NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,316
COMMITMENTS
7,510 24,841 45 30,761 13,430 38,316 38,316 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,494)
0 -1,435 0 -1,494 -59 -1,494 -1,494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 64.8 0.1 80.3 35.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 10 1 12 7 16 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 19,807
COMMITMENTS
723 2,693 0 19,044 17,098 19,767 19,791 40 16
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -8,157)
-2,050 -1,627 -219 -5,904 -6,327 -8,173 -8,173 16 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 13.6 0.0 96.1 86.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 7 10 11 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 59,994
COMMITMENTS
8,701 10,826 2,550 48,723 46,618 59,973 59,994 21 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -12,169)
1,737 -442 -3,818 -10,102 -7,909 -12,183 -12,169 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 18.0 4.2 81.2 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 6 8 15 13 31 23
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,147
COMMITMENTS
9,088 23,118 717 36,342 22,312 46,147 46,147 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -250)
45 -1,270 -45 -250 1,065 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 50.1 1.6 78.8 48.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 9 1 10 6 14 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,762
COMMITMENTS
8,232 28,500 0 32,530 12,262 40,762 40,762 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -435)
-335 1,365 0 -100 -1,800 -435 -435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 69.9 0.0 79.8 30.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 9 0 11 7 14 16
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,678
COMMITMENTS
9,300 14,748 0 20,378 14,930 29,678 29,678 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,519)
200 -1,600 -200 -2,519 -719 -2,519 -2,519 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 49.7 0.0 68.7 50.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 0 12 8 15 12
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 32,576
COMMITMENTS
7,620 17,725 100 24,856 14,751 32,576 32,576 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 54.4 0.3 76.3 45.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 1 9 9 14 16
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,995
COMMITMENTS
5,920 4,155 0 16,075 17,840 21,995 21,995 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 18.9 0.0 73.1 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 9 5 14 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072
COMMITMENTS
5,497 5,275 0 21,575 21,797 27,072 27,072 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 19.5 0.0 79.7 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 11 5 15 7
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,900
COMMITMENTS
8,450 1,950 0 6,450 12,950 14,900 14,900 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 13.1 0.0 43.3 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 8 4 14 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,140
COMMITMENTS
7,150 16,290 0 17,990 8,850 25,140 25,140 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -300)
-750 0 0 450 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 64.8 0.0 71.6 35.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 8 0 8 5 11 13
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,837
COMMITMENTS
2,933 3,040 891 20,012 19,906 23,837 23,837 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,861)
620 2,275 -3,043 -3,438 -5,083 -5,861 -5,851 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 12.8 3.7 84.0 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 2 19 11 22 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,044
COMMITMENTS
2,792 1,111 1,620 11,382 13,193 15,794 15,924 250 120
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,973)
-1,727 857 -1,055 -3,164 -5,733 -5,946 -5,931 -27 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 6.9 10.1 70.9 82.2 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 5 18 23 25 28
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,896
COMMITMENTS
1,005 4,951 1,816 18,796 14,989 21,617 21,756 279 140
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,684)
-1,305 -2,426 -11 -4,455 -3,361 -5,771 -5,798 87 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 22.6 8.3 85.8 68.5 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 2 26 18 32 21
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,231,933
COMMITMENTS
455,151 92,426 601,808 4134238 4525769 5191197 5220003 40,736 11,930
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -178,676)
-55,469 -9,570 15,159 -140,987 -185,301 -181,297 -179,712 2,621 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.8 11.5 79.0 86.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
47 18 50 131 114 193 168
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 721,008
COMMITMENTS
30,165 57,333 333,893 351,326 327,746 715,383 718,971 5,625 2,037
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -42,330)
-7,108 -4,845 -13,386 -14,335 -8,453 -34,828 -26,684 -7,502 -15,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.0 46.3 48.7 45.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 8 20 49 48 74 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,113
COMMITMENTS
0 6,919 1,214 257,083 255,694 258,297 263,827 11,816 6,286
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,420)
-423 1,425 977 -6,022 -8,579 -5,468 -6,177 1,048 1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.4 95.2 94.7 95.6 97.7 4.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 29 26 31 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,502
COMMITMENTS
4,412 31 5,721 109,007 110,647 119,140 116,399 4,362 7,103
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,914)
-305 -249 -841 3,534 1,123 2,388 33 526 2,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 4.6 88.3 89.6 96.5 94.2 3.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 4 23 25 27 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 383,417
COMMITMENTS
1,898 7,648 2,863 368,686 363,474 373,447 373,985 9,970 9,432
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 12,982)
-385 152 -125 13,022 11,858 12,512 11,885 470 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 0.7 96.2 94.8 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 3 30 30 33 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 903,397
COMMITMENTS
3,705 7,008 9,204 874,838 865,760 887,747 881,972 15,650 21,425
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 17,044)
-972 0 -137 14,041 -631 12,932 -768 4,112 17,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 1.0 96.8 95.8 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 2 44 29 48 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,032
COMMITMENTS
2,324 2,936 211 433,617 456,208 436,152 459,355 30,880 7,677
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,371)
155 0 0 1,436 4,841 1,591 4,841 4,780 1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 92.8 97.7 93.4 98.4 6.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 1 2 39 42 43 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 532,786
COMMITMENTS
6,211 1,965 1,049 508,882 520,997 516,142 524,011 16,644 8,775
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 719)
-689 -115 190 -2,448 -1,392 -2,947 -1,317 3,666 2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.2 95.5 97.8 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 4 5 38 43 46 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,769
COMMITMENTS
0 7,244 213 298,290 298,987 298,503 306,444 15,266 7,325
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,173)
0 1,860 62 -2,231 1,821 -2,169 3,743 6,342 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.1 95.1 95.3 95.1 97.7 4.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 5 2 41 36 43 41
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,089
COMMITMENTS
1,578 3,606 4,110 95,486 97,411 101,174 105,127 7,915 3,962
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,479)
462 -1,268 2,215 1,841 7,101 4,518 8,048 3,961 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.3 3.8 87.5 89.3 92.7 96.4 7.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 25 23 27 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,029
COMMITMENTS
0 676 0 51,577 54,362 51,577 55,038 5,452 1,991
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 404)
0 0 0 -4,099 -1,219 -4,099 -1,219 4,503 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 90.4 95.3 90.4 96.5 9.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 19 17 19 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,683
COMMITMENTS
799 2,471 1,325 194,187 195,041 196,311 198,837 9,372 6,846
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,849)
799 -36 -276 196 1,094 719 782 2,130 2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.6 94.4 94.8 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 20 21 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,119
COMMITMENTS
0 3,222 0 173,927 170,959 173,927 174,181 12,192 11,938
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 9,636)
0 0 0 8,918 7,383 8,918 7,383 718 2,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 93.4 91.9 93.4 93.6 6.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 26 23 26 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,684
COMMITMENTS
0 0 0 190,890 192,883 190,890 192,883 8,794 6,801
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,429)
0 0 0 -4,455 -4,575 -4,455 -4,575 2,026 2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 96.6 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,340
COMMITMENTS
6,112 1,988 30 27,176 30,236 33,318 32,254 3,022 4,086
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 435)
-31 -7 -210 -103 -2,833 -344 -3,050 779 3,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.5 0.1 74.8 83.2 91.7 88.8 8.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 17 18 21 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 595,271
COMMITMENTS
19,806 24,849 5,488 552,589 541,575 577,883 571,912 17,388 23,359
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 10,705)
1,214 1,865 119 -612 -9,636 721 -7,652 9,984 18,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.2 0.9 92.8 91.0 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
5 8 7 51 50 62 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 254,231
COMMITMENTS
0 5,492 750 247,903 240,221 248,653 246,463 5,578 7,768
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 667)
0 -928 -31 162 349 131 -610 536 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.3 97.5 94.5 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 6 2 29 30 31 36
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,723
COMMITMENTS
1,003 1,863 0 42,276 40,145 43,279 42,008 2,444 3,715
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,294)
-31 0 0 405 -80 374 -80 1,920 2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.1 0.0 92.5 87.8 94.7 91.9 5.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 19 14 20 16
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,258
COMMITMENTS
450 1,577 521 82,194 79,351 83,165 81,449 7,093 8,809
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,572)
0 1 0 313 898 313 899 2,259 1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.7 0.6 91.1 87.9 92.1 90.2 7.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 13 20 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,035
COMMITMENTS
19,510 8,015 0 163,676 178,111 183,186 186,126 14,849 11,909
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13,918)
2,821 -1,209 0 244 5,641 3,065 4,432 10,853 9,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.0 0.0 82.7 89.9 92.5 94.0 7.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 0 25 31 30 35
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,656
COMMITMENTS
25,962 11,249 0 168,382 182,577 194,344 193,826 10,312 10,830
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 14,817)
3,063 -2,190 -30 5,427 7,149 8,460 4,929 6,357 9,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.5 0.0 82.3 89.2 95.0 94.7 5.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 6 0 35 36 40 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,946
COMMITMENTS
2,047 570 31 179,052 183,558 181,130 184,159 5,816 2,787
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,972)
0 -957 31 -2,499 1,787 -2,468 861 4,440 1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 95.8 98.2 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 1 25 23 28 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,755
COMMITMENTS
781 0 1,225 269,701 265,209 271,707 266,434 6,048 11,321
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 7,898)
78 -515 376 4,944 9,015 5,398 8,876 2,500 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.4 97.1 95.5 97.8 95.9 2.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 2 36 31 38 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,117
COMMITMENTS
0 222 150 14,261 16,020 14,411 16,392 2,706 725
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0)
0 -248 0 -868 8 -868 -240 868 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.9 83.3 93.6 84.2 95.8 15.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 13 12 14 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,954
COMMITMENTS
819 0 865 90,324 96,353 92,008 97,218 16,946 11,736
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,936)
-152 0 61 2,215 3,213 2,124 3,274 1,812 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.8 82.9 88.4 84.4 89.2 15.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 20 18 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,790
COMMITMENTS
548 495 1,192 167,480 165,084 169,220 166,771 4,570 7,019
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 5,316)
0 0 0 3,681 5,460 3,681 5,460 1,635 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.7 96.4 95.0 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 22 27 23 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,217
COMMITMENTS
281 501 672 156,268 156,537 157,221 157,710 7,996 7,507
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,989)
-8,077 -487 -189 9,138 651 872 -25 1,117 2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.4 94.6 94.7 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 14 25 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,046
COMMITMENTS
0 0 0 102,079 105,942 102,079 105,942 9,967 6,104
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,026)
0 0 0 1,068 5,208 1,068 5,208 -42 -4,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 94.6 91.1 94.6 8.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 19 20 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,982
COMMITMENTS
0 1,472 248 46,591 48,862 46,839 50,582 5,143 1,400
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -2,670 -540 -2,670 -540 2,670 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.5 89.6 94.0 90.1 97.3 9.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 17 17 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,536
COMMITMENTS
2,833 671 364 195,191 188,124 198,388 189,159 4,148 13,377
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 996)
-4 0 0 -1,089 -446 -1,093 -446 2,089 1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 0.2 96.4 92.9 98.0 93.4 2.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 18 25 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,765
COMMITMENTS
0 2,273 1,164 155,508 161,002 156,672 164,439 15,093 7,326
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,463)
0 -948 206 -1,506 2,335 -1,300 1,593 4,763 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.7 90.5 93.7 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 3 35 31 38 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,148
COMMITMENTS
1,356 0 0 25,214 28,753 26,570 28,753 3,578 1,395
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 496)
558 0 0 -1,320 133 -762 133 1,258 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 83.6 95.4 88.1 95.4 11.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 14 11 18 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 244,296
COMMITMENTS
930 1,169 1,850 230,591 229,926 233,371 232,945 10,925 11,351
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,183)
0 -558 242 2,857 3,549 3,099 3,233 3,084 2,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.8 94.4 94.1 95.5 95.4 4.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 34 29 38 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 160,196
COMMITMENTS
0 251 1,472 154,869 151,437 156,341 153,160 3,855 7,036
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,197)
-90 251 -339 8,414 6,349 7,985 6,261 212 1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.9 96.7 94.5 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 24 24 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 155,916
COMMITMENTS
0 0 0 149,272 143,737 149,272 143,737 6,644 12,179
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,641)
0 0 0 1,124 -1,198 1,124 -1,198 2,517 4,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 92.2 95.7 92.2 4.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 17 23 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,053
COMMITMENTS
2,608 919 1 55,031 63,952 57,640 64,872 9,413 2,181
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 914)
0 57 0 21 21 21 78 893 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.4 0.0 82.1 95.4 86.0 96.7 14.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 15 19 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 50,828
COMMITMENTS
0 805 0 44,185 44,681 44,185 45,486 6,643 5,342
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 899)
0 -538 0 -3,663 -2,471 -3,663 -3,009 4,562 3,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 86.9 87.9 86.9 89.5 13.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 18 19 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 151,288
COMMITMENTS
2,155 341 0 123,702 142,293 125,857 142,634 25,431 8,654
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 463)
-110 341 0 -3,232 -876 -3,342 -535 3,805 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.0 81.8 94.1 83.2 94.3 16.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 14 21 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,137
COMMITMENTS
8,816 5,992 605 83,252 89,274 92,673 95,871 5,464 2,266
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,443)
378 0 0 614 2,102 992 2,102 1,451 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.1 0.6 84.8 91.0 94.4 97.7 5.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 25 20 28 22
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 183,778
COMMITMENTS
4,366 0 0 174,256 175,644 178,622 175,644 5,156 8,134
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,221)
-713 0 0 -4,226 -7,284 -4,939 -7,284 2,718 5,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 94.8 95.6 97.2 95.6 2.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 14 16 15 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 62,398
COMMITMENTS
9,844 3,200 4,947 45,816 52,674 60,608 60,821 1,790 1,577
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,499)
180 -175 -203 -2,164 -2,189 -2,187 -2,567 688 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.1 7.9 73.4 84.4 97.1 97.5 2.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 7 11 31 30 45 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,791
COMMITMENTS
3,150 1,410 334 40,297 42,027 43,781 43,771 10 20
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -6,086)
-501 317 -691 -4,894 -5,712 -6,086 -6,086 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.2 0.8 92.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 3 25 19 32 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 20,962
COMMITMENTS
1,020 825 580 19,362 19,557 20,962 20,962 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -3,300)
-150 -100 -75 -3,075 -3,125 -3,300 -3,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.9 2.8 92.4 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 17 17 19 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 166,253
COMMITMENTS
9,363 20,102 4,034 148,344 138,276 161,741 162,412 4,512 3,841
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 737)
-580 -1,066 75 -3,023 -1,859 -3,528 -2,850 4,265 3,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.1 2.4 89.2 83.2 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 5 6 36 35 46 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,306
COMMITMENTS
668 6,660 891 51,556 45,755 53,114 53,306 192 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -176)
-24 -175 -131 -93 130 -248 -176 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.5 1.7 96.7 85.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 8 5 19 19 26 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,800
COMMITMENTS
300 50 25 32,475 32,725 32,800 32,800 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 280)
0 0 0 280 280 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.1 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 13 13 16 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 48,865
COMMITMENTS
4,905 1,350 460 43,309 46,380 48,674 48,190 191 675
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 325)
105 0 -105 310 -75 310 -180 15 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.8 0.9 88.6 94.9 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 1 25 26 28 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 78,030
COMMITMENTS
12,274 3,555 1,791 63,196 71,783 77,261 77,129 769 901
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,093)
-730 -300 405 -1,252 -1,930 -1,577 -1,825 484 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.6 2.3 81.0 92.0 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 5 5 30 29 38 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,890
COMMITMENTS
2,740 965 1,255 69,660 71,989 73,655 74,209 1,235 681
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 146)
0 -80 0 -613 -190 -613 -270 759 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.3 1.7 93.0 96.1 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 3 24 25 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,373
COMMITMENTS
4,560 170 950 103,725 110,013 109,235 111,133 2,138 240
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,864)
250 0 -65 1,184 2,839 1,369 2,774 1,495 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 0.9 93.1 98.8 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 1 27 28 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,620
COMMITMENTS
725 130 20 29,875 30,245 30,620 30,395 0 225
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 115)
300 0 0 -185 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.4 0.1 97.6 98.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 22 17 26 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 29,330
COMMITMENTS
1,255 300 0 27,805 28,635 29,060 28,935 270 395
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 65)
10 0 0 55 65 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.0 0.0 94.8 97.6 99.1 98.7 0.9 1.3
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 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,630
COMMITMENTS
875 650 50 10,705 10,930 11,630 11,630 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.6 0.4 92.0 94.0 100.0 100.0 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 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 53,467
COMMITMENTS
13,444 904 3,226 36,352 48,898 53,023 53,028 444 439
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,992)
946 -4 -257 3,322 4,344 4,011 4,082 -19 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 1.7 6.0 68.0 91.5 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 5 11 28 29 45 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,350
COMMITMENTS
150 570 850 8,972 8,490 9,972 9,910 378 440
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 285)
0 0 0 285 285 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.5 8.2 86.7 82.0 96.3 95.7 3.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 14 17 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,384
COMMITMENTS
1,175 900 25 40,184 40,404 41,384 41,329 0 55
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 320)
500 -25 25 -205 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.2 0.1 97.1 97.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 1 28 24 35 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,581
COMMITMENTS
3,995 1,867 570 40,374 43,144 44,939 45,581 642 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,595)
230 246 0 2,365 2,349 2,595 2,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.1 1.3 88.6 94.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 8 3 25 22 33 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,036
COMMITMENTS
2,790 325 560 45,281 46,487 48,631 47,372 2,405 3,664
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -235)
-5 25 -25 -2,022 -3,171 -2,052 -3,171 1,817 2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.6 1.1 88.7 91.1 95.3 92.8 4.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 21 14 25 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,351
COMMITMENTS
3,540 2,800 550 52,786 52,497 56,876 55,847 2,475 3,504
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -30)
-225 0 0 -1,737 -2,806 -1,962 -2,806 1,932 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.7 0.9 88.9 88.5 95.8 94.1 4.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 21 15 24 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,213
COMMITMENTS
271 725 973 80,846 80,515 82,090 82,213 123 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,129)
-42 -5 104 1,065 1,030 1,127 1,129 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 1.2 98.3 97.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 28 27 30 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 123,562
COMMITMENTS
2,421 5,092 2,423 118,497 116,026 123,341 123,542 221 20
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,356)
-201 -179 433 2,123 2,092 2,355 2,346 1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.1 2.0 95.9 93.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 8 5 26 29 35 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,700
COMMITMENTS
200 225 25 54,475 54,450 54,700 54,700 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 99.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 13 15 15 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,563
COMMITMENTS
2,665 2,525 500 35,634 36,798 38,799 39,823 1,764 740
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -255)
-115 100 0 -1,024 -1,030 -1,139 -930 884 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.2 1.2 87.8 90.7 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 20 18 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,404
COMMITMENTS
7,746 5,050 520 34,979 38,060 43,245 43,630 1,159 774
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4)
-326 0 0 -239 -746 -565 -746 569 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.4 1.2 78.8 85.7 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 3 2 23 21 31 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,925
COMMITMENTS
0 1,861 202 38,315 36,123 38,517 38,186 1,408 1,739
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 421)
0 -465 180 -1,068 -613 -888 -898 1,309 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.5 96.0 90.5 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 3 14 14 17 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,654
COMMITMENTS
0 1,290 0 31,882 29,362 31,882 30,652 772 2,002
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 210)
0 -145 0 -502 -1,217 -502 -1,362 712 1,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 97.6 89.9 97.6 93.9 2.4 6.1
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 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,406
COMMITMENTS
855 1,995 20 33,343 32,519 34,218 34,534 1,188 872
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -517)
0 -50 -50 -1,289 -1,039 -1,339 -1,139 822 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.6 0.1 94.2 91.8 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 1 21 22 24 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,829
COMMITMENTS
500 160 110 21,987 22,349 22,597 22,619 1,232 1,210
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 660)
0 15 -15 -148 -490 -163 -490 823 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.7 0.5 92.3 93.8 94.8 94.9 5.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,088
COMMITMENTS
636 7,373 358 50,391 43,348 51,385 51,080 703 1,008
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 448)
-133 283 -169 142 -612 -160 -498 608 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 14.2 0.7 96.7 83.2 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 4 27 26 34 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,796
COMMITMENTS
40 2,755 160 40,692 38,038 40,892 40,953 904 843
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 40)
0 -205 0 -512 -550 -512 -755 552 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.6 0.4 97.4 91.0 97.8 98.0 2.2 2.0
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 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,097
COMMITMENTS
2,475 608 0 18,311 20,471 20,786 21,079 311 18
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,261)
25 51 -25 -1,304 -1,287 -1,304 -1,261 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.9 0.0 86.8 97.0 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 13 14 15 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,590
COMMITMENTS
870 1,250 0 17,120 16,635 17,990 17,885 600 705
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 -405 -605 -405 -605 505 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.7 0.0 92.1 89.5 96.8 96.2 3.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 0 14 10 16 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,390
COMMITMENTS
705 4,675 50 19,765 16,215 20,520 20,940 870 450
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -80)
0 -125 0 -760 -405 -760 -530 680 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 21.9 0.2 92.4 75.8 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 18 10 21 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 254,643
COMMITMENTS
2,615 12,112 21,335 229,390 220,860 253,339 254,306 1,303 336
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,643)
24 561 -648 3,112 3,394 2,488 3,307 1,155 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.8 8.4 90.1 86.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 15 16 19 19
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,640
COMMITMENTS
840 0 0 22,015 22,990 22,855 22,990 785 650
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -575 -670 -575 -670 550 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 93.1 97.3 96.7 97.3 3.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,595
COMMITMENTS
670 25 250 21,293 21,635 22,213 21,910 382 685
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 170)
-180 0 50 214 -565 84 -515 86 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 1.1 94.2 95.8 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 15 15 20 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,870
COMMITMENTS
570 25 250 16,350 16,975 17,170 17,250 700 620
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 70)
-180 0 50 -273 -600 -403 -550 473 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.1 1.4 91.5 95.0 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 13 13 18 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,965
COMMITMENTS
600 4,425 125 9,805 6,240 10,530 10,790 435 175
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 50)
0 50 0 -90 -90 -90 -40 140 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 40.4 1.1 89.4 56.9 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 13 10 15 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,660
COMMITMENTS
600 1,325 75 6,670 6,150 7,345 7,550 315 110
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 75)
0 0 0 -15 50 -15 50 90 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 17.3 1.0 87.1 80.3 95.9 98.6 4.1 1.4
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 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,001
COMMITMENTS
1,050 4,970 555 42,798 40,450 44,403 45,975 2,598 1,026
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 400)
-125 250 150 -1,676 -1,026 -1,651 -626 2,051 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.6 1.2 91.1 86.1 94.5 97.8 5.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 20 15 23 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,812
COMMITMENTS
1,050 4,920 605 41,484 39,111 43,139 44,636 2,673 1,176
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 290)
-125 200 200 -1,909 -1,286 -1,834 -886 2,124 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.7 1.3 90.6 85.4 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 21 15 24 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,675
COMMITMENTS
8,969 1,909 4,785 104,178 107,887 117,932 114,581 1,743 5,094
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,218)
375 -625 600 -1,255 -3,696 -280 -3,721 1,498 4,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.6 4.0 87.1 90.1 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 4 8 32 32 45 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 139,763
COMMITMENTS
14,212 5,819 2,073 121,236 126,674 137,521 134,566 2,242 5,197
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,031)
607 510 -60 -1,433 -4,616 -886 -4,166 1,917 5,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.2 1.5 86.7 90.6 98.4 96.3 1.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 4 9 36 31 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 279,228
COMMITMENTS
25,858 35,094 22,129 225,517 216,431 273,505 273,654 5,723 5,574
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,574)
-758 -281 -55 162 -657 -651 -993 5,225 5,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 12.6 7.9 80.8 77.5 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 12 21 40 45 72 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,083
COMMITMENTS
2,953 585 35 29,507 30,941 32,495 31,561 588 1,522
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 850)
600 -40 -140 -25 -492 435 -672 415 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.8 0.1 89.2 93.5 98.2 95.4 1.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 2 21 8 26 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,331
COMMITMENTS
1,433 1,140 730 28,558 27,919 30,721 29,789 610 1,542
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 335)
0 560 35 -35 -1,802 0 -1,207 335 1,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.6 2.3 91.1 89.1 98.1 95.1 1.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 4 21 9 27 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,539
COMMITMENTS
96 161 22 2,722 2,332 2,840 2,515 699 1,024
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -616)
-99 -153 -57 -456 -304 -612 -514 -4 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.5 0.6 76.9 65.9 80.2 71.1 19.8 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 17 17 19 20
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,477
COMMITMENTS
3,820 1,444 532 30,615 33,281 34,967 35,257 510 220
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -3,170)
-95 88 -165 -3,050 -2,975 -3,310 -3,052 140 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.1 1.5 86.3 93.8 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 6 24 28 34 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,206
COMMITMENTS
860 676 185 13,104 12,800 14,149 13,661 57 545
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,009)
22 150 23 -2,032 -2,197 -1,987 -2,024 -22 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.8 1.3 92.2 90.1 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 21 23 24 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,527
COMMITMENTS
343 470 468 9,176 9,313 9,987 10,251 540 276
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -799)
-74 -267 48 -896 -566 -922 -785 123 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.5 4.4 87.2 88.5 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 5 22 29 29 35
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,088
COMMITMENTS
74 1,253 286 16,648 15,304 17,008 16,843 80 245
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,793)
-225 33 -111 -1,457 -1,780 -1,793 -1,858 0 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.3 1.7 97.4 89.6 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 5 2 18 25 21 31
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 67,117
COMMITMENTS
6,468 5,605 4,162 56,217 56,576 66,847 66,343 270 774
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -8,433)
-808 368 -916 -6,856 -8,228 -8,580 -8,776 147 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 8.4 6.2 83.8 84.3 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 13 20 59 56 85 80
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 39,511
COMMITMENTS
2,568 0 37 36,906 39,474 39,511 39,511 0 0
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 101)
30 0 0 71 101 101 101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.1 93.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 25 24 27 25
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,365
COMMITMENTS
2,080 10 585 10,625 12,745 13,290 13,340 75 25
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,895)
-150 0 0 -1,765 -2,320 -1,915 -2,320 -980 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.1 4.4 79.5 95.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 18 21 23 24
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 200,708
COMMITMENTS
0 0 0 188,440 185,681 188,440 185,681 12,268 15,027
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -9,274)
0 0 0 -4,877 -3,985 -4,877 -3,985 -4,397 -5,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 92.5 93.9 92.5 6.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 13,895
COMMITMENTS
1,988 1,279 1,580 6,188 9,506 9,756 12,365 4,139 1,530
CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -3,672)
-1,177 203 -130 -1,158 -2,860 -2,465 -2,787 -1,207 -885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 9.2 11.4 44.5 68.4 70.2 89.0 29.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 5 8 13 14 19
Updated July 6, 2018