NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,114
COMMITMENTS
10,915 22,133 0 34,199 22,981 45,114 45,114 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 49.1 0.0 75.8 50.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 11 0 10 6 14 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,458
COMMITMENTS
818 9,008 5 39,617 31,445 40,440 40,458 18 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 19)
-142 5 0 161 14 19 19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 22.3 0.0 97.9 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 1 10 11 16 17
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 51,985
COMMITMENTS
6,028 7,817 3,987 41,963 40,181 51,978 51,985 7 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 373)
218 645 -264 436 -9 391 373 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.0 7.7 80.7 77.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 9 11 11 27 23
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,097
COMMITMENTS
11,143 24,088 762 32,192 19,247 44,097 44,097 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 300)
300 300 0 0 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 54.6 1.7 73.0 43.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 1 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,762
COMMITMENTS
8,312 20,090 0 25,450 13,672 33,762 33,762 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 205)
205 205 0 0 0 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 59.5 0.0 75.4 40.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 8 0 9 7 14 15
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,272
COMMITMENTS
12,950 13,700 200 16,122 15,372 29,272 29,272 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 436)
350 1,600 0 86 -1,164 436 436 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 46.8 0.7 55.1 52.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 25,113
COMMITMENTS
11,585 8,425 100 13,428 16,588 25,113 25,113 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 300)
50 800 0 250 -500 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 33.5 0.4 53.5 66.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 1 7 7 14 13
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,400
COMMITMENTS
8,425 3,050 0 9,975 15,350 18,400 18,400 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 250)
500 450 0 -250 -200 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 16.6 0.0 54.2 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 0 5 5 14 8
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,372
COMMITMENTS
5,497 5,275 0 21,875 22,097 27,372 27,372 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 50)
-100 50 0 150 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 19.3 0.0 79.9 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 11 5 15 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 13,840
COMMITMENTS
7,530 4,540 0 6,310 9,300 13,840 13,840 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 300)
300 300 0 0 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 32.8 0.0 45.6 67.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 0 5 6 9 13
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,112
COMMITMENTS
8,775 694 3,243 12,914 20,935 24,932 24,872 180 240
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 835)
158 157 190 595 614 943 961 -108 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 2.8 12.9 51.4 83.4 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 7 23 24 31 34
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,853
COMMITMENTS
3,337 9,289 1,378 22,887 17,001 27,602 27,668 251 185
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 600)
0 452 -25 618 173 593 600 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 33.4 4.9 82.2 61.0 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 2 25 14 30 18
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,218,200
COMMITMENTS
666,082 69,832 717,194 3785492 4420047 5168768 5207073 49,432 11,127
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 108,326)
43,336 -13,395 17,387 50,063 106,360 110,786 110,352 -2,460 -2,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.3 13.7 72.5 84.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
48 23 50 125 108 189 165
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 935,712
COMMITMENTS
31,146 43,828 475,751 424,818 414,817 931,716 934,396 3,996 1,315
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 40,691)
-1,200 4,463 20,494 21,421 15,720 40,715 40,677 -24 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.7 50.8 45.4 44.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 14 22 46 45 68 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,821
COMMITMENTS
10,148 9,038 2,788 264,901 275,270 277,837 287,096 12,984 3,725
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 12,023)
2,787 -1,094 -1,349 9,305 15,317 10,743 12,874 1,280 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.1 1.0 91.1 94.7 95.5 98.7 4.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 4 27 24 32 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,558
COMMITMENTS
4,763 0 3,451 87,458 89,146 95,672 92,597 4,886 7,961
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,972)
-85 0 243 2,378 2,624 2,536 2,867 436 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 3.4 87.0 88.7 95.1 92.1 4.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 26 22 28 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,254
COMMITMENTS
1,999 1,881 2,873 264,303 272,919 269,175 277,673 15,079 6,581
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,525)
-535 -978 807 2,804 3,393 3,076 3,222 -551 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 1.0 93.0 96.0 94.7 97.7 5.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 27 26 30 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 783,080
COMMITMENTS
743 7,190 5,850 765,574 767,141 772,167 780,181 10,913 2,899
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 12,877)
-90 0 340 11,936 12,276 12,186 12,616 691 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.7 97.8 98.0 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 2 44 28 46 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 480,486
COMMITMENTS
4,065 1,562 0 443,107 470,154 447,172 471,716 33,314 8,770
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,552)
0 0 0 7,324 7,001 7,324 7,001 228 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.0 92.2 97.8 93.1 98.2 6.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 30 36 31 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 407,887
COMMITMENTS
2,263 3,285 405 395,058 396,420 397,726 400,110 10,161 7,777
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 37,317)
1,862 0 405 35,524 37,295 37,791 37,700 -474 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.1 96.9 97.2 97.5 98.1 2.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 2 33 37 36 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,396
COMMITMENTS
2,396 8,334 2,034 254,269 255,873 258,699 266,241 14,697 7,155
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,789)
549 -614 -1,135 5,813 4,261 5,227 2,512 -2,438 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.0 0.7 93.0 93.6 94.6 97.4 5.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 3 35 34 38 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,921
COMMITMENTS
368 0 838 75,966 73,787 77,172 74,625 2,749 5,296
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 671)
368 -421 163 171 1,416 702 1,158 -31 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.0 95.1 92.3 96.6 93.4 3.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 22 21 23 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,980
COMMITMENTS
0 0 0 46,516 48,814 46,516 48,814 3,464 1,166
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 3,424)
0 0 0 3,454 3,424 3,454 3,424 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 97.7 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,849
COMMITMENTS
723 0 646 152,358 155,831 153,727 156,477 8,122 5,372
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 3,386)
-642 0 1 3,997 3,355 3,356 3,356 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 94.1 96.3 95.0 96.7 5.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 16 17 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,842
COMMITMENTS
1,712 4,254 0 164,510 167,345 166,222 171,599 10,620 5,243
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,106)
274 -480 0 68 2,220 342 1,740 764 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.4 0.0 93.0 94.6 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 19 22 20 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,046
COMMITMENTS
0 0 0 118,172 114,063 118,172 114,063 5,874 9,983
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 92.0 95.3 92.0 4.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,510
COMMITMENTS
3,377 1,712 0 21,392 23,612 24,769 25,324 741 186
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,516)
60 0 0 1,366 1,516 1,426 1,516 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 6.7 0.0 83.9 92.6 97.1 99.3 2.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 11 20 12 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 537,693
COMMITMENTS
7,423 11,284 4,125 518,945 514,711 530,493 530,120 7,200 7,573
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 5,963)
-547 908 -273 7,796 7,013 6,976 7,648 -1,013 -1,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.1 0.8 96.5 95.7 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 4 4 47 45 53 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,670
COMMITMENTS
0 9,272 1,349 187,663 177,643 189,012 188,264 4,658 5,406
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 13,137)
0 4,515 -372 13,169 8,931 12,797 13,074 340 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.7 96.9 91.7 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 4 25 25 29 29
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,447
COMMITMENTS
0 598 159 83,009 79,661 83,168 80,418 5,279 8,029
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.2 93.9 90.1 94.0 90.9 6.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 10 18 11
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,212
COMMITMENTS
9,331 11,320 0 113,926 111,869 123,257 123,189 955 1,023
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 14,704)
0 6,360 0 14,673 8,344 14,673 14,704 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.1 0.0 91.7 90.1 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 5 0 19 34 25 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,325
COMMITMENTS
0 1,174 0 128,246 125,250 128,246 126,424 1,079 2,901
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,480)
0 330 0 1,300 850 1,300 1,180 180 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.2 96.8 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 22 15 22 16
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 24,360
COMMITMENTS
0 0 0 23,440 23,802 23,440 23,802 920 558
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,342)
0 0 0 7,346 7,342 7,346 7,342 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 97.7 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 260,387
COMMITMENTS
0 629 1,229 255,583 249,296 256,812 251,154 3,575 9,233
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -2,695)
0 -797 34 428 -1,331 462 -2,094 -3,157 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 98.2 95.7 98.6 96.5 1.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 32 27 33 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,279
COMMITMENTS
733 801 1,139 88,997 89,625 90,869 91,565 12,410 11,714
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 518)
214 428 -156 246 32 304 304 214 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 1.1 86.2 86.8 88.0 88.7 12.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 16 16 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,469
COMMITMENTS
0 533 778 131,170 129,788 131,948 131,099 3,521 4,370
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,106)
-327 533 -346 7,351 6,013 6,678 6,200 428 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.6 96.8 95.8 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 22 23 23 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,597
COMMITMENTS
9,332 597 563 128,248 140,535 138,143 141,695 10,454 6,902
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 3,719)
163 597 -521 2,766 3,523 2,408 3,599 1,311 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.4 0.4 86.3 94.6 93.0 95.4 7.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 15 19 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,330
COMMITMENTS
0 0 0 102,736 107,105 102,736 107,105 11,594 7,225
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 93.7 89.9 93.7 10.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 17 18 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,847
COMMITMENTS
372 0 0 49,704 49,407 50,076 49,407 771 1,440
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,782)
0 0 0 2,782 2,568 2,782 2,568 0 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.8 97.2 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,204
COMMITMENTS
1,854 300 700 169,654 172,319 172,208 173,319 7,996 6,885
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,540)
-594 -390 150 7,528 7,175 7,084 6,935 456 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.4 94.1 95.6 95.6 96.2 4.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 20 16 22 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,667
COMMITMENTS
3 2,803 3,703 166,954 171,870 170,660 178,376 13,007 5,291
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 993)
3 -674 1,006 442 409 1,451 741 -458 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.0 90.9 93.6 92.9 97.1 7.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 4 27 23 31 27
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,625
COMMITMENTS
806 0 0 24,261 24,850 25,067 24,850 558 775
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 94.7 97.0 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 10 12 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 240,758
COMMITMENTS
4,548 2,264 963 228,814 228,130 234,325 231,357 6,433 9,401
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,518)
0 -216 -153 748 2,465 595 2,096 1,923 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.9 0.4 95.0 94.8 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 30 30 32 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 118,406
COMMITMENTS
830 0 550 112,167 112,320 113,547 112,870 4,859 5,536
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,927)
-331 0 61 2,076 2,816 1,806 2,877 121 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 94.7 94.9 95.9 95.3 4.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 18 19 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,610
COMMITMENTS
0 0 0 96,767 96,181 96,767 96,181 3,843 4,429
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,491)
0 0 0 2,009 2,253 2,009 2,253 -518 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 95.6 96.2 95.6 3.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 18 20 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,963
COMMITMENTS
2,568 1,731 0 61,013 62,832 63,581 64,563 4,382 3,400
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 642)
642 -27 0 0 30 642 3 0 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.5 0.0 89.8 92.5 93.6 95.0 6.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,405
COMMITMENTS
1,158 403 0 31,027 34,801 32,185 35,204 4,220 1,201
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.1 0.0 85.2 95.6 88.4 96.7 11.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 13 9 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 159,619
COMMITMENTS
2,480 0 0 140,574 156,260 143,054 156,260 16,565 3,359
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 3,528)
0 0 0 1,912 3,498 1,912 3,498 1,616 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 88.1 97.9 89.6 97.9 10.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 16 20 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 70,681
COMMITMENTS
4,391 0 0 62,967 69,397 67,358 69,397 3,323 1,284
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 546)
1,340 0 0 911 1,460 2,251 1,460 -1,705 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 89.1 98.2 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 22 16 24 16
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 147,111
COMMITMENTS
2,870 0 210 140,703 141,923 143,783 142,133 3,328 4,978
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,251)
2,870 0 210 7,280 7,041 10,360 7,251 -3,109 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.1 95.6 96.5 97.7 96.6 2.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 10 16 11 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 70,088
COMMITMENTS
9,575 4,395 3,892 55,658 61,311 69,125 69,598 963 490
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 110)
-88 -43 51 147 103 110 111 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 6.3 5.6 79.4 87.5 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 7 11 34 32 48 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,474
COMMITMENTS
5,750 660 425 35,254 40,389 41,429 41,474 45 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 180)
1,025 0 -375 -470 555 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.6 1.0 85.0 97.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 2 3 23 20 33 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 25,916
COMMITMENTS
2,345 2,200 530 23,041 23,186 25,916 25,916 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -196)
325 -425 175 -696 54 -196 -196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.5 2.0 88.9 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 4 18 17 23 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 175,319
COMMITMENTS
9,411 15,737 6,941 158,591 152,446 174,943 175,124 376 195
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,403)
290 -100 -135 2,243 2,641 2,398 2,406 5 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.0 4.0 90.5 87.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 5 4 39 35 46 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,245
COMMITMENTS
4,058 12,036 622 55,564 47,407 60,244 60,065 1 180
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,267)
532 941 109 1,625 1,217 2,266 2,267 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 20.0 1.0 92.2 78.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 6 3 17 20 27 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 36,135
COMMITMENTS
0 1,000 0 36,135 35,135 36,135 36,135 0 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -250)
0 225 0 -250 -475 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 100.0 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 10 11 10 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 52,832
COMMITMENTS
1,110 4,900 640 50,957 47,165 52,707 52,705 125 127
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,535)
0 0 0 1,715 1,555 1,715 1,555 -180 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.3 1.2 96.5 89.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 5 1 27 26 28 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 66,735
COMMITMENTS
2,236 2,660 1,265 63,015 62,554 66,516 66,479 219 256
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 199)
270 -105 25 -36 279 259 199 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.0 1.9 94.4 93.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 6 5 30 29 36 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,272
COMMITMENTS
2,065 1,040 770 67,311 68,092 70,146 69,902 126 370
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,115)
1,440 0 0 675 2,115 2,115 2,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 1.1 95.8 96.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 25 25 29 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,154
COMMITMENTS
2,805 200 750 96,424 98,879 99,979 99,829 175 325
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,975)
1,440 0 0 535 1,975 1,975 1,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 0.7 96.3 98.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 27 27 31 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,256
COMMITMENTS
600 0 0 28,601 28,910 29,201 28,910 55 346
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -1,323)
-65 0 0 -1,308 -1,424 -1,373 -1,424 50 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.8 98.8 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 22 16 25 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,260
COMMITMENTS
350 415 65 32,795 32,780 33,210 33,260 50 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -715)
-50 20 -20 -635 -710 -705 -710 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.2 0.2 98.6 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 22 17 24 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 36,258
COMMITMENTS
11,987 287 3,237 20,503 32,284 35,727 35,808 531 450
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -1,304)
539 -399 -705 -1,126 -222 -1,293 -1,327 -11 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 0.8 8.9 56.5 89.0 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 7 21 24 34 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,403
COMMITMENTS
400 200 0 36,003 36,118 36,403 36,318 0 85
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -2,558)
0 -150 -25 -2,533 -2,383 -2,558 -2,558 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.0 98.9 99.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 0 26 22 29 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,156
COMMITMENTS
2,314 2,330 381 41,731 42,410 44,426 45,121 730 35
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -453)
-175 25 -20 -43 -458 -238 -453 -215 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.2 0.8 92.4 93.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 3 24 22 30 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,167
COMMITMENTS
2,374 0 161 40,407 42,746 42,942 42,907 225 260
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,515)
0 0 0 2,510 2,525 2,510 2,525 5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.4 93.6 99.0 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 16 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,790
COMMITMENTS
2,010 1,500 175 46,585 46,865 48,770 48,540 20 250
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,350)
0 0 0 2,585 2,350 2,585 2,350 -235 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.1 0.4 95.5 96.1 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 18 26 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,368
COMMITMENTS
0 395 1,154 73,022 72,660 74,176 74,209 192 159
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 47)
0 -630 243 -196 434 47 47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.6 98.2 97.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 28 26 29 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 109,086
COMMITMENTS
1,895 9,518 515 106,391 98,689 108,801 108,722 285 364
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,564)
-5 7 230 1,339 1,252 1,564 1,489 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 8.7 0.5 97.5 90.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 9 5 30 27 42 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,085
COMMITMENTS
975 375 450 36,640 37,260 38,065 38,085 20 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,400)
50 200 0 1,350 1,200 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 1.2 96.2 97.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 3 12 16 15 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,140
COMMITMENTS
1,300 1,995 1,220 29,825 29,880 32,345 33,095 795 45
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 425)
0 0 0 430 545 430 545 -5 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.0 3.7 90.0 90.2 97.6 99.9 2.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 20 19 25 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 36,322
COMMITMENTS
7,303 1,200 1,385 27,224 33,722 35,912 36,307 410 15
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 81)
153 0 0 -72 81 81 81 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.3 3.8 75.0 92.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 1 4 24 21 32 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,122
COMMITMENTS
50 2,895 51 41,687 38,693 41,788 41,639 334 483
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.9 0.1 99.0 91.9 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 14 13 16 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,858
COMMITMENTS
51 2,045 0 35,797 33,753 35,848 35,798 10 60
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -25 0 -25 0 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.7 0.0 99.8 94.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 14 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,381
COMMITMENTS
2,367 1,375 80 26,524 27,926 28,971 29,381 410 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.7 0.3 90.3 95.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 2 24 19 31 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,513
COMMITMENTS
765 75 370 20,883 21,978 22,018 22,423 495 90
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 273)
0 0 0 273 273 273 273 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.3 1.6 92.8 97.6 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 16 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,587
COMMITMENTS
1,499 7,282 310 43,587 37,974 45,396 45,566 191 21
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -2,171)
50 624 0 -2,231 -2,795 -2,181 -2,171 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 16.0 0.7 95.6 83.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 25 23 29 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,611
COMMITMENTS
125 3,199 161 36,039 33,231 36,325 36,591 286 20
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 327)
0 310 0 327 22 327 332 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.7 0.4 98.4 90.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 19 25 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,996
COMMITMENTS
0 825 0 20,836 20,150 20,836 20,975 160 21
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 99.2 96.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 14 12 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,555
COMMITMENTS
1,095 50 0 12,275 13,505 13,370 13,555 185 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.4 0.0 90.6 99.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 17 10 21 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,415
COMMITMENTS
895 50 0 12,335 13,365 13,230 13,415 185 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 0.0 91.9 99.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 17 10 21 11
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 257,348
COMMITMENTS
0 11,982 30,999 225,923 214,153 256,922 257,135 426 213
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -7,974)
0 -562 -860 -7,114 -6,552 -7,974 -7,974 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 12.0 87.8 83.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 14 15 16 17
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,060
COMMITMENTS
255 0 0 19,475 19,490 19,730 19,490 330 570
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.1 97.2 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 11 12 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,795
COMMITMENTS
175 200 0 20,364 20,595 20,539 20,795 256 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 835)
0 0 0 835 835 835 835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.0 97.9 99.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 14 14 16 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,555
COMMITMENTS
175 0 0 18,064 18,555 18,239 18,555 316 0
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.4 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 12 15 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,265
COMMITMENTS
660 0 0 5,380 6,215 6,040 6,215 225 50
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 85.9 99.2 96.4 99.2 3.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,765
COMMITMENTS
0 0 0 5,640 5,715 5,640 5,715 125 50
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.1 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,718
COMMITMENTS
925 1,725 0 25,374 24,948 26,299 26,673 419 45
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,602)
25 -200 0 1,577 1,802 1,602 1,602 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.5 0.0 95.0 93.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 17 18 20 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,081
COMMITMENTS
925 1,725 0 25,734 25,311 26,659 27,036 422 45
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,327)
25 -200 0 1,302 1,527 1,327 1,327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.4 0.0 95.0 93.5 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 18 20 21 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,136
COMMITMENTS
3,020 1,045 2,405 104,446 106,431 109,871 109,881 265 255
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -1,148)
-140 -95 0 -1,008 -1,053 -1,148 -1,148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 2.2 94.8 96.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 6 5 34 30 42 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 126,063
COMMITMENTS
3,400 2,478 1,427 120,991 122,133 125,818 126,038 245 25
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,256)
-140 -95 0 1,396 1,331 1,256 1,236 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.0 1.1 96.0 96.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 7 5 37 33 46 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 267,580
COMMITMENTS
32,842 12,656 14,137 220,276 240,780 267,256 267,573 325 8
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 7,211)
1,708 1,003 -172 5,706 6,388 7,242 7,218 -31 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.7 5.3 82.3 90.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 18 23 43 47 75 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,767
COMMITMENTS
2,563 150 175 30,755 33,427 33,493 33,752 274 15
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 165)
-120 0 0 285 165 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.4 0.5 91.1 99.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 22 12 25 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,098
COMMITMENTS
1,468 50 950 29,406 31,083 31,824 32,083 274 15
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 130)
-120 0 0 250 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.2 3.0 91.6 96.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 21 11 25 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,193
COMMITMENTS
34 457 385 3,008 2,856 3,427 3,698 766 495
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 232)
-7 -1 114 200 162 307 275 -75 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.9 9.2 71.7 68.1 81.7 88.2 18.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 6 16 19 22 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,578
COMMITMENTS
2,785 1,176 65 36,657 38,535 39,507 39,776 1,071 802
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -233)
90 440 0 -217 -97 -127 343 -106 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.9 0.2 90.3 95.0 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 4 3 25 28 32 33
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,549
COMMITMENTS
1,330 225 107 10,986 11,271 12,423 11,603 126 946
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 196)
50 0 0 135 205 185 205 11 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.8 0.9 87.5 89.8 99.0 92.5 1.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 19 16 21
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,455
COMMITMENTS
579 135 364 10,214 10,386 11,157 10,885 298 570
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 45)
248 0 75 -10 20 313 95 -268 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.2 3.2 89.2 90.7 97.4 95.0 2.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 4 24 24 31 29
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,835
COMMITMENTS
260 544 88 13,457 12,983 13,805 13,615 30 220
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 356)
0 0 0 456 356 456 356 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.9 0.6 97.3 93.8 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 1 15 20 19 24
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 73,954
COMMITMENTS
5,719 3,285 3,473 60,327 62,483 69,519 69,241 4,435 4,713
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 2,104)
-315 60 401 1,554 1,321 1,640 1,782 464 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.4 4.7 81.6 84.5 94.0 93.6 6.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 10 17 48 50 71 69
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 43,355
COMMITMENTS
4,765 0 0 37,695 40,115 42,460 40,115 895 3,240
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 555)
150 0 0 435 555 585 555 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.0 86.9 92.5 97.9 92.5 2.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 22 23 25 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,235
COMMITMENTS
260 1,215 360 11,435 10,310 12,055 11,885 180 350
CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.9 2.9 93.5 84.3 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 14 15 17 18
Updated March 16, 2018