NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 39,946
COMMITMENTS
7,860 27,106 595 31,491 12,245 39,946 39,946 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -295)
0 105 45 -340 -445 -295 -295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 67.9 1.5 78.8 30.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 11 2 12 7 18 18
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,816
COMMITMENTS
2,460 5,295 50 28,290 25,471 30,800 30,816 16 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 597)
500 0 0 97 597 597 597 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 17.2 0.2 91.8 82.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 1 8 10 14 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 72,922
COMMITMENTS
6,668 11,131 7,025 59,227 54,766 72,920 72,922 2 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 3,456)
365 894 23 3,088 2,539 3,476 3,456 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 15.3 9.6 81.2 75.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 10 11 14 13 35 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,697
COMMITMENTS
10,793 24,788 762 35,142 21,147 46,697 46,697 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 400)
0 400 0 400 0 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 53.1 1.6 75.3 45.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 1 8 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,197
COMMITMENTS
9,497 27,035 0 31,700 14,162 41,197 41,197 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 400)
0 400 0 400 0 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 65.6 0.0 76.9 34.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 0 9 7 15 14
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,186
COMMITMENTS
11,600 15,498 200 19,386 15,488 31,186 31,186 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 49.7 0.6 62.2 49.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 12 9 17 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,768
COMMITMENTS
13,620 16,875 100 17,048 13,793 30,768 30,768 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 54.8 0.3 55.4 44.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 1 7 8 13 15
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,245
COMMITMENTS
9,020 3,855 0 12,225 17,390 21,245 21,245 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 18.1 0.0 57.5 81.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 0 7 4 14 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072
COMMITMENTS
5,497 5,275 0 21,575 21,797 27,072 27,072 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -250)
0 0 0 -250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 19.5 0.0 79.7 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 11 5 15 7
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,900
COMMITMENTS
9,100 1,950 0 5,800 12,950 14,900 14,900 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 13.1 0.0 38.9 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 7 4 14 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,440
COMMITMENTS
9,430 16,290 0 16,010 9,150 25,440 25,440 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 64.0 0.0 62.9 36.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 8 0 5 6 10 14
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 19,482
COMMITMENTS
4,117 539 1,479 13,886 17,464 19,482 19,482 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 731)
53 101 500 178 130 731 731 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.8 7.6 71.3 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 4 2 15 9 19 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 20,512
COMMITMENTS
4,227 244 2,511 13,527 17,595 20,265 20,350 247 162
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 603)
88 0 -198 593 821 483 623 120 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 1.2 12.2 65.9 85.8 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 4 6 23 25 32 33
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,271
COMMITMENTS
2,160 7,212 1,842 22,027 17,019 26,029 26,073 242 198
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,645)
-40 78 65 1,492 1,430 1,517 1,573 128 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 27.5 7.0 83.8 64.8 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 3 29 19 36 24
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,326,525
COMMITMENTS
538,213 112,512 573,857 4177230 4627071 5289300 5313440 37,225 13,085
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 26,357)
5,794 -3,088 -31,526 55,669 59,778 29,937 25,164 -3,580 1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.1 10.8 78.4 86.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
58 17 53 133 109 203 167
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 761,715
COMMITMENTS
30,072 72,482 363,139 361,816 324,744 755,026 760,364 6,688 1,351
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 23,534)
-4,448 -3,311 19,936 8,042 6,927 23,530 23,552 4 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.5 47.7 47.5 42.6 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 13 23 45 45 72 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,093
COMMITMENTS
773 6,041 237 260,049 261,659 261,059 267,937 11,034 4,156
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 59)
-457 -217 -10 2,535 306 2,068 79 -2,009 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.2 0.1 95.6 96.2 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 29 27 30 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,680
COMMITMENTS
3,461 31 6,581 100,594 103,350 110,636 109,962 4,044 4,718
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,912)
-282 -434 783 2,200 3,020 2,701 3,369 211 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 5.7 87.7 90.1 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 4 22 24 26 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 352,995
COMMITMENTS
2,027 5,169 1,939 339,740 337,797 343,706 344,905 9,289 8,090
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 13,407)
-97 33 9 13,185 13,827 13,097 13,869 310 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.5 0.5 96.2 95.7 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 3 27 32 30 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 858,717
COMMITMENTS
3,679 7,008 7,930 835,072 840,072 846,681 855,010 12,036 3,707
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 22,905)
1,835 -3 341 19,661 22,168 21,837 22,506 1,068 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.9 97.2 97.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 2 43 27 47 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 451,968
COMMITMENTS
5,432 2,718 210 419,519 441,693 425,161 444,621 26,807 7,347
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -266)
-123 -302 30 -266 -747 -359 -1,019 93 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.0 92.8 97.7 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 1 35 41 37 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 522,165
COMMITMENTS
4,209 2,202 797 502,911 513,007 507,917 516,006 14,248 6,159
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 6,486)
-26 277 33 4,686 7,151 4,693 7,461 1,793 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.2 96.3 98.2 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 4 35 39 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,635
COMMITMENTS
1,325 7,533 300 294,714 290,095 296,339 297,928 7,296 5,707
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 6,709)
-956 324 -62 8,887 6,805 7,869 7,067 -1,160 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.5 0.1 97.1 95.5 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 2 43 37 45 42
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,555
COMMITMENTS
875 2,101 2,382 88,484 88,536 91,741 93,019 5,814 4,536
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,974)
0 -1,004 -119 2,365 4,281 2,246 3,158 728 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.2 2.4 90.7 90.8 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 20 24 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,293
COMMITMENTS
700 0 0 49,246 50,719 49,946 50,719 1,347 574
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,393)
0 0 0 1,393 1,239 1,393 1,239 0 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.0 98.9 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 17 15 18 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,736
COMMITMENTS
0 2,426 1,370 180,884 185,838 182,254 189,634 12,482 5,102
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 136)
0 816 -185 -1,321 -243 -1,506 388 1,642 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.7 92.9 95.4 93.6 97.4 6.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 17 18 19 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,466
COMMITMENTS
2,091 1,510 0 156,455 156,209 158,546 157,719 8,920 9,747
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 515)
236 0 -7 -2 -2,343 227 -2,350 288 2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 0.0 93.4 93.3 94.7 94.2 5.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 25 21 26 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,146
COMMITMENTS
0 0 0 187,281 190,065 187,281 190,065 7,865 5,081
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 11,641)
0 0 0 12,578 11,521 12,578 11,521 -937 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 97.4 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 16 15 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,523
COMMITMENTS
3,942 1,344 240 19,936 23,189 24,118 24,773 1,405 750
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 558)
868 0 0 -465 558 403 558 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.3 0.9 78.1 90.9 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 11 15 15 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 566,842
COMMITMENTS
18,377 17,149 3,844 534,381 538,937 556,602 559,930 10,240 6,912
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,779)
3,331 1,423 -400 -3,087 989 -156 2,012 2,935 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 0.7 94.3 95.1 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 6 7 49 50 59 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,924
COMMITMENTS
248 6,839 897 240,461 228,207 241,606 235,943 4,318 9,981
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 12,180)
248 2,641 -184 12,170 9,885 12,234 12,342 -54 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.8 0.4 97.8 92.8 98.2 95.9 1.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 6 3 28 28 32 34
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,447
COMMITMENTS
848 1,770 0 35,196 34,522 36,044 36,292 1,403 1,155
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,662)
0 0 0 1,662 1,662 1,662 1,662 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.7 0.0 94.0 92.2 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 15 11 16 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,397
COMMITMENTS
0 1,109 0 79,018 77,513 79,018 78,622 7,379 7,775
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -475)
0 -64 0 -291 -820 -291 -884 -184 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 91.5 89.7 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 12 16 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,072
COMMITMENTS
2,832 1,970 0 128,899 134,344 131,731 136,314 7,341 2,758
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 7,812)
372 248 0 6,584 7,192 6,956 7,440 856 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.4 0.0 92.7 96.6 94.7 98.0 5.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 15 14 16 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,731
COMMITMENTS
9,042 5,502 0 127,805 134,257 136,847 139,759 3,884 972
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 7,688)
372 372 0 7,196 6,854 7,568 7,226 120 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.9 0.0 90.8 95.4 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 5 0 30 30 32 35
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,509
COMMITMENTS
720 570 0 177,367 176,715 178,087 177,285 1,422 2,224
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 481)
0 0 0 846 603 846 603 -365 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 98.8 98.4 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 22 18 23 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,288
COMMITMENTS
92 732 915 264,036 255,082 265,043 256,729 3,245 11,559
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 5,175)
0 246 0 4,687 3,778 4,687 4,024 488 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 98.4 95.1 98.8 95.7 1.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 33 28 34 30
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,776
COMMITMENTS
1,534 0 1,142 88,325 90,176 91,001 91,318 13,775 13,458
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,816)
1,534 -104 -107 -71 1,379 1,356 1,168 1,460 1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 1.1 84.3 86.1 86.9 87.2 13.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 19 17 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,419
COMMITMENTS
307 0 1,161 159,035 156,746 160,503 157,907 2,916 5,512
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,650)
-302 0 -33 1,985 1,683 1,650 1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.7 97.3 95.9 98.2 96.6 1.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 21 24 22 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,566
COMMITMENTS
8,821 0 827 138,437 152,146 148,085 152,973 9,481 4,593
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,109)
572 0 114 1,390 3,107 2,076 3,221 33 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.5 87.9 96.6 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 19 16 22 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,150
COMMITMENTS
0 0 0 101,179 100,899 101,179 100,899 9,971 10,251
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -216)
0 0 0 303 -4,371 303 -4,371 -519 4,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 90.8 91.0 90.8 9.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,969
COMMITMENTS
1,703 1,477 542 194,898 186,136 197,143 188,155 2,826 11,814
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 830)
47 321 -13 264 690 298 998 532 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.3 97.5 93.1 98.6 94.1 1.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 17 25 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,743
COMMITMENTS
0 3,405 918 146,348 148,716 147,266 153,039 12,477 6,704
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 7,989)
0 1,065 -302 8,377 7,002 8,075 7,765 -86 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.6 91.6 93.1 92.2 95.8 7.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 2 32 28 34 31
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 230,552
COMMITMENTS
4,542 1,654 1,503 215,785 218,440 221,830 221,597 8,722 8,955
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 34)
-184 -759 -122 1,349 859 1,043 -22 -1,009 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.7 0.7 93.6 94.7 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 1 31 28 35 29
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 150,119
COMMITMENTS
113 0 1,389 145,310 143,661 146,812 145,050 3,307 5,069
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 556)
113 -68 -82 556 675 587 525 -31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.9 96.8 95.7 97.8 96.6 2.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 22 23 23 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,210
COMMITMENTS
0 0 0 148,470 144,994 148,470 144,994 3,740 7,216
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,352)
0 0 0 1,166 1,228 1,166 1,228 186 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 95.3 97.5 95.3 2.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 18 21 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,671
COMMITMENTS
2,240 1,257 0 53,482 62,162 55,722 63,419 8,949 1,252
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 400)
0 -62 0 400 462 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.9 0.0 82.7 96.1 86.2 98.1 13.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 48,193
COMMITMENTS
0 971 0 46,174 46,068 46,174 47,039 2,019 1,154
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,240)
0 248 0 1,272 1,114 1,272 1,362 -32 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 95.8 95.6 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 16 17 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 145,461
COMMITMENTS
1,469 0 0 121,837 137,836 123,306 137,836 22,155 7,625
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 83.8 94.8 84.8 94.8 15.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 14 19 14
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,984
COMMITMENTS
6,938 5,992 964 74,069 76,621 81,971 83,577 4,013 2,407
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 3,283)
492 0 120 3,192 3,195 3,804 3,315 -521 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.0 1.1 86.1 89.1 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 17 25 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 181,117
COMMITMENTS
4,682 0 0 173,876 178,967 178,558 178,967 2,559 2,150
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 3,256)
0 0 0 3,194 3,748 3,194 3,748 62 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.0 98.8 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 15 17 16 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 62,340
COMMITMENTS
9,743 3,814 4,492 47,001 53,504 61,235 61,811 1,105 529
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 262)
-86 16 168 -107 82 -24 266 287 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.1 7.2 75.4 85.8 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 7 11 31 31 45 44
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,248
COMMITMENTS
4,075 1,043 725 41,438 44,400 46,238 46,168 10 80
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 877)
-550 115 25 1,402 797 877 937 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.3 1.6 89.6 96.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 6 6 25 20 34 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,871
COMMITMENTS
345 1,275 680 21,846 20,916 22,871 22,871 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -150)
0 -100 0 -150 -50 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.6 3.0 95.5 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 20 17 24 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 165,821
COMMITMENTS
9,543 22,606 3,839 152,208 139,116 165,590 165,561 231 260
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,548)
-150 -700 0 -1,398 -848 -1,548 -1,548 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 13.6 2.3 91.8 83.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 7 5 36 36 45 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,246
COMMITMENTS
1,120 7,630 1,006 54,000 47,610 56,126 56,246 120 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -2,084)
-622 246 91 -826 -2,421 -1,358 -2,084 -726 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 13.6 1.8 96.0 84.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 5 20 18 30 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,595
COMMITMENTS
300 25 25 32,270 32,545 32,595 32,595 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,425)
0 25 0 -1,356 -725 -1,356 -700 -69 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.1 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 13 15 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 47,150
COMMITMENTS
4,950 2,050 565 41,469 44,355 46,984 46,970 166 180
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 430)
0 0 0 405 445 405 445 25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.3 1.2 88.0 94.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 1 25 28 28 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 77,316
COMMITMENTS
13,409 2,955 1,246 62,381 73,101 77,036 77,302 280 14
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 3,055)
635 0 0 2,430 3,055 3,065 3,055 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 3.8 1.6 80.7 94.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 4 4 31 32 39 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,169
COMMITMENTS
2,885 840 1,285 63,523 65,779 67,693 67,904 476 265
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 910)
0 -20 20 880 920 900 920 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 1.9 93.2 96.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 3 25 25 31 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,417
COMMITMENTS
3,650 170 890 95,247 99,207 99,787 100,267 630 150
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,604)
0 0 0 1,574 1,614 1,574 1,614 30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.2 0.9 94.9 98.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 1 27 27 31 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,925
COMMITMENTS
425 130 20 29,480 29,555 29,925 29,705 0 220
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,670)
-25 -55 0 -1,225 -1,560 -1,250 -1,615 -420 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.1 98.5 98.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 17 25 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 29,160
COMMITMENTS
1,030 300 0 27,860 28,465 28,890 28,765 270 395
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,025)
-45 0 0 -1,090 -1,405 -1,135 -1,405 110 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 0.0 95.5 97.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 19 18 21 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,130
COMMITMENTS
875 350 50 10,205 10,730 11,130 11,130 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 129)
-471 150 0 600 -21 129 129 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.1 0.4 91.7 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 16 8 20 11
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,778
COMMITMENTS
12,353 965 4,001 30,985 42,324 47,338 47,289 440 489
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,205)
2,346 -303 -1,366 -2,143 474 -1,163 -1,195 -42 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 2.0 8.4 64.9 88.6 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 5 12 26 29 42 44
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,278
COMMITMENTS
525 725 0 39,753 39,498 40,278 40,223 0 55
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,125)
105 -120 -5 -1,225 -990 -1,125 -1,115 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 0.0 98.7 98.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 0 28 23 31 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,670
COMMITMENTS
3,205 2,616 570 38,255 39,484 42,030 42,670 640 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -3,697)
-290 -53 -175 -3,202 -3,469 -3,667 -3,697 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.1 1.3 89.7 92.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 3 24 21 31 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,444
COMMITMENTS
1,760 315 620 43,574 44,899 45,954 45,834 490 610
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,190)
180 0 0 795 1,335 975 1,335 215 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.7 1.3 93.8 96.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 21 15 24 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,373
COMMITMENTS
1,915 2,300 550 50,428 49,978 52,893 52,828 480 545
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,500)
510 0 0 835 1,705 1,345 1,705 155 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.3 1.0 94.5 93.6 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 21 16 24 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,979
COMMITMENTS
558 730 769 76,489 76,477 77,816 77,976 163 3
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -2,967)
558 -382 -473 -1,869 -1,902 -1,784 -2,757 -1,183 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 1.0 98.1 98.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 27 28 28 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 116,061
COMMITMENTS
2,016 4,478 2,380 111,371 109,192 115,768 116,051 293 10
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -4,599)
781 -2,376 560 -4,356 -2,623 -3,015 -4,439 -1,584 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.9 2.1 96.0 94.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 7 5 27 25 35 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,845
COMMITMENTS
200 225 25 51,620 51,595 51,845 51,845 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -2,475)
0 -125 0 -2,250 -1,475 -2,250 -1,600 -225 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 99.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 13 15 15 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,849
COMMITMENTS
2,730 1,525 500 34,864 36,749 38,094 38,774 755 75
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -290)
0 0 0 -230 -290 -230 -290 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.9 1.3 89.7 94.6 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 21 19 25 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,414
COMMITMENTS
8,618 3,500 630 32,701 38,264 41,949 42,394 465 20
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -810)
-530 500 0 -590 -1,330 -1,120 -830 310 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.3 1.5 77.1 90.2 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 3 2 24 22 32 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,111
COMMITMENTS
10 2,486 52 38,950 36,163 39,012 38,701 99 410
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.1 99.6 92.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 15 15 17 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,104
COMMITMENTS
0 1,435 0 32,044 30,239 32,044 31,674 60 430
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 99.8 94.2 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,158
COMMITMENTS
845 2,305 70 32,757 31,773 33,672 34,148 486 10
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 555)
-50 -100 50 555 605 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.7 0.2 95.9 93.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 21 21 26 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,509
COMMITMENTS
500 145 125 21,495 22,179 22,120 22,449 389 60
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.6 95.5 98.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 17 19 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,129
COMMITMENTS
1,714 7,381 353 49,967 44,328 52,034 52,062 95 67
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -601)
40 281 -38 -602 -843 -601 -600 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 14.2 0.7 95.9 85.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 4 27 24 35 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,186
COMMITMENTS
40 3,310 160 42,634 39,668 42,834 43,138 352 48
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -90 -110 -90 -110 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.7 0.4 98.7 91.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 24 19 26 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,766
COMMITMENTS
2,450 530 25 19,023 21,193 21,498 21,748 268 18
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -145)
0 9 -75 -70 -79 -145 -145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.4 0.1 87.4 97.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 12 15 14 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,165
COMMITMENTS
870 1,050 0 17,200 17,115 18,070 18,165 95 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.8 0.0 94.7 94.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 0 15 9 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,935
COMMITMENTS
600 4,600 50 20,080 16,285 20,730 20,935 205 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 22.0 0.2 95.9 77.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 17 9 19 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 256,247
COMMITMENTS
547 10,445 25,026 230,054 220,776 255,626 256,247 621 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 4,773)
-237 -327 4,133 877 968 4,772 4,773 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.1 9.8 89.8 86.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 15 16 18 19
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,185
COMMITMENTS
720 0 0 21,285 22,125 22,005 22,125 180 60
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 95.9 99.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,900
COMMITMENTS
850 25 100 19,639 20,775 20,589 20,900 311 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 0.5 94.0 99.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 14 13 18 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,720
COMMITMENTS
850 25 100 15,543 16,595 16,493 16,720 227 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.1 0.6 93.0 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 11 18 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,915
COMMITMENTS
600 4,375 125 9,895 6,330 10,620 10,830 295 85
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 40.1 1.1 90.7 58.0 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 14 10 16 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,585
COMMITMENTS
600 1,325 75 6,685 6,100 7,360 7,500 225 85
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.5 1.0 88.1 80.4 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 10 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,711
COMMITMENTS
1,175 2,770 255 38,734 37,686 40,164 40,711 547 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 205)
0 -300 180 -44 325 136 205 69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.8 0.6 95.1 92.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 15 21 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,780
COMMITMENTS
1,175 2,770 255 38,801 37,755 40,231 40,780 549 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -220)
0 -300 180 -469 -100 -289 -220 69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.8 0.6 95.1 92.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 19 16 22 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,231
COMMITMENTS
6,414 1,344 3,601 102,953 108,021 112,968 112,966 263 265
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 2,473)
-700 65 580 2,593 1,818 2,473 2,463 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.2 3.2 90.9 95.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 2 7 32 27 43 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 132,148
COMMITMENTS
12,654 2,809 1,901 117,348 127,438 131,903 132,148 245 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 3,663)
-300 390 180 3,783 3,093 3,663 3,663 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.1 1.4 88.8 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 5 7 34 32 45 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 276,737
COMMITMENTS
26,525 35,264 21,997 227,741 219,453 276,264 276,714 474 23
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -2,455)
-283 464 521 -2,701 -3,453 -2,463 -2,468 8 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 12.7 7.9 82.3 79.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 13 18 41 45 73 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,728
COMMITMENTS
2,278 425 175 29,012 31,128 31,465 31,728 263 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -330)
0 0 0 -330 -260 -330 -260 0 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.3 0.6 91.4 98.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 20 8 22 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,491
COMMITMENTS
1,358 380 695 28,175 29,416 30,228 30,491 263 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -330)
0 0 0 -330 -260 -330 -260 0 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.2 2.3 92.4 96.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 20 8 23 11
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,719
COMMITMENTS
99 298 89 2,900 2,533 3,088 2,920 631 799
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 65)
-3 21 -13 52 -18 36 -10 29 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.0 2.4 78.0 68.1 83.0 78.5 17.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 4 19 20 23 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,656
COMMITMENTS
3,868 1,251 831 33,558 36,321 38,257 38,403 399 253
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 704)
-30 85 397 337 177 704 659 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 3.2 2.1 86.8 94.0 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 5 30 29 38 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,682
COMMITMENTS
573 436 192 13,803 13,449 14,568 14,077 114 605
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 554)
40 20 -160 664 694 544 554 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.0 1.3 94.0 91.6 99.2 95.9 0.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 4 20 23 24 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,084
COMMITMENTS
279 738 385 9,988 9,671 10,652 10,794 432 290
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 195)
20 -172 -38 174 405 156 195 39 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.7 3.5 90.1 87.3 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 6 29 31 37 37
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,451
COMMITMENTS
299 1,070 310 16,772 15,901 17,381 17,281 70 170
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 883)
-12 78 49 846 714 883 841 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.1 1.8 96.1 91.1 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 19 27 22 31
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 71,880
COMMITMENTS
7,359 5,098 5,009 59,380 61,342 71,748 71,449 132 431
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,385)
-137 -428 -63 1,755 2,081 1,555 1,590 -170 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.1 7.0 82.6 85.3 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 17 26 54 57 84 86
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 44,289
COMMITMENTS
2,690 0 60 41,539 44,229 44,289 44,289 0 0
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 792)
0 0 0 792 792 792 792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.1 93.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 24 26 26 27
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 15,085
COMMITMENTS
2,010 55 550 12,435 14,430 14,995 15,035 90 50
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 1,185)
755 0 -35 465 1,290 1,185 1,255 0 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.4 3.6 82.4 95.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 18 20 24 23
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 188,693
COMMITMENTS
3,729 0 0 176,292 175,691 180,021 175,691 8,672 13,002
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 16,144)
3,729 0 0 15,145 16,504 18,874 16,504 -2,730 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 93.4 93.1 95.4 93.1 4.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 12 13 12
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,260
COMMITMENTS
6,462 1,081 1,800 3,484 12,452 11,746 15,333 5,514 1,927
CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 6.3 10.4 20.2 72.1 68.1 88.8 31.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 6 6 13 13 20
Updated June 15, 2018