
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 75)
100 75 0 -25 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 41.6 1.2 89.7 56.4 97.5 99.2 2.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 14 10 17 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,315
COMMITMENTS
700 1,325 75 6,340 5,835 7,115 7,235 200 80
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 75)
100 75 0 -25 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 18.1 1.0 86.7 79.8 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 10 17 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,807
COMMITMENTS
1,915 4,220 1,545 46,758 45,042 50,218 50,807 589 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 870)
125 1,180 -250 995 -60 870 870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.3 3.0 92.0 88.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 20 16 24 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,486
COMMITMENTS
2,310 5,070 1,175 45,466 43,241 48,951 49,486 535 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,310)
150 1,205 -50 1,210 155 1,310 1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.2 2.4 91.9 87.4 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 21 16 25 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,758
COMMITMENTS
8,492 2,671 5,499 104,525 110,448 118,516 118,618 242 140
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 559)
1,110 535 -455 -96 479 559 559 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.2 4.6 88.0 93.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 7 10 33 33 45 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 142,748
COMMITMENTS
12,935 7,374 3,715 125,756 131,659 142,406 142,748 342 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 887)
995 150 -240 117 977 872 887 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.2 2.6 88.1 92.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 7 9 36 32 48 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 294,739
COMMITMENTS
27,386 32,070 22,813 244,049 239,782 294,248 294,664 491 75
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,941)
355 320 1,714 6,934 6,977 9,003 9,010 -62 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 10.9 7.7 82.8 81.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 15 22 40 45 73 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,189
COMMITMENTS
2,968 690 280 29,785 32,219 33,033 33,189 156 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 715)
-40 80 200 555 435 715 715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.1 0.8 89.7 97.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 1 22 9 27 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,501
COMMITMENTS
1,473 1,280 940 28,890 29,281 31,303 31,501 198 0
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 715)
-90 30 250 555 435 715 715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.1 3.0 91.7 93.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 3 21 10 27 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,088
COMMITMENTS
107 211 28 3,189 2,816 3,324 3,055 764 1,033
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 188)
-2 15 0 74 171 72 186 116 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.2 0.7 78.0 68.9 81.3 74.7 18.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 19 19 22 22
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,050
COMMITMENTS
2,490 1,993 939 35,111 35,898 38,540 38,830 510 220
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 475)
121 34 118 236 323 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.1 2.4 89.9 91.9 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 5 27 29 35 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,648
COMMITMENTS
1,425 206 122 14,834 15,575 16,381 15,903 267 745
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 563)
120 0 25 408 538 553 563 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.2 0.7 89.1 93.6 98.4 95.5 1.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 23 24 26 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,231
COMMITMENTS
108 408 400 11,417 11,157 11,925 11,965 306 266
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,145)
-314 41 156 1,564 988 1,406 1,185 -261 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 3.3 93.3 91.2 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 5 26 33 32 38
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,822
COMMITMENTS
429 1,691 327 18,986 17,559 19,742 19,577 80 245
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 497)
305 137 105 87 325 497 567 0 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.5 1.6 95.8 88.6 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 6 21 32 29 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 71,490
COMMITMENTS
5,852 3,426 4,355 60,985 62,954 71,191 70,735 299 755
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 705)
-361 165 92 929 527 660 784 45 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.8 6.1 85.3 88.1 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
18 13 21 60 57 87 82
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 37,261
COMMITMENTS
2,710 0 0 34,536 37,256 37,246 37,256 15 5
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 9)
255 0 0 -246 4 9 4 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 92.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 0 27 24 30 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,050
COMMITMENTS
1,475 0 710 8,770 10,305 10,955 11,015 95 35
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -2,990)
-645 0 0 -2,345 -2,970 -2,990 -2,970 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 6.4 79.4 93.3 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 18 19 21 21
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 203,342
COMMITMENTS
0 0 0 196,606 189,526 196,606 189,526 6,736 13,816
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -5,096)
0 0 0 -4,034 -3,355 -4,034 -3,355 -1,062 -1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 93.2 96.7 93.2 3.3 6.8
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 07/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 15,486
COMMITMENTS
1,806 1,211 1,568 6,267 9,581 9,641 12,360 5,845 3,126
CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 379)
290 -688 -204 -1,111 -266 -1,025 -1,158 1,404 1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.8 10.1 40.5 61.9 62.3 79.8 37.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 5 10 11 16 17
Updated August 3, 2018