CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 17,473
COMMITMENTS
436 3,488 0 16,997 13,968 17,433 17,456 40 17
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -10)
-300 0 0 290 -11 -10 -11 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 20.0 0.0 97.3 79.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 8 9 13 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 63,743
COMMITMENTS
7,440 11,498 3,846 52,456 48,400 63,742 63,743 1 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 272)
-106 528 -463 841 207 272 272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 18.0 6.0 82.3 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 7 9 17 14 36 25
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,098
COMMITMENTS
8,718 24,683 800 38,580 22,615 48,098 48,098 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 0)
-300 300 0 300 -300 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 51.3 1.7 80.2 47.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 9 1 10 7 15 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,312
COMMITMENTS
8,432 30,800 0 34,880 12,512 43,312 43,312 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 200)
-100 100 0 300 100 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 71.1 0.0 80.5 28.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 8 0 11 7 14 15
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,472
COMMITMENTS
4,620 16,825 100 26,752 14,547 31,472 31,472 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -809)
0 -700 0 -809 -109 -809 -809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 53.5 0.3 85.0 46.2 100.0 100.0 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 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,445
COMMITMENTS
6,170 7,205 0 22,275 21,240 28,445 28,445 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -200)
250 -150 0 -450 -50 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 25.3 0.0 78.3 74.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 10 4 15 8
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,822
COMMITMENTS
5,497 5,275 0 21,325 21,547 26,822 26,822 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.7 0.0 79.5 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 12 5 16 7
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,650
COMMITMENTS
8,550 4,950 0 13,100 16,700 21,650 21,650 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -250)
-50 0 0 -200 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 22.9 0.0 60.5 77.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 8 4 14 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,970
COMMITMENTS
8,180 17,870 0 18,790 9,100 26,970 26,970 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,130)
830 980 0 300 150 1,130 1,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 66.3 0.0 69.7 33.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 0 7 6 12 13
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 25,521
COMMITMENTS
3,033 3,037 592 21,895 21,892 25,521 25,521 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 61)
100 -1 -1 -37 64 61 61 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 11.9 2.3 85.8 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 2 16 14 19 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 14,698
COMMITMENTS
2,139 445 2,863 9,561 11,265 14,563 14,573 135 125
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,337)
330 -465 -104 -3,030 -2,763 -2,804 -3,332 -533 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.0 19.5 65.0 76.6 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 4 21 20 27 25
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,825
COMMITMENTS
662 5,907 1,762 16,652 12,156 19,076 19,825 749 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,665)
-431 191 -32 -3,540 -3,296 -4,003 -3,137 338 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 29.8 8.9 84.0 61.3 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 25 17 30 21
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,167,609
COMMITMENTS
379,722 45,946 653,737 4090671 4454160 5124130 5153843 43,479 13,766
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 49,827)
57,090 -14,027 -4,761 -4,340 68,539 47,989 49,751 1,838 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.9 12.7 79.2 86.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
45 21 49 128 111 190 164
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 784,089
COMMITMENTS
26,629 57,241 378,837 373,336 346,075 778,801 782,153 5,287 1,936
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 39,840)
1,667 3,635 21,410 16,718 14,812 39,795 39,857 45 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.3 48.3 47.6 44.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 13 21 46 48 70 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,448
COMMITMENTS
554 6,836 327 265,650 266,580 266,531 273,743 9,917 2,705
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,938)
131 253 -399 -3,760 -3,166 -4,028 -3,312 90 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.5 0.1 96.1 96.4 96.4 99.0 3.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 1 31 32 32 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,088
COMMITMENTS
2,715 255 4,013 108,082 103,866 114,810 108,134 5,278 11,954
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -13,175)
-1,147 91 -131 -12,730 -12,932 -14,008 -12,972 833 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 3.3 90.0 86.5 95.6 90.0 4.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 4 27 24 31 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 354,883
COMMITMENTS
502 4,348 2,932 343,970 342,094 347,404 349,374 7,479 5,509
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -17,030)
-1,267 -2,417 1,800 -17,196 -15,931 -16,663 -16,548 -367 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.8 96.9 96.4 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 2 31 32 34 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 835,384
COMMITMENTS
5,819 6,884 9,691 809,293 815,281 824,803 831,856 10,581 3,528
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -38,943)
-405 -62 143 -38,103 -39,551 -38,365 -39,470 -578 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 1.2 96.9 97.6 98.7 99.6 1.3 0.4
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 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 444,596
COMMITMENTS
0 0 0 420,358 437,324 420,358 437,324 24,238 7,272
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -16,433)
-1,434 0 -240 -14,698 -16,563 -16,372 -16,803 -61 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 98.4 94.5 98.4 5.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 0 0 38 42 38 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 495,560
COMMITMENTS
1,054 2,799 804 479,245 485,392 481,103 488,995 14,457 6,565
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -35,347)
-3,673 330 128 -30,877 -37,219 -34,422 -36,761 -925 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 0.2 96.7 97.9 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 2 34 38 37 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 288,817
COMMITMENTS
25 3,631 245 280,030 278,347 280,300 282,223 8,517 6,594
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -14,525)
-334 -3,192 -101 -13,548 -11,900 -13,983 -15,193 -542 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.1 97.0 96.4 97.1 97.7 2.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 1 1 39 36 40 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,401
COMMITMENTS
1,699 2,243 2,561 92,604 92,901 96,864 97,705 5,537 4,696
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -7,465)
-185 825 -583 -5,783 -7,054 -6,551 -6,812 -914 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.2 2.5 90.4 90.7 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 23 29 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,713
COMMITMENTS
0 0 0 37,760 38,310 37,760 38,310 953 403
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -12,028)
0 -496 0 -11,656 -11,191 -11,656 -11,687 -372 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.0 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 14 15 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,582
COMMITMENTS
165 595 1,878 207,431 211,167 209,474 213,640 10,108 5,942
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 6,729)
-2,137 -412 839 5,083 4,791 3,785 5,218 2,944 1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.9 94.5 96.2 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 16 20 18 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 172,108
COMMITMENTS
0 3,071 0 161,693 161,846 161,693 164,917 10,415 7,191
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -10,686)
-1,301 0 0 -9,006 -9,725 -10,307 -9,725 -379 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 93.9 94.0 93.9 95.8 6.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 29 26 29 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 244,450
COMMITMENTS
0 0 0 239,286 238,967 239,286 238,967 5,164 5,483
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 40,034)
0 0 0 40,871 40,406 40,871 40,406 -837 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 97.8 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,081
COMMITMENTS
3,317 953 372 16,278 19,601 19,967 20,926 1,114 155
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -13,175)
-3,317 -682 0 -9,052 -12,369 -12,369 -13,051 -806 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.5 1.8 77.2 93.0 94.7 99.3 5.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 17 15 19 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 582,672
COMMITMENTS
12,457 13,608 1,730 559,061 560,670 573,248 576,008 9,424 6,664
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -8,775)
-4,819 -2,043 -338 -5,629 -4,980 -10,786 -7,361 2,011 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.3 0.3 95.9 96.2 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
5 6 6 53 53 62 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,287
COMMITMENTS
0 7,531 97 226,702 222,205 226,799 229,833 6,488 3,454
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -8,041)
0 1,352 -557 -6,443 -7,603 -7,000 -6,808 -1,041 -1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 97.2 95.2 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 1 30 30 31 34
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,474
COMMITMENTS
248 0 0 30,275 30,999 30,523 30,999 1,951 1,475
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -8,069)
-182 0 -217 -8,816 -7,999 -9,215 -8,216 1,146 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 93.2 95.5 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 11 13 11
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,113
COMMITMENTS
0 710 0 73,870 73,983 73,870 74,693 7,243 6,420
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -6,999)
0 -733 -107 -6,434 -5,603 -6,541 -6,443 -458 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 91.1 91.2 91.1 92.1 8.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 12 17 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,947
COMMITMENTS
1,580 854 0 110,212 115,283 111,792 116,137 7,155 2,810
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -63,109)
-12,195 -11,284 -744 -53,447 -49,971 -66,386 -61,999 3,277 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 0.0 92.7 96.9 94.0 97.6 6.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 15 16 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,714
COMMITMENTS
13,899 10,924 1,104 120,153 126,756 135,156 138,784 4,558 930
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -60,920)
-17,391 -7,614 19 -44,249 -53,480 -61,621 -61,075 701 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.8 0.8 86.0 90.7 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 8 2 35 28 42 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,014
COMMITMENTS
2,015 0 0 165,690 167,405 167,705 167,405 2,309 2,609
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -17,922)
-1,178 0 0 -17,166 -18,230 -18,344 -18,230 422 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.5 98.5 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 19 19 22 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,690
COMMITMENTS
171 383 837 272,612 263,971 273,620 265,191 4,070 12,499
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -7,073)
-73 105 -219 -7,097 -6,826 -7,389 -6,940 316 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.3 98.2 95.1 98.5 95.5 1.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 36 33 38 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,926
COMMITMENTS
386 0 671 88,847 92,234 89,904 92,905 16,022 13,021
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -4,333)
-1,041 -369 82 -2,823 -3,175 -3,782 -3,462 -551 -871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 83.9 87.1 84.9 87.7 15.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 19 18 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,866
COMMITMENTS
661 0 920 181,438 178,975 183,019 179,895 2,847 5,971
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,456)
-823 0 444 -942 -1,846 -1,321 -1,402 -135 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.5 97.6 96.3 98.5 96.8 1.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 22 26 23 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,970
COMMITMENTS
0 0 0 152,582 152,333 152,582 152,333 6,388 6,637
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -6,085)
0 -252 -120 -6,669 -5,288 -6,789 -5,660 704 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 95.8 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 15 22 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,620
COMMITMENTS
0 0 0 90,488 95,189 90,488 95,189 10,132 5,431
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -7,746)
0 0 0 -8,215 -8,019 -8,215 -8,019 469 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 94.6 89.9 94.6 10.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 18 19 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,215
COMMITMENTS
6,455 0 910 189,456 191,541 196,821 192,451 1,394 5,764
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -573)
604 -1,810 168 -664 7,679 108 6,037 -681 -6,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.5 95.6 96.6 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 22 19 25 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,874
COMMITMENTS
17 2,445 1,687 152,533 153,622 154,237 157,754 10,637 7,120
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -15,603)
-37 -1,999 -392 -16,242 -14,582 -16,671 -16,973 1,068 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.0 92.5 93.2 93.5 95.7 6.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 3 33 29 36 33
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 33,112
COMMITMENTS
2,408 0 0 27,135 31,473 29,543 31,473 3,569 1,639
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 558)
-365 0 0 1,428 1,219 1,063 1,219 -505 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 81.9 95.1 89.2 95.1 10.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 14 11 16 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,922
COMMITMENTS
713 0 0 35,249 37,581 35,962 37,581 1,960 341
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 3,852)
-1,116 0 0 4,937 4,255 3,821 4,255 31 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 93.0 99.1 94.8 99.1 5.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 11 10 13 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 225,762
COMMITMENTS
2,010 241 2,088 218,387 219,503 222,485 221,832 3,277 3,930
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -10,160)
-150 -704 368 -8,774 -7,618 -8,556 -7,954 -1,604 -2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.9 96.7 97.2 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 36 32 41 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 160,197
COMMITMENTS
0 2,271 515 156,846 156,560 157,361 159,346 2,836 851
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 2,591)
0 314 -251 4,598 5,243 4,347 5,306 -1,756 -2,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.3 97.9 97.7 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 26 29 27 30
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 139,646
COMMITMENTS
0 0 0 135,607 133,058 135,607 133,058 4,039 6,588
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -10,672)
0 0 0 -11,117 -10,207 -11,117 -10,207 445 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 95.3 97.1 95.3 2.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 19 25 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,964
COMMITMENTS
1,821 0 0 53,089 61,957 54,910 61,957 9,054 2,007
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,083)
-310 0 0 -2,974 -2,865 -3,284 -2,865 201 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 83.0 96.9 85.8 96.9 14.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,109
COMMITMENTS
864 0 0 34,858 38,338 35,722 38,338 3,387 771
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -8,279)
217 0 -217 -7,966 -7,814 -7,966 -8,031 -313 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 89.1 98.0 91.3 98.0 8.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 10 17 12 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 157,321
COMMITMENTS
4,260 0 91 134,951 154,801 139,302 154,892 18,019 2,429
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 4,064)
920 0 9 3,715 9,095 4,644 9,104 -580 -5,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.1 85.8 98.4 88.5 98.5 11.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 24 17 26 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,756
COMMITMENTS
7,679 5,992 605 79,639 83,486 87,923 90,083 3,833 1,673
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -9,084)
-320 0 -308 -7,401 -8,493 -8,029 -8,801 -1,055 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.5 0.7 86.8 91.0 95.8 98.2 4.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 18 16 19 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 153,951
COMMITMENTS
0 0 0 152,102 152,155 152,102 152,155 1,849 1,796
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -13,140)
0 0 0 -13,264 -12,489 -13,264 -12,489 124 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 98.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 16 15 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 56,269
COMMITMENTS
8,702 2,296 5,157 41,491 48,422 55,351 55,875 918 393
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,517)
-1,048 -309 276 -1,618 -2,438 -2,391 -2,471 -126 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.1 9.2 73.7 86.1 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 7 13 32 31 47 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,973
COMMITMENTS
3,794 1,300 195 37,844 40,478 41,833 41,973 140 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,347)
419 -4 -170 -2,430 -1,043 -2,182 -1,217 -165 -1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.1 0.5 90.2 96.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 3 24 20 33 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 19,604
COMMITMENTS
1,305 0 545 17,625 18,959 19,475 19,504 129 100
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,950)
85 0 -160 -2,004 -1,400 -2,079 -1,560 129 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 2.8 89.9 96.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 16 11 19 13
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 155,512
COMMITMENTS
9,047 15,404 3,473 142,798 136,465 155,318 155,342 194 170
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -5,337)
317 -1,047 -584 -5,054 -3,696 -5,321 -5,327 -16 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.9 2.2 91.8 87.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 6 3 37 38 45 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,208
COMMITMENTS
1,387 6,854 183 43,518 38,171 45,088 45,208 120 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,003)
-78 244 -246 -2,678 -3,001 -3,003 -3,003 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 15.2 0.4 96.3 84.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 3 16 21 24 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,075
COMMITMENTS
300 0 0 30,775 31,075 31,075 31,075 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,430)
-125 -50 0 -1,305 -1,380 -1,430 -1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 11 12 14 12
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,015
COMMITMENTS
4,465 950 490 40,885 44,425 45,840 45,865 175 150
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -980)
-205 -150 30 -805 -850 -980 -970 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.1 1.1 88.9 96.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 26 28 29 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,815
COMMITMENTS
11,780 1,825 1,210 55,452 65,758 68,442 68,793 373 22
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -4,753)
-540 -865 -100 -4,089 -3,788 -4,729 -4,753 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 2.7 1.8 80.6 95.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 5 32 29 39 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,272
COMMITMENTS
2,510 510 1,315 68,952 71,260 72,777 73,085 495 187
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,761)
-115 -170 -50 -2,581 -2,507 -2,746 -2,727 -15 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.7 1.8 94.1 97.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 3 24 27 30 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,847
COMMITMENTS
5,095 150 1,000 102,152 107,590 108,247 108,740 600 107
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,136)
-670 -10 -50 -1,388 -2,061 -2,108 -2,121 -28 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.1 0.9 93.8 98.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 1 28 30 33 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,600
COMMITMENTS
815 0 0 29,585 30,035 30,400 30,035 200 565
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 705)
0 0 0 525 605 525 605 180 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.7 98.2 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 23 16 26 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 29,865
COMMITMENTS
1,425 300 0 28,100 29,480 29,525 29,780 340 85
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -270 90 -270 90 110 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.0 0.0 94.1 98.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 19 21 21 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,730
COMMITMENTS
700 650 0 10,030 9,930 10,730 10,580 0 150
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -150 0 -150 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.1 0.0 93.5 92.5 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 0 14 8 17 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 59,047
COMMITMENTS
13,219 855 2,896 42,108 54,608 58,223 58,359 824 688
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 2,332)
225 2 0 1,722 2,045 1,947 2,047 385 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 1.4 4.9 71.3 92.5 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 7 13 28 29 45 46
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,560
COMMITMENTS
100 420 1,400 9,542 9,305 11,042 11,125 518 435
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 600)
100 -550 300 50 850 450 600 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 12.1 82.5 80.5 95.5 96.2 4.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 14 18 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,479
COMMITMENTS
940 650 75 41,764 42,449 42,779 43,174 700 305
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,230)
-125 -75 25 690 1,135 590 1,085 640 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.2 96.1 97.6 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 1 23 23 30 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,155
COMMITMENTS
4,145 1,508 425 42,852 46,084 47,422 48,017 733 138
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 860)
25 -50 0 705 772 730 722 130 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.1 0.9 89.0 95.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 7 2 25 23 32 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,569
COMMITMENTS
3,713 300 470 43,713 47,186 47,896 47,956 673 613
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,553)
-405 0 -45 -3,098 -3,498 -3,548 -3,543 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.6 1.0 90.0 97.2 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 22 16 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,911
COMMITMENTS
3,903 2,650 450 50,800 52,253 55,153 55,353 758 558
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -5,076)
-1,085 -500 -25 -4,026 -4,571 -5,136 -5,096 60 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.7 0.8 90.9 93.5 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 22 18 25 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,189
COMMITMENTS
979 305 722 76,299 77,162 78,000 78,189 189 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -6,071)
490 -160 -281 -6,346 -5,630 -6,137 -6,071 66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.9 97.6 98.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 28 29 29 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 111,728
COMMITMENTS
4,623 2,574 1,704 105,167 107,435 111,494 111,713 234 15
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -9,083)
1,502 -1,512 -407 -10,202 -7,169 -9,107 -9,088 24 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.3 1.5 94.1 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 5 5 25 30 33 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,960
COMMITMENTS
250 275 0 51,710 51,685 51,960 51,960 0 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,940)
-100 0 0 -2,828 -2,940 -2,928 -2,940 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 99.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 12 15 14 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,157
COMMITMENTS
2,250 1,775 500 33,362 34,797 36,112 37,072 1,045 85
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,047)
-145 -625 0 -1,872 -1,437 -2,017 -2,062 -30 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.8 1.3 89.8 93.6 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 19 17 23 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 51,869
COMMITMENTS
16,099 2,000 1,075 34,360 48,794 51,534 51,869 335 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,535)
-906 -2,400 -24 -2,648 -1,111 -3,578 -3,535 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.9 2.1 66.2 94.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 3 3 24 22 32 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,400
COMMITMENTS
0 911 490 33,879 32,333 34,369 33,734 31 666
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,679)
0 -585 0 -3,687 -3,037 -3,687 -3,622 8 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 1.4 98.5 94.0 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 16 16 18 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,747
COMMITMENTS
0 845 0 28,687 27,155 28,687 28,000 60 747
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,525)
0 -145 0 -2,525 -2,342 -2,525 -2,487 0 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 99.8 94.5 99.8 97.4 0.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,005
COMMITMENTS
678 1,560 15 32,057 31,370 32,750 32,945 255 60
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -942)
-119 -110 -5 -776 -882 -900 -997 -42 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.7 0.0 97.1 95.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 22 27 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 20,834
COMMITMENTS
360 150 110 19,929 20,334 20,399 20,594 435 240
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,480)
-70 -10 0 -1,493 -1,650 -1,563 -1,660 83 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 0.5 95.7 97.6 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 17 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,241
COMMITMENTS
691 6,477 220 44,150 38,457 45,061 45,154 180 87
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,640)
128 -538 -2 -2,738 -2,107 -2,612 -2,647 -28 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 14.3 0.5 97.6 85.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 3 27 24 33 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,678
COMMITMENTS
0 2,955 65 37,087 34,590 37,152 37,610 526 68
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,453)
0 -165 0 -2,413 -2,288 -2,413 -2,453 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.2 98.4 91.8 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 1 24 19 25 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,739
COMMITMENTS
2,670 75 56 18,760 21,593 21,486 21,724 253 15
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,207)
245 -108 -219 -604 -827 -578 -1,154 -629 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.3 0.3 86.3 99.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 15 14 17 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,985
COMMITMENTS
850 1,700 125 16,960 16,160 17,935 17,985 50 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,085)
-35 50 0 -1,040 -1,135 -1,075 -1,085 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 9.5 0.7 94.3 89.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 1 17 11 21 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,540
COMMITMENTS
650 3,525 25 18,720 15,990 19,395 19,540 145 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,925)
0 -950 -100 -1,805 -875 -1,905 -1,925 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 18.0 0.1 95.8 81.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 1 19 10 22 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 279,110
COMMITMENTS
3,340 16,853 22,603 251,796 239,653 277,739 279,110 1,370 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 13,122)
1,160 1,480 646 10,074 10,996 11,879 13,122 1,243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.0 8.1 90.2 85.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 4 16 16 21 20
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,880
COMMITMENTS
780 0 0 20,900 21,880 21,680 21,880 200 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,270)
-30 0 0 -1,220 -1,270 -1,250 -1,270 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 95.5 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,005
COMMITMENTS
1,850 845 110 19,823 21,050 21,783 22,005 222 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,015)
80 -55 10 -2,070 -1,970 -1,980 -2,015 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.8 0.5 90.1 95.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 14 12 20 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,245
COMMITMENTS
1,450 845 210 16,423 17,175 18,083 18,230 162 15
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -865)
-20 -55 110 -502 -920 -412 -865 -453 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 4.6 1.2 90.0 94.1 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 2 12 10 17 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,235
COMMITMENTS
700 3,550 100 8,210 5,510 9,010 9,160 225 75
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,270)
0 -825 -25 -1,210 -415 -1,235 -1,265 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 38.4 1.1 88.9 59.7 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 14 10 17 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,655
COMMITMENTS
700 1,250 75 5,705 5,255 6,480 6,580 175 75
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -660)
0 -75 0 -635 -580 -635 -655 -25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 18.8 1.1 85.7 79.0 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 10 17 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,607
COMMITMENTS
925 5,070 1,770 45,360 41,767 48,055 48,607 552 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,200)
-990 850 225 -1,398 -3,275 -2,163 -2,200 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.4 3.6 93.3 85.9 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 19 15 23 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,366
COMMITMENTS
1,835 5,410 1,160 43,875 40,796 46,870 47,366 496 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,120)
-475 340 -15 -1,591 -2,445 -2,081 -2,120 -39 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 11.4 2.4 92.6 86.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 3 21 16 25 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,165
COMMITMENTS
9,607 955 5,277 98,039 106,808 112,923 113,040 242 125
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -5,593)
1,115 -1,716 -222 -6,486 -3,640 -5,593 -5,578 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.8 4.7 86.6 94.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 4 9 31 30 43 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 132,944
COMMITMENTS
12,615 5,091 3,360 116,657 124,493 132,632 132,944 312 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -9,804)
-320 -2,283 -355 -9,099 -7,166 -9,774 -9,804 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.8 2.5 87.7 93.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 7 6 35 33 46 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 287,458
COMMITMENTS
26,558 30,395 21,217 239,241 235,722 287,016 287,333 443 125
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -7,281)
-828 -1,675 -1,596 -4,808 -4,060 -7,233 -7,331 -48 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 10.6 7.4 83.2 82.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 15 21 41 46 71 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,307
COMMITMENTS
2,678 830 320 28,170 30,157 31,168 31,307 139 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,882)
-290 140 40 -1,615 -2,062 -1,865 -1,882 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.7 1.0 90.0 96.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 1 22 9 26 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,854
COMMITMENTS
1,333 1,630 870 27,485 27,354 29,688 29,854 166 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,647)
-140 350 -70 -1,405 -1,927 -1,615 -1,647 -32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.5 2.9 92.1 91.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 21 10 26 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,571
COMMITMENTS
129 144 8 2,721 2,570 2,858 2,722 713 849
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -517)
22 -67 -20 -468 -246 -466 -333 -51 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.0 0.2 76.2 72.0 80.0 76.2 20.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 18 18 21 20
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,208
COMMITMENTS
2,488 1,911 636 33,634 34,386 36,758 36,933 450 275
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,842)
-2 -82 -303 -1,477 -1,512 -1,782 -1,897 -60 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.1 1.7 90.4 92.4 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 4 27 29 34 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,798
COMMITMENTS
800 180 67 12,673 12,803 13,540 13,050 258 748
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,850)
-625 -26 -55 -2,161 -2,772 -2,841 -2,853 -9 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 0.5 91.8 92.8 98.1 94.6 1.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 21 24 24 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,648
COMMITMENTS
79 194 350 9,791 9,790 10,220 10,334 428 314
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,583)
-29 -214 -50 -1,626 -1,367 -1,705 -1,631 122 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.8 3.3 92.0 91.9 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 25 31 29 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,043
COMMITMENTS
741 1,227 242 18,000 17,384 18,983 18,853 60 190
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -779)
312 -464 -85 -986 -175 -759 -724 -20 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.4 1.3 94.5 91.3 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 7 5 19 31 26 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 67,624
COMMITMENTS
5,024 2,902 4,405 57,913 59,634 67,342 66,941 282 683
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,866)
-828 -524 50 -3,071 -3,320 -3,849 -3,794 -17 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.3 6.5 85.6 88.2 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 15 22 58 54 84 81
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 37,621
COMMITMENTS
2,530 0 0 35,076 37,621 37,606 37,621 15 0
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 360)
-180 0 0 540 365 360 365 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 93.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 28 24 30 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,100
COMMITMENTS
1,475 0 735 8,795 10,330 11,005 11,065 95 35
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 50)
0 0 25 25 25 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 6.6 79.2 93.1 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 18 19 21 21
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 211,987
COMMITMENTS
0 0 0 204,544 197,546 204,544 197,546 7,443 14,441
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 8,645)
0 0 0 7,938 8,020 7,938 8,020 707 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 93.2 96.5 93.2 3.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 14,210
COMMITMENTS
2,068 1,087 1,333 6,662 9,601 10,063 12,021 4,147 2,189
CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,276)
262 -124 -235 395 20 422 -339 -1,698 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 7.6 9.4 46.9 67.6 70.8 84.6 29.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 5 10 10 16 16
Updated August 10, 2018