NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,014
COMMITMENTS
11,015 21,973 0 33,999 23,041 45,014 45,014 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -100)
-100 -100 0 0 0 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 48.8 0.0 75.5 51.2 100.0 100.0 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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 36,006
COMMITMENTS
710 6,963 46 35,224 28,997 35,980 36,006 26 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -52)
0 0 0 -52 -52 -52 -52 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 19.3 0.1 97.8 80.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 1 8 9 14 14
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 45,112
COMMITMENTS
6,274 5,217 4,397 34,431 35,498 45,102 45,112 10 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,196)
48 29 1,474 674 693 2,196 2,196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 11.6 9.7 76.3 78.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 4 9 12 11 30 23
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,997
COMMITMENTS
11,143 24,588 762 33,092 19,647 44,997 44,997 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 300)
-100 0 0 400 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 54.6 1.7 73.5 43.7 100.0 100.0 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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 35,952
COMMITMENTS
8,692 22,475 0 27,255 13,477 35,947 35,952 5 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 955)
50 1,100 0 905 -145 955 955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 62.5 0.0 75.8 37.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 6 0 10 7 16 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,918
COMMITMENTS
12,450 13,850 200 16,268 14,868 28,918 28,918 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -319)
-500 0 0 181 -319 -319 -319 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 47.9 0.7 56.3 51.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 1 11 8 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 25,213
COMMITMENTS
11,935 9,175 100 13,178 15,938 25,213 25,213 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -500)
-250 0 0 -250 -500 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 36.4 0.4 52.3 63.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 1 7 7 15 12
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,387
COMMITMENTS
8,225 3,150 0 10,162 15,237 18,387 18,387 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 17.1 0.0 55.3 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 0 6 5 14 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| 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 03/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,390
COMMITMENTS
8,130 9,490 0 10,260 8,900 18,390 18,390 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,350)
0 2,550 0 2,350 -200 2,350 2,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 51.6 0.0 55.8 48.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 7 0 5 6 10 13
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 8,669
COMMITMENTS
426 115 676 6,323 7,878 7,424 8,669 1,245 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 8)
3 1 1 5 6 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.3 7.8 72.9 90.9 85.6 100.0 14.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 12 6 15 10
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,927
COMMITMENTS
6,628 354 3,224 11,940 18,132 21,792 21,710 135 217
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -4,222)
-2,342 -308 -43 -1,927 -3,893 -4,312 -4,244 90 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 1.6 14.7 54.5 82.7 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 6 7 23 24 31 33
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,225
COMMITMENTS
3,131 9,006 1,433 21,423 15,666 25,987 26,105 238 120
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,429)
-156 -534 -10 -2,096 -1,735 -2,262 -2,279 -167 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 34.3 5.5 81.7 59.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 4 25 14 31 19
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,153,405
COMMITMENTS
559,716 113,421 699,420 3843430 4330739 5102566 5143580 50,839 9,825
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -287,299)
-34,236 -20,941 -45,141 -186,290 -138,057 -265,667 -204,139 -21,632 -83,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 2.2 13.6 74.6 84.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 28 53 123 107 187 168
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 791,756
COMMITMENTS
20,228 47,156 385,173 379,920 358,222 785,321 790,551 6,435 1,205
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 16,338)
-7,293 -7,628 20,889 849 2,461 14,444 15,722 1,894 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.0 48.6 48.0 45.2 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 15 19 47 44 67 67
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,552
COMMITMENTS
6,384 9,038 1,689 276,728 281,129 284,801 291,856 13,751 6,696
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,147)
-336 -2,595 277 1,904 2,012 1,845 -306 302 2,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.0 0.6 92.7 94.2 95.4 97.8 4.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 3 28 28 32 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,152
COMMITMENTS
4,681 0 4,650 92,740 97,658 102,071 102,308 8,081 7,844
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 3,909)
-234 0 791 1,202 1,621 1,759 2,412 2,150 1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 4.2 84.2 88.7 92.7 92.9 7.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 28 25 30 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,549
COMMITMENTS
1,456 4,224 1,964 289,844 295,835 293,264 302,023 16,285 7,526
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,874)
-1,118 -258 762 -2,904 2,810 -3,260 3,314 5,134 -1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.4 0.6 93.6 95.6 94.7 97.6 5.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 30 28 34 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 772,102
COMMITMENTS
2,487 7,130 6,662 754,094 755,622 763,243 769,414 8,859 2,688
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -26,508)
461 -391 -211 -26,824 -25,162 -26,574 -25,764 66 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.9 97.7 97.9 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 3 43 29 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 508,403
COMMITMENTS
6,352 2,486 277 466,514 494,918 473,143 497,681 35,260 10,722
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 7,527)
-394 -65 -2 6,837 4,477 6,441 4,410 1,086 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 0.1 91.8 97.3 93.1 97.9 6.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 2 30 37 36 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 442,688
COMMITMENTS
6,591 2,304 823 419,082 427,830 426,496 430,957 16,192 11,731
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 7,593)
1,354 -798 59 -2,432 2,212 -1,019 1,473 8,612 6,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.5 0.2 94.7 96.6 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 1 4 35 41 42 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,760
COMMITMENTS
4,513 10,226 1,599 267,391 272,236 273,503 284,061 17,257 6,699
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 8,857)
622 55 -307 7,668 7,857 7,983 7,605 874 1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.5 0.5 92.0 93.6 94.1 97.7 5.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 4 40 38 44 46
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,475
COMMITMENTS
5,820 0 735 81,222 85,130 87,777 85,865 4,698 6,610
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,059)
632 0 0 26 1,468 658 1,468 1,401 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.8 87.8 92.1 94.9 92.9 5.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 24 23 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,380
COMMITMENTS
0 0 0 57,062 58,690 57,062 58,690 3,318 1,690
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -1,236 -930 -1,236 -930 1,236 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 97.2 94.5 97.2 5.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 17 18 17 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,449
COMMITMENTS
2,368 378 1,474 170,997 171,784 174,839 173,636 6,610 7,813
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 7,514)
726 184 -147 6,576 4,082 7,155 4,119 359 3,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.8 94.2 94.7 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 20 19 23 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,437
COMMITMENTS
1,409 6,549 0 170,799 164,165 172,208 170,714 10,229 11,723
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,135)
31 2,295 0 -66 -5,434 -35 -3,139 1,170 4,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.6 0.0 93.6 90.0 94.4 93.6 5.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 22 22 23 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,270
COMMITMENTS
0 0 0 135,199 129,883 135,199 129,883 5,071 10,387
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,854)
0 0 0 2,225 -1,058 2,225 -1,058 -371 2,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 92.6 96.4 92.6 3.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 15 16 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,618
COMMITMENTS
7,937 2,132 0 34,281 38,853 42,218 40,985 400 1,633
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,010)
120 0 0 1,736 651 1,856 651 154 1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 5.0 0.0 80.4 91.2 99.1 96.2 0.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 20 21 22 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 565,532
COMMITMENTS
16,728 15,135 3,292 535,859 529,573 555,879 548,000 9,653 17,532
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 5,717)
1,996 1,134 244 -753 -5,746 1,487 -4,368 4,230 10,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.7 0.6 94.8 93.6 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
4 6 3 48 47 54 54
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,726
COMMITMENTS
1 9,960 2,318 205,299 195,529 207,618 207,807 6,108 5,919
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 6,519)
-676 -762 201 6,299 3,267 5,824 2,706 695 3,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.1 96.1 91.5 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 5 28 30 33 36
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,402
COMMITMENTS
210 0 0 34,976 35,936 35,186 35,936 3,216 2,466
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,720)
0 0 0 1,720 148 1,720 148 0 1,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 91.1 93.6 91.6 93.6 8.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 15 13 15
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,059
COMMITMENTS
0 3,301 956 87,179 78,054 88,135 82,311 4,924 10,748
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,181)
0 -1,690 850 835 3 1,685 -837 -504 2,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.0 93.7 83.9 94.7 88.5 5.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 18 12 20 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,574
COMMITMENTS
2,130 26,754 0 141,359 124,934 143,489 151,688 17,085 8,886
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -210)
-1,530 -2,190 0 -14,010 -4,560 -15,540 -6,750 15,330 6,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 16.7 0.0 88.0 77.8 89.4 94.5 10.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 9 0 21 25 22 34
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,632
COMMITMENTS
6,862 26,055 5,487 143,061 127,974 155,410 159,516 20,222 16,116
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -180)
73 -780 -870 -18,966 -13,813 -19,763 -15,463 19,583 15,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 14.8 3.1 81.5 72.9 88.5 90.8 11.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
5 13 2 31 38 38 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,177
COMMITMENTS
0 1,050 0 127,467 126,023 127,467 127,073 3,710 4,104
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,240)
0 -124 0 -3,906 -2,046 -3,906 -2,170 2,666 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 97.2 96.1 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 24 21 24 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,020
COMMITMENTS
0 360 0 26,429 25,932 26,429 26,292 1,591 1,728
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -645 -837 -645 -837 645 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 94.3 92.5 94.3 93.8 5.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 15 15 16
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,416
COMMITMENTS
0 1,618 1,285 262,772 255,098 264,057 258,001 5,359 11,415
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 3,336)
0 -186 0 1,153 2,301 1,153 2,115 2,183 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.5 97.5 94.7 98.0 95.8 2.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 33 28 34 30
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,471
COMMITMENTS
305 976 762 92,723 93,508 93,790 95,246 13,681 12,225
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 3,382)
-642 -1,379 53 3,037 1,088 2,448 -238 934 3,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.7 86.3 87.0 87.3 88.6 12.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 15 18 17 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,693
COMMITMENTS
501 1,320 761 158,602 157,122 159,864 159,203 4,829 5,490
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,695)
-184 0 0 2,539 2,111 2,355 2,111 340 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 0.5 96.3 95.4 97.1 96.7 2.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 1 24 26 25 30
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,640
COMMITMENTS
390 0 30 56,620 57,378 57,040 57,408 2,600 2,232
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,438)
154 0 -154 1,560 392 1,560 238 -122 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 94.9 96.2 95.6 96.3 4.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 12 16 13 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,806
COMMITMENTS
9,272 475 563 130,304 142,093 140,139 143,131 12,667 9,675
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,108)
0 -122 0 -1,477 775 -1,477 653 2,585 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.3 0.4 85.3 93.0 91.7 93.7 8.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 18 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,290
COMMITMENTS
0 0 0 104,802 109,256 104,802 109,256 12,488 8,034
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 192)
0 0 0 -101 -933 -101 -933 293 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 93.2 89.4 93.2 10.6 6.8
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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,959
COMMITMENTS
492 0 0 55,777 57,625 56,269 57,625 1,690 334
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -736)
0 0 0 -1,325 -796 -1,325 -796 589 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 96.2 99.4 97.1 99.4 2.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 17 14 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,232
COMMITMENTS
3,528 300 427 203,971 197,896 207,926 198,623 6,306 15,609
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 9,008)
212 0 183 7,555 3,397 7,950 3,580 1,058 5,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.2 95.2 92.4 97.1 92.7 2.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 21 19 24 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,057
COMMITMENTS
141 3,289 1,706 170,256 171,645 172,103 176,640 12,954 8,417
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -6,802)
141 -1,801 -42 -6,762 -5,688 -6,663 -7,531 -139 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.9 92.0 92.8 93.0 95.5 7.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 3 29 23 32 29
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,745
COMMITMENTS
2,507 0 0 22,261 29,067 24,768 29,067 7,977 3,678
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,464)
-279 0 0 -3,844 -1,233 -4,123 -1,233 5,587 2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 68.0 88.8 75.6 88.8 24.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 12 13 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 239,663
COMMITMENTS
4,338 2,670 259 223,051 223,001 227,648 225,930 12,015 13,733
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,802)
0 -320 61 -2,276 -802 -2,215 -1,061 4,017 2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 0.1 93.1 93.0 95.0 94.3 5.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 30 30 32 32
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 137,906
COMMITMENTS
1,811 0 60 127,974 129,105 129,845 129,165 8,061 8,741
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 5,785)
584 0 -579 3,462 3,826 3,467 3,247 2,318 2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 92.8 93.6 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 19 19 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 124,362
COMMITMENTS
0 0 0 118,901 117,984 118,901 117,984 5,461 6,378
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,342)
0 0 0 566 275 566 275 1,776 2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 94.9 95.6 94.9 4.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 19 21 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,520
COMMITMENTS
3,457 1,794 0 60,611 64,240 64,068 66,034 5,452 3,486
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 177)
521 118 0 -1,231 -185 -710 -67 887 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.6 0.0 87.2 92.4 92.2 95.0 7.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 13 15 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 47,287
COMMITMENTS
1,338 253 150 34,173 41,827 35,661 42,230 11,626 5,057
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 432)
0 -60 60 -8,574 -3,071 -8,514 -3,071 8,946 3,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 0.3 72.3 88.5 75.4 89.3 24.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 13 18 15 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 160,399
COMMITMENTS
1,426 0 0 132,835 151,194 134,261 151,194 26,138 9,205
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 0)
-198 0 0 -2,703 -600 -2,901 -600 2,901 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 82.8 94.3 83.7 94.3 16.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 14 17 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,249
COMMITMENTS
4,571 0 2 65,391 71,107 69,964 71,109 4,285 3,140
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -117)
-276 0 0 -743 -2,127 -1,019 -2,127 902 2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 88.1 95.8 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 17 24 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 178,947
COMMITMENTS
4,920 0 0 169,423 171,333 174,343 171,333 4,604 7,614
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 7,012)
-480 0 0 7,012 2,932 6,532 2,932 480 4,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 94.7 95.7 97.4 95.7 2.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 10 17 11 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 70,592
COMMITMENTS
9,637 4,592 4,252 54,972 60,533 68,861 69,376 1,731 1,216
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,087)
-25 194 -167 -1,663 -1,839 -1,855 -1,813 768 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 6.5 6.0 77.9 85.7 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 7 10 34 31 48 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,835
COMMITMENTS
4,700 393 570 35,565 39,872 40,835 40,835 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -3,098)
-1,847 33 13 -1,263 -3,143 -3,098 -3,098 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.0 1.4 87.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 2 4 23 19 33 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,486
COMMITMENTS
2,395 1,550 455 21,636 22,481 24,486 24,486 0 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,266)
-275 350 -400 -1,591 -2,216 -2,266 -2,266 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.3 1.9 88.4 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 18 17 22 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 173,834
COMMITMENTS
9,663 16,712 4,191 155,156 147,471 169,010 168,374 4,824 5,460
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,647)
-178 -678 -535 -6,471 -6,721 -7,184 -7,934 4,537 5,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.6 2.4 89.3 84.8 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 3 38 36 44 42
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,676
COMMITMENTS
4,391 11,758 1,002 59,280 51,916 64,673 64,676 3 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 37)
-100 14 50 87 34 37 97 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 18.2 1.5 91.7 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 6 4 17 18 30 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 37,207
COMMITMENTS
0 1,400 0 37,204 35,807 37,204 37,207 3 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,550)
0 25 0 -1,550 -1,575 -1,550 -1,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 100.0 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 11 12 11 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 52,581
COMMITMENTS
1,391 3,750 724 50,186 47,860 52,301 52,334 280 247
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 300)
-105 0 0 250 180 145 180 155 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.1 1.4 95.4 91.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 5 1 28 24 29 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 74,548
COMMITMENTS
5,166 3,025 2,340 66,608 68,770 74,114 74,135 434 413
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,845)
1,805 -395 475 350 2,593 2,630 2,673 215 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.1 3.1 89.3 92.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 6 8 30 30 39 43
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,601
COMMITMENTS
2,125 936 854 68,680 69,916 71,659 71,706 1,942 1,895
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,125)
60 -20 0 -741 -375 -681 -395 1,806 1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 1.2 93.3 95.0 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 25 26 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,913
COMMITMENTS
3,065 295 655 98,514 102,064 102,234 103,014 1,679 899
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,409)
260 95 -95 -260 835 -95 835 1,504 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.6 94.8 98.2 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 1 27 27 32 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,846
COMMITMENTS
650 0 0 30,141 30,490 30,791 30,490 55 356
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 5 15 5 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.7 98.8 99.8 98.8 0.2 1.2
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 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 33,140
COMMITMENTS
300 0 0 32,710 32,840 33,010 32,840 130 300
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 105)
0 0 0 90 105 90 105 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.7 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 22 17 23 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,245
COMMITMENTS
11,519 392 3,207 23,993 35,259 38,719 38,858 526 387
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 197)
-689 140 -285 1,173 369 199 223 -2 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 1.0 8.2 61.1 89.8 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 4 7 21 25 33 35
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,088
COMMITMENTS
450 600 0 38,638 38,403 39,088 39,003 0 85
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 400)
0 400 0 400 0 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 0.0 98.8 98.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 0 26 21 29 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,328
COMMITMENTS
2,429 2,420 541 42,628 43,322 45,598 46,283 730 45
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 570)
65 220 100 405 250 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.2 1.2 92.0 93.5 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 4 3 24 21 30 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,874
COMMITMENTS
2,349 0 163 40,611 44,201 43,123 44,364 1,751 510
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 340)
-150 0 0 -966 220 -1,116 220 1,456 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.4 90.5 98.5 96.1 98.9 3.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 23 19 26 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,967
COMMITMENTS
1,935 1,500 175 46,347 47,782 48,457 49,457 1,510 510
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 95)
-185 0 0 -1,150 -45 -1,335 -45 1,430 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.0 0.4 92.8 95.6 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 17 26 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,787
COMMITMENTS
414 350 1,065 77,116 77,198 78,595 78,613 192 174
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 746)
239 0 -108 615 854 746 746 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 1.4 97.9 98.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 29 27 30 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 114,549
COMMITMENTS
2,154 10,534 1,352 110,753 102,294 114,259 114,180 290 369
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,427)
-211 -313 279 1,349 1,466 1,417 1,432 10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.2 1.2 96.7 89.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 10 4 29 27 41 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 45,910
COMMITMENTS
1,100 450 650 44,140 44,810 45,890 45,910 20 0
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,750)
0 -275 125 1,625 1,900 1,750 1,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 1.4 96.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 3 14 16 17 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,095
COMMITMENTS
1,350 1,993 1,222 31,790 31,180 34,362 34,395 733 700
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -130 -625 -130 -625 40 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.7 3.5 90.6 88.8 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 21 20 26 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 40,543
COMMITMENTS
7,698 1,200 1,385 31,025 37,503 40,108 40,088 435 455
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -55 -470 -55 -470 25 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.0 3.4 76.5 92.5 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 1 4 25 22 33 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,462
COMMITMENTS
50 2,753 53 41,615 38,241 41,718 41,047 744 1,415
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 245)
0 -142 2 -157 -547 -155 -687 400 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.5 0.1 98.0 90.1 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 15 17 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,913
COMMITMENTS
51 1,750 0 35,557 32,985 35,608 34,735 305 1,178
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -75)
0 -295 0 -370 -898 -370 -1,193 295 1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.9 0.0 99.0 91.8 99.2 96.7 0.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 14 17 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,089
COMMITMENTS
2,419 1,445 80 28,863 31,250 31,362 32,775 1,727 314
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 645)
2 50 0 -649 281 -647 331 1,292 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.4 0.2 87.2 94.4 94.8 99.1 5.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 2 23 20 30 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,681
COMMITMENTS
750 10 360 20,808 22,201 21,918 22,571 1,763 1,110
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 45)
10 -125 -10 -1,213 -820 -1,213 -955 1,258 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.5 87.9 93.8 92.6 95.3 7.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 16 18 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,615
COMMITMENTS
1,400 8,055 706 47,078 40,618 49,184 49,379 431 236
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,106)
-74 -979 53 -1,330 -365 -1,351 -1,291 245 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 16.2 1.4 94.9 81.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 3 27 23 32 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,962
COMMITMENTS
0 3,772 78 39,935 36,677 40,013 40,527 949 435
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 120)
-125 -492 -58 -270 255 -453 -295 573 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.2 97.5 89.5 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 22 19 25 22
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,675
COMMITMENTS
0 1,350 0 20,525 19,307 20,525 20,657 150 18
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -843)
0 60 0 -833 -900 -833 -840 -10 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 99.3 93.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 14 12 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,730
COMMITMENTS
1,095 350 0 12,390 12,820 13,485 13,170 245 560
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -60 -560 -60 -560 60 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.5 0.0 90.2 93.4 98.2 95.9 1.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 0 17 9 21 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,780
COMMITMENTS
945 350 0 12,610 12,860 13,555 13,210 225 570
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 60)
0 0 0 0 -510 0 -510 60 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.5 0.0 91.5 93.3 98.4 95.9 1.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 0 17 9 22 11
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,455
COMMITMENTS
170 0 0 20,115 20,310 20,285 20,310 1,170 1,145
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 0)
-85 0 0 -515 -575 -600 -575 600 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 93.8 94.7 94.5 94.7 5.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 12 12 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,850
COMMITMENTS
325 0 200 21,798 21,225 22,323 21,425 527 1,425
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 815)
0 0 0 544 -610 544 -610 271 1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.9 95.4 92.9 97.7 93.8 2.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 14 14 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,510
COMMITMENTS
525 0 0 18,574 17,995 19,099 17,995 411 1,515
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 425)
0 0 0 330 -1,090 330 -1,090 95 1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.2 92.2 97.9 92.2 2.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 14 11 18 11
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,240
COMMITMENTS
660 1,900 0 7,095 6,240 7,755 8,140 485 100
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 340)
0 300 0 80 -10 80 290 260 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 23.1 0.0 86.1 75.7 94.1 98.8 5.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 15 15 16 17
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,070
COMMITMENTS
0 100 0 5,695 5,870 5,695 5,970 375 100
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 70)
0 100 0 -180 -80 -180 20 250 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 93.8 96.7 93.8 98.4 6.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,178
COMMITMENTS
1,250 725 1,000 27,573 29,318 29,823 31,043 1,355 135
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 580)
-75 0 0 -281 490 -356 490 936 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.3 3.2 88.4 94.0 95.7 99.6 4.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 1 17 18 21 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,113
COMMITMENTS
1,250 725 1,000 27,615 29,253 29,865 30,978 1,248 135
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 542)
-75 0 0 -209 452 -284 452 826 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.3 3.2 88.8 94.0 96.0 99.6 4.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 18 20 22 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,901
COMMITMENTS
2,375 1,380 3,505 99,994 99,331 105,874 104,216 3,027 4,685
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -420)
45 -200 100 -3,317 -4,750 -3,172 -4,850 2,752 4,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.3 3.2 91.8 91.2 97.2 95.7 2.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 3 6 33 30 42 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,262
COMMITMENTS
4,272 2,970 2,793 117,955 117,763 125,020 123,526 3,242 4,736
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,296)
177 65 133 -986 -2,623 -676 -2,425 2,972 4,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.3 2.2 92.0 91.8 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 7 37 34 47 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 273,872
COMMITMENTS
31,226 15,635 15,320 222,225 240,378 268,771 271,333 5,101 2,539
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -563)
-518 725 115 -4,929 -3,685 -5,333 -2,846 4,770 2,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.7 5.6 81.1 87.8 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 13 24 43 45 77 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,106
COMMITMENTS
2,383 150 175 30,929 33,956 33,487 34,281 1,619 825
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 145)
-140 0 0 -1,050 -665 -1,190 -665 1,335 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.4 0.5 88.1 96.7 95.4 97.6 4.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 21 13 23 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,422
COMMITMENTS
1,358 80 920 29,635 31,592 31,913 32,592 1,509 830
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 175)
-70 30 -30 -950 -640 -1,050 -640 1,225 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 2.8 88.7 94.5 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 20 12 23 15
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,585
COMMITMENTS
0 400 265 2,649 2,232 2,914 2,897 671 688
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -832)
-40 -123 -76 -559 -796 -675 -995 -157 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 7.4 73.9 62.3 81.3 80.8 18.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 6 4 16 19 20 25
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,905
COMMITMENTS
2,012 1,452 715 35,923 36,608 38,650 38,775 255 130
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -3,460)
-258 -182 -36 -3,141 -3,222 -3,435 -3,440 -25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.7 1.8 92.3 94.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 4 24 26 31 33
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,029
COMMITMENTS
1,273 235 166 10,479 10,304 11,918 10,705 111 1,324
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,631)
-483 -15 0 -1,158 -1,612 -1,641 -1,627 10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.0 1.4 87.1 85.7 99.1 89.0 0.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 15 19 19 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,708
COMMITMENTS
254 6 297 9,679 9,796 10,230 10,099 478 609
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,092)
-197 -128 -84 -941 -919 -1,222 -1,131 130 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.1 2.8 90.4 91.5 95.5 94.3 4.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 24 22 28 24
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,432
COMMITMENTS
215 994 0 11,172 10,353 11,387 11,347 45 85
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -3,161)
-20 175 -113 -3,028 -3,308 -3,161 -3,246 0 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.7 0.0 97.7 90.6 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 0 13 18 14 23
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 69,104
COMMITMENTS
7,293 3,339 4,750 56,827 60,094 68,870 68,183 234 921
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -9,974)
-410 -87 -735 -8,073 -8,007 -9,218 -8,829 -756 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.8 6.9 82.2 87.0 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 13 23 47 47 76 74
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 40,277
COMMITMENTS
3,505 1 170 35,867 36,326 39,542 36,497 735 3,780
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 245)
-100 1 -30 375 -86 245 -115 0 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.4 89.1 90.2 98.2 90.6 1.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 23 24 26 27
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,931
COMMITMENTS
125 1,500 325 12,281 10,826 12,731 12,651 200 280
CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 466)
20 0 -14 460 480 466 466 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 11.6 2.5 95.0 83.7 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 14 16 17 20
Updated April 6, 2018