CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 18,046
COMMITMENTS
376 4,027 0 17,627 14,002 18,003 18,029 43 17
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 68)
90 114 0 -25 -46 65 68 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 22.3 0.0 97.7 77.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 0 11 10 15 14
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 66,938
COMMITMENTS
8,851 12,392 3,129 54,950 51,418 66,930 66,938 8 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -352)
843 1,178 -775 -427 -754 -359 -352 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 18.5 4.7 82.1 76.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 10 11 17 15 38 28
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,160
COMMITMENTS
8,808 24,823 710 38,642 22,627 48,160 48,160 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 62)
90 -10 -90 62 162 62 62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 51.5 1.5 80.2 47.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 8 1 10 7 15 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,512
COMMITMENTS
8,432 31,000 0 35,080 12,512 43,512 43,512 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 71.2 0.0 80.6 28.8 100.0 100.0 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,248
COMMITMENTS
3,220 16,834 100 27,928 14,314 31,248 31,248 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -154)
0 9 0 -154 -163 -154 -154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 53.9 0.3 89.4 45.8 100.0 100.0 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,795
COMMITMENTS
6,520 7,205 0 22,275 21,590 28,795 28,795 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 25.0 0.0 77.4 75.0 100.0 100.0 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,222
COMMITMENTS
5,497 5,275 0 21,725 21,947 27,222 27,222 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.4 0.0 79.8 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 12 6 16 8
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,556
COMMITMENTS
2,021 821 0 11,535 12,735 13,556 13,556 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 6.1 0.0 85.1 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 0 10 11 15 16
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 21,800
COMMITMENTS
8,800 4,950 0 13,000 16,850 21,800 21,800 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 22.7 0.0 59.6 77.3 100.0 100.0 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,270
COMMITMENTS
7,980 18,070 0 19,290 9,200 27,270 27,270 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 66.3 0.0 70.7 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,228
COMMITMENTS
3,033 3,018 668 24,527 24,542 28,228 28,228 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,165)
0 -15 83 1,082 1,096 1,165 1,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.7 2.4 86.9 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 18 15 21 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,541
COMMITMENTS
2,631 1,140 4,398 12,427 13,883 19,456 19,421 85 120
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,179)
231 656 -93 2,051 1,616 2,189 2,179 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.8 22.5 63.6 71.0 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 5 22 20 29 26
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,867
COMMITMENTS
694 7,523 1,866 19,647 13,453 22,207 22,842 660 25
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 567)
32 200 120 390 222 542 542 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 32.9 8.2 85.9 58.8 97.1 99.9 2.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 28 17 33 21
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,290,241
COMMITMENTS
473,051 48,295 631,912 4145311 4594412 5250274 5274619 39,967 15,622
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 26,970)
3,397 -2,851 -19,542 46,635 49,636 30,490 27,243 -3,520 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.9 11.9 78.4 86.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
47 21 52 130 113 194 169
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 864,912
COMMITMENTS
42,797 70,783 410,962 405,420 380,852 859,179 862,598 5,733 2,314
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 26,471)
7,561 2,372 11,794 6,664 11,890 26,019 26,056 452 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.2 47.5 46.9 44.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 11 24 48 51 75 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,979
COMMITMENTS
1,311 7,315 386 270,239 269,204 271,936 276,905 9,043 4,074
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,628)
1,311 -119 114 4,630 4,986 6,055 4,981 -427 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.6 0.1 96.2 95.8 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 32 31 34 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,372
COMMITMENTS
5,285 252 3,375 108,012 107,070 116,672 110,697 6,700 12,675
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,040)
-963 252 -376 2,047 712 708 588 332 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 2.7 87.5 86.8 94.6 89.7 5.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 24 24 28 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,047
COMMITMENTS
217 6,602 1,684 349,656 343,948 351,557 352,234 7,490 6,813
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,242)
-866 2,284 -920 5,028 1,246 3,242 2,610 0 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.5 97.4 95.8 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 8 3 32 32 36 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 846,332
COMMITMENTS
5,075 7,332 9,498 819,965 826,499 834,538 843,329 11,794 3,003
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,113)
31 441 -567 1,172 2,059 636 1,933 477 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 1.1 96.9 97.7 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 3 43 30 49 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 446,804
COMMITMENTS
0 1,328 30 421,833 438,808 421,863 440,166 24,941 6,638
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -3,549)
0 151 0 -3,394 -4,125 -3,394 -3,974 -155 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 94.4 98.2 94.4 98.5 5.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 1 1 38 43 39 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 523,353
COMMITMENTS
1,513 2,620 1,153 507,599 513,073 510,265 516,846 13,088 6,507
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 16,146)
607 58 414 16,342 16,037 17,363 16,509 -1,217 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.2 97.0 98.0 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 3 3 35 40 39 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,135
COMMITMENTS
0 1,595 0 290,912 288,903 290,912 290,498 5,223 5,637
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,793)
-517 108 -659 6,523 3,357 5,347 2,806 -2,554 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.2 97.6 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 2 0 43 35 43 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,257
COMMITMENTS
1,729 2,301 3,564 99,221 100,037 104,514 105,902 5,743 4,355
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,872)
0 -50 416 2,370 2,568 2,786 2,934 86 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 3.2 90.0 90.7 94.8 96.1 5.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 27 23 29 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,813
COMMITMENTS
0 0 0 42,230 43,410 42,230 43,410 1,583 403
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,460)
0 0 0 2,460 2,460 2,460 2,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 99.1 96.4 99.1 3.6 0.9
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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,191
COMMITMENTS
466 514 1,791 216,527 220,827 218,784 223,132 8,407 4,059
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,023)
-133 128 0 4,685 4,071 4,552 4,199 -529 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.8 95.3 97.2 96.3 98.2 3.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 18 22 20 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,941
COMMITMENTS
0 3,071 0 167,940 167,921 167,940 170,992 11,001 7,949
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,594)
0 0 0 5,073 4,744 5,073 4,744 521 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 93.9 93.8 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,737
COMMITMENTS
0 0 0 252,270 252,747 252,270 252,747 5,467 4,990
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,170)
0 0 0 4,837 5,508 4,837 5,508 333 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.1 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,541
COMMITMENTS
3,767 833 372 21,198 25,181 25,337 26,386 1,204 155
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,330)
360 -120 0 2,880 3,450 3,240 3,330 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.1 1.4 79.9 94.9 95.5 99.4 4.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 18 19 21 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 610,375
COMMITMENTS
11,313 17,514 2,326 588,335 585,564 601,974 605,404 8,401 4,971
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5,752)
-2,404 3,376 459 7,865 1,753 5,920 5,588 -168 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.9 0.4 96.4 95.9 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
5 6 6 55 52 64 60
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,496
COMMITMENTS
0 7,835 418 232,875 227,074 233,293 235,327 6,203 4,169
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,695)
0 -201 -788 4,357 3,061 3,569 2,072 126 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.2 97.2 94.8 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 5 2 30 30 32 36
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,241
COMMITMENTS
248 0 0 30,948 30,766 31,196 30,766 1,045 1,475
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -481)
0 0 0 425 -481 425 -481 -906 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 96.0 95.4 96.8 95.4 3.2 4.6
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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,409
COMMITMENTS
0 710 0 76,496 75,233 76,496 75,943 5,913 6,466
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,467)
0 0 0 1,292 1,576 1,292 1,576 175 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 92.8 91.3 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 12 18 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,383
COMMITMENTS
1,880 1,574 0 145,058 146,879 146,938 148,453 4,445 2,930
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 20,822)
-300 120 0 22,372 20,702 22,072 20,822 -1,250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.0 95.8 97.0 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 0 22 22 25 24
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,145
COMMITMENTS
13,834 11,374 1,529 147,990 153,467 163,353 166,370 3,792 775
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 14,998)
-65 295 -175 15,148 14,878 14,908 14,998 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.8 0.9 88.5 91.8 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 9 3 37 31 45 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,983
COMMITMENTS
2,015 844 0 186,733 188,055 188,748 188,899 2,235 2,084
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 7,665)
0 844 0 8,397 7,069 8,397 7,913 -732 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.0 97.8 98.5 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 0 22 21 25 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 281,532
COMMITMENTS
0 932 969 276,438 265,708 277,407 267,609 4,125 13,923
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,000)
-168 267 225 3,875 320 3,932 812 68 3,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 98.2 94.4 98.5 95.1 1.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 2 37 35 39 37
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 12,835
COMMITMENTS
0 713 0 11,549 11,232 11,549 11,945 1,286 890
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 90.0 87.5 90.0 93.1 10.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,493
COMMITMENTS
144 0 836 99,591 103,551 100,571 104,387 16,922 13,106
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 115)
90 0 -90 -181 150 -181 60 296 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 84.8 88.1 85.6 88.8 14.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 18 18 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,876
COMMITMENTS
47 0 1,348 197,404 195,404 198,799 196,752 3,077 5,124
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 10,696)
0 0 0 10,738 11,329 10,738 11,329 -42 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 97.8 96.8 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 25 30 26 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,414
COMMITMENTS
0 372 0 154,475 155,291 154,475 155,663 6,939 5,751
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,865)
0 125 0 1,469 1,919 1,469 2,044 396 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.7 96.2 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 19 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,350
COMMITMENTS
0 0 0 92,726 95,958 92,726 95,958 8,624 5,392
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 623)
0 0 0 966 1,088 966 1,088 -343 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 94.7 91.5 94.7 8.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 20 20 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,824
COMMITMENTS
5,749 296 1,140 187,741 191,168 194,630 192,604 4,194 6,220
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -2,136)
-978 296 362 -1,550 -2,796 -2,166 -2,138 30 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 0.6 94.4 96.1 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 19 25 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,360
COMMITMENTS
866 4,055 1,229 165,662 166,644 167,757 171,928 10,603 6,432
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 10,338)
603 1,141 317 9,812 9,815 10,732 11,273 -394 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.3 0.7 92.9 93.4 94.1 96.4 5.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 3 32 29 36 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,392
COMMITMENTS
1,023 0 0 39,351 41,781 40,374 41,781 2,018 611
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,160)
0 0 0 2,102 2,040 2,102 2,040 58 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 92.8 98.6 95.2 98.6 4.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 12 10 14 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,965
COMMITMENTS
570 416 1,927 228,385 229,479 230,882 231,822 3,083 2,143
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,665)
-715 -2,021 376 5,032 5,531 4,693 3,886 -2,028 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.8 97.6 98.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 2 37 37 40 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 164,695
COMMITMENTS
547 0 0 161,596 162,477 162,143 162,477 2,552 2,218
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,828)
-90 0 0 4,548 3,678 4,458 3,678 -630 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.1 98.7 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 28 31 29 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 144,251
COMMITMENTS
0 360 0 140,516 137,608 140,516 137,968 3,735 6,283
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,747)
0 360 0 2,082 1,785 2,082 2,145 -335 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.4 95.4 97.4 95.6 2.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 26 22 26 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,242
COMMITMENTS
2,256 0 0 53,025 62,051 55,281 62,051 8,961 2,191
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -671)
-120 0 0 -275 -611 -395 -611 -276 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 82.5 96.6 86.1 96.6 13.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 14 17 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 40,168
COMMITMENTS
864 0 0 35,886 39,551 36,750 39,551 3,418 617
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,028)
0 0 0 1,028 1,182 1,028 1,182 0 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 89.3 98.5 91.5 98.5 8.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 11 17 13 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 161,235
COMMITMENTS
3,689 0 91 139,651 158,715 143,431 158,806 17,804 2,429
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,566)
5 0 0 3,531 3,566 3,536 3,566 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.1 86.6 98.4 89.0 98.5 11.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 25 17 27 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,251
COMMITMENTS
7,555 5,992 634 87,652 90,951 95,841 97,577 3,410 1,674
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,546)
-489 0 29 2,429 1,516 1,969 1,545 -423 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.0 0.6 88.3 91.6 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 16 21 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 161,298
COMMITMENTS
0 0 0 159,480 159,288 159,480 159,288 1,818 2,010
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,771)
0 0 0 3,802 3,557 3,802 3,557 -31 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 98.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 16 14 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 58,671
COMMITMENTS
9,019 2,362 5,913 42,817 49,987 57,748 58,262 923 409
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,445)
139 80 488 813 866 1,440 1,433 5 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.0 10.1 73.0 85.2 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 6 14 32 31 48 47
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,912
COMMITMENTS
5,056 1,300 245 38,472 42,367 43,772 43,912 140 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 611)
477 -25 25 109 671 611 671 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.0 0.6 87.6 96.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 2 5 24 21 35 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,267
COMMITMENTS
1,555 275 770 18,813 20,122 21,138 21,167 129 100
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 863)
-375 275 225 1,013 363 863 863 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.3 3.6 88.5 94.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 18 13 21 16
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 156,920
COMMITMENTS
8,162 14,319 3,616 144,948 138,815 156,726 156,750 194 170
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -640)
95 -185 93 -828 -548 -640 -640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 9.1 2.3 92.4 88.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 6 3 37 38 46 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,567
COMMITMENTS
388 7,364 850 43,209 36,354 44,447 44,567 120 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 806)
-433 335 516 723 -45 806 806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.5 1.9 97.0 81.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 10 4 18 24 26 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,640
COMMITMENTS
200 125 50 31,390 31,465 31,640 31,640 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 195)
0 25 0 195 170 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.2 99.2 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 11 17 14 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,529
COMMITMENTS
4,465 950 490 41,399 44,939 46,354 46,379 175 150
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 347)
250 0 -25 122 372 347 347 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.0 1.1 89.0 96.6 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,647
COMMITMENTS
11,825 1,825 1,330 56,119 66,470 69,274 69,625 373 22
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 677)
-15 0 120 572 557 677 677 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 2.6 1.9 80.6 95.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 5 32 30 39 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,322
COMMITMENTS
2,840 390 1,950 71,132 73,710 75,922 76,050 400 272
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,035)
-450 0 600 980 350 1,130 950 -95 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.5 2.6 93.2 96.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 3 23 27 29 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,892
COMMITMENTS
5,675 150 1,305 104,432 110,330 111,412 111,785 480 107
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 685)
-320 0 390 735 295 805 685 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.1 1.2 93.3 98.6 99.6 99.9 0.4 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,115
COMMITMENTS
740 195 10 30,245 30,725 30,995 30,930 120 185
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 505)
0 195 10 505 480 515 685 -10 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.6 0.0 97.2 98.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 23 18 27 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,255
COMMITMENTS
730 300 60 27,365 27,895 28,155 28,255 100 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -415)
-540 0 60 65 -475 -415 -415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.1 0.2 96.9 98.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 21 22 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,495
COMMITMENTS
700 600 0 8,795 8,895 9,495 9,495 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
-50 0 0 50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.3 0.0 92.6 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 0 15 8 18 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 54,631
COMMITMENTS
12,386 787 3,067 38,830 50,379 54,283 54,233 348 398
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 101)
108 -39 236 -243 -97 101 100 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 1.4 5.6 71.1 92.2 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 7 11 28 28 44 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,355
COMMITMENTS
200 510 1,300 8,501 8,110 10,001 9,920 354 435
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.9 12.6 82.1 78.3 96.6 95.8 3.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 15 16 19 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,741
COMMITMENTS
690 275 0 43,001 43,171 43,691 43,446 50 295
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 820)
0 0 0 820 800 820 800 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 0.0 98.3 98.7 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 0 24 23 28 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,429
COMMITMENTS
3,185 1,295 245 42,408 44,889 45,838 46,429 591 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 237)
-520 50 0 757 187 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.8 0.5 91.3 96.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 2 25 24 32 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,514
COMMITMENTS
3,723 300 470 45,648 49,146 49,841 49,916 673 598
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 890)
100 0 0 790 890 890 890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.6 0.9 90.4 97.3 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 23 17 27 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,296
COMMITMENTS
3,863 2,750 450 53,225 54,553 57,538 57,753 758 543
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 685)
50 100 0 635 585 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.7 0.8 91.3 93.6 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 23 18 26 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,062
COMMITMENTS
0 970 910 80,035 79,182 80,945 81,062 117 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 2,335)
-610 665 31 2,904 1,639 2,325 2,335 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.1 98.7 97.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 29 28 30 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,893
COMMITMENTS
5,526 2,602 1,447 106,613 109,834 113,586 113,883 307 10
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 455)
363 80 -167 219 569 415 481 40 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.3 1.3 93.6 96.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 5 4 26 30 34 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 52,355
COMMITMENTS
250 325 0 52,105 52,030 52,355 52,355 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -30)
0 50 0 -30 -80 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 99.5 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 12 16 14 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,587
COMMITMENTS
1,300 1,775 725 34,337 35,002 36,362 37,502 1,225 85
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 20)
-700 0 225 435 -205 -40 20 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.7 1.9 91.4 93.1 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 19 18 23 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 52,779
COMMITMENTS
16,104 1,900 1,075 35,255 49,804 52,434 52,779 345 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 300)
-145 -100 0 435 400 290 300 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 3.6 2.0 66.8 94.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 2 3 24 22 32 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,370
COMMITMENTS
0 911 490 33,864 32,308 34,354 33,709 16 661
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 10 0 10 0 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.4 98.5 94.0 100.0 98.1 0.0 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 08/21/18 |
--------------------------------------------------------------| 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 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,793
COMMITMENTS
688 910 15 31,910 31,863 32,613 32,788 180 5
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 510)
0 0 0 585 626 585 626 -75 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.8 0.0 97.3 97.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 25 22 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,234
COMMITMENTS
410 150 110 22,512 22,728 23,032 22,988 202 246
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 657)
0 0 0 757 717 757 717 -100 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.5 96.9 97.8 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 19 18 22 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,918
COMMITMENTS
716 5,484 179 42,828 38,168 43,723 43,831 195 87
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -510)
25 50 -43 -492 -523 -510 -515 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.5 0.4 97.5 86.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 3 27 24 33 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,689
COMMITMENTS
0 1,505 185 36,068 34,963 36,253 36,653 436 36
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -248)
0 -350 120 -378 -34 -258 -264 10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.5 98.3 95.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 2 25 20 27 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,890
COMMITMENTS
2,671 75 56 18,910 21,744 21,637 21,875 253 15
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.3 0.3 86.4 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,445
COMMITMENTS
1,025 1,325 450 17,920 17,670 19,395 19,445 50 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,100)
175 -425 325 600 1,200 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.8 2.3 92.2 90.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 2 17 11 22 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,990
COMMITMENTS
775 3,100 400 19,670 17,490 20,845 20,990 145 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,100)
125 -475 375 600 1,200 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 14.8 1.9 93.7 83.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 19 10 23 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 283,111
COMMITMENTS
2,780 17,678 22,817 257,407 242,616 283,005 283,111 106 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,882)
-273 341 195 1,960 1,346 1,882 1,882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.2 8.1 90.9 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 4 17 16 22 20
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| 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 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,225
COMMITMENTS
3,475 1,820 160 22,368 24,245 26,003 26,225 222 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,795)
-110 990 -15 1,920 820 1,795 1,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 6.9 0.6 85.3 92.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 14 11 20 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,065
COMMITMENTS
1,950 1,845 285 18,668 18,920 20,903 21,050 162 15
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,820)
-100 1,000 0 1,920 820 1,820 1,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 8.8 1.4 88.6 89.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 2 12 9 17 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,285
COMMITMENTS
650 3,550 150 8,260 5,510 9,060 9,210 225 75
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 38.2 1.6 89.0 59.3 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 10 17 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,705
COMMITMENTS
650 1,250 125 5,755 5,255 6,530 6,630 175 75
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 18.6 1.9 85.8 78.4 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 14 10 17 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,925
COMMITMENTS
1,000 6,655 1,420 48,065 42,842 50,485 50,917 440 8
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 13.1 2.8 94.4 84.1 99.1 100.0 0.9 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,016
COMMITMENTS
1,535 6,830 1,285 46,820 41,901 49,640 50,016 376 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 942)
225 495 -175 892 622 942 942 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.7 2.6 93.6 83.8 99.2 100.0 0.8 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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,788
COMMITMENTS
11,150 2,483 5,549 98,847 107,631 115,546 115,663 242 125
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,142)
1,110 280 70 1,962 2,792 3,142 3,142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.1 4.8 85.4 93.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 5 9 32 32 44 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 135,996
COMMITMENTS
14,975 8,461 2,990 117,719 124,545 135,684 135,996 312 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,323)
1,310 435 10 2,003 2,878 3,323 3,323 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.2 2.2 86.6 91.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
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 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 292,500
COMMITMENTS
26,930 29,981 22,136 242,848 240,340 291,914 292,457 586 43
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,353)
1,031 236 -41 379 1,177 1,368 1,371 -15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 10.2 7.6 83.0 82.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 13 23 44 47 78 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,227
COMMITMENTS
3,678 375 520 27,890 31,332 32,088 32,227 139 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -505)
-295 0 120 -330 -625 -505 -505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.2 1.6 86.5 97.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 22 9 26 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,934
COMMITMENTS
2,628 1,225 955 27,185 28,754 30,768 30,934 166 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -250)
-50 0 100 -300 -350 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.0 3.1 87.9 93.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 22 10 27 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,774
COMMITMENTS
117 144 22 2,867 2,721 3,006 2,887 768 887
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 132)
-56 0 0 127 93 71 93 61 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.8 0.6 76.0 72.1 79.7 76.5 20.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 19 18 22 21
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,921
COMMITMENTS
2,390 2,059 1,062 35,024 35,535 38,476 38,656 445 265
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 512)
35 -51 22 455 541 512 512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.3 2.7 90.0 91.3 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 6 5 27 30 35 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,370
COMMITMENTS
1,320 125 0 12,810 13,461 14,130 13,586 240 784
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 175)
70 0 0 105 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.9 0.0 89.1 93.7 98.3 94.5 1.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 23 24 25 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,808
COMMITMENTS
50 360 379 11,115 10,715 11,544 11,454 264 354
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 856)
0 25 -35 975 786 940 776 -84 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.0 3.2 94.1 90.7 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 4 29 33 34 37
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,925
COMMITMENTS
706 1,077 323 19,599 19,325 20,628 20,725 297 200
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 681)
21 0 31 398 650 450 681 231 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.1 1.5 93.7 92.4 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 6 6 19 35 27 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 71,890
COMMITMENTS
4,803 3,947 4,772 62,027 62,630 71,601 71,349 289 541
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,729)
-66 -84 316 1,468 1,467 1,718 1,699 11 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.5 6.6 86.3 87.1 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 13 22 60 58 86 85
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 33,160
COMMITMENTS
2,215 0 0 30,945 33,160 33,160 33,160 0 0
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -5,902)
-415 0 0 -5,472 -5,897 -5,887 -5,897 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 93.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 25 21 27 21
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,530
COMMITMENTS
1,475 0 690 10,290 11,820 12,455 12,510 75 20
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 420)
-100 0 -45 585 495 440 450 -20 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 5.5 82.1 94.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 3 17 20 21 23
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 218,588
COMMITMENTS
0 0 0 211,390 204,178 211,390 204,178 7,198 14,410
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,428)
0 0 0 2,118 1,269 2,118 1,269 -690 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 93.4 96.7 93.4 3.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 14 15 14
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 14,548
COMMITMENTS
1,756 1,016 1,775 6,716 9,816 10,247 12,607 4,301 1,941
CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 153)
-312 -71 442 -21 80 109 451 44 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.0 12.2 46.2 67.5 70.4 86.7 29.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 5 10 10 16 16
Updated August 24, 2018