CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 17,055
COMMITMENTS
640 3,830 0 16,375 13,209 17,015 17,039 40 16
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -30)
350 20 0 -380 -50 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 22.5 0.0 96.0 77.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 0 12 9 16 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 70,874
COMMITMENTS
9,176 8,956 7,600 54,081 54,310 70,858 70,866 16 8
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -901)
-675 -2,163 1,071 -1,301 192 -906 -901 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 12.6 10.7 76.3 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 7 10 17 15 39 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,060
COMMITMENTS
8,718 24,947 800 38,542 22,313 48,060 48,060 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 51.9 1.7 80.2 46.4 100.0 100.0 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 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,162
COMMITMENTS
8,782 31,550 0 35,380 12,612 44,162 44,162 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 0)
0 200 0 0 -200 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 71.4 0.0 80.1 28.6 100.0 100.0 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 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,369
COMMITMENTS
2,770 16,048 100 26,499 13,221 29,369 29,369 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 102)
-410 300 0 512 -198 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 54.6 0.3 90.2 45.0 100.0 100.0 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 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,295
COMMITMENTS
7,320 7,005 0 23,975 24,290 31,295 31,295 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 22.4 0.0 76.6 77.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 11 3 16 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,122
COMMITMENTS
5,397 5,275 0 21,725 21,847 27,122 27,122 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 19.4 0.0 80.1 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 12 5 16 7
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 18,371
COMMITMENTS
4,107 1,561 500 13,764 16,309 18,371 18,371 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,247)
963 751 500 784 996 2,247 2,247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 8.5 2.7 74.9 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 1 12 11 20 16
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 24,572
COMMITMENTS
9,959 4,840 0 14,613 19,732 24,572 24,572 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 587)
659 -25 0 -72 612 587 587 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 19.7 0.0 59.5 80.3 100.0 100.0 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 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,370
COMMITMENTS
7,980 18,020 0 19,390 9,350 27,370 27,370 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 65.8 0.0 70.8 34.2 100.0 100.0 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 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,811
COMMITMENTS
3,058 2,742 592 35,161 35,476 38,811 38,811 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 396)
25 -296 0 371 692 396 396 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 7.1 1.5 90.6 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 2 17 15 20 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,022
COMMITMENTS
1,435 451 5,013 16,547 17,468 22,995 22,932 27 90
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,085)
-233 -418 625 693 878 1,085 1,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.0 21.8 71.9 75.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 4 22 21 27 26
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,744
COMMITMENTS
485 9,255 916 19,756 11,573 21,157 21,744 587 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 174)
10 1,158 -163 347 -821 194 174 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 42.6 4.2 90.9 53.2 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 3 24 17 29 22
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,421,205
COMMITMENTS
274,776 150,749 717,548 4385271 4540575 5377595 5408872 43,610 12,333
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 43,058)
-34,467 39,550 -4,870 81,778 8,794 42,441 43,474 617 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.8 13.2 80.9 83.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
42 28 55 137 110 206 167
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 872,156
COMMITMENTS
21,492 48,177 445,257 400,009 376,338 866,758 869,772 5,397 2,383
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 59,618)
-11,681 -18,505 52,049 18,774 25,680 59,141 59,224 477 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.5 51.1 45.9 43.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 16 23 55 52 83 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,209
COMMITMENTS
0 5,371 775 262,658 262,075 263,433 268,221 8,776 3,988
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 6,075)
-50 342 285 5,953 5,176 6,188 5,803 -113 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.3 96.5 96.3 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 31 31 33 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,963
COMMITMENTS
9,572 0 1,151 109,504 114,884 120,227 116,035 5,736 9,928
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,413)
1,610 -288 -426 5,643 9,220 6,827 8,506 1,586 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.9 86.9 91.2 95.4 92.1 4.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 0 2 21 25 27 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,458
COMMITMENTS
1,373 2,780 1,900 325,097 326,463 328,370 331,143 11,088 8,315
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -2,529)
-40 -149 730 -2,948 -3,056 -2,258 -2,475 -271 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.6 95.8 96.2 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 32 30 35 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 846,951
COMMITMENTS
4,709 6,914 8,598 821,487 827,995 834,794 843,507 12,157 3,444
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,996)
563 0 -236 4,097 5,878 4,424 5,642 572 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 1.0 97.0 97.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 3 43 27 48 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 433,892
COMMITMENTS
558 3,201 0 409,372 425,532 409,930 428,733 23,962 5,159
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 7,967)
558 182 0 7,799 8,120 8,357 8,302 -390 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 0.0 94.3 98.1 94.5 98.8 5.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 0 36 43 37 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 505,023
COMMITMENTS
3,026 1,751 2,163 486,244 495,513 491,433 499,427 13,590 5,596
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 5,859)
77 -75 112 5,822 6,317 6,011 6,354 -152 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 0.4 96.3 98.1 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 4 35 40 41 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,894
COMMITMENTS
0 15,595 217 300,651 284,013 300,868 299,825 6,026 7,069
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 5,273)
0 1,988 217 5,976 1,900 6,193 4,105 -920 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.1 98.0 92.5 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 4 1 41 33 42 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,629
COMMITMENTS
3,483 0 2,692 99,705 105,825 105,880 108,517 4,749 2,112
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,027)
184 0 -692 1,814 2,594 1,306 1,902 -279 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 2.4 90.1 95.7 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 25 26 27 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,692
COMMITMENTS
0 0 0 41,002 42,692 41,002 42,692 1,690 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 6,220)
0 0 0 5,554 6,220 5,554 6,220 666 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 100.0 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 17 18 17 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,687
COMMITMENTS
342 806 1,595 218,155 220,409 220,092 222,810 6,595 3,877
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -748)
120 277 -228 -818 -385 -926 -336 178 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.7 96.2 97.2 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 19 24 21 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 175,746
COMMITMENTS
0 3,714 0 167,488 164,440 167,488 168,154 8,258 7,592
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,385)
0 271 0 2,385 1,211 2,385 1,482 -1,000 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 95.3 93.6 95.3 95.7 4.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 0 30 24 30 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,491
COMMITMENTS
0 0 0 245,684 246,254 245,684 246,254 4,807 4,237
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 752)
0 0 0 752 1,329 752 1,329 0 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.3 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 18 18 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,004
COMMITMENTS
686 608 124 23,984 24,324 24,794 25,056 1,210 948
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,121)
0 0 0 3,997 3,749 3,997 3,749 124 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.3 0.5 92.2 93.5 95.3 96.4 4.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 17 16 20 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 580,656
COMMITMENTS
14,202 12,111 849 554,193 563,315 569,244 576,275 11,412 4,381
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -5,811)
93 -3,426 -402 -5,587 -1,073 -5,896 -4,901 85 -910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.1 0.1 95.4 97.0 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
4 5 4 53 55 59 62
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,178
COMMITMENTS
1,037 20,430 1,704 229,222 213,710 231,963 235,844 7,215 3,334
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 6,015)
998 928 499 4,727 5,672 6,224 7,099 -209 -1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.5 0.7 95.8 89.4 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 4 31 29 35 36
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,298
COMMITMENTS
372 450 0 27,105 28,181 27,477 28,631 1,821 667
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,271)
372 0 0 353 1,240 725 1,240 546 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.5 0.0 92.5 96.2 93.8 97.7 6.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 11 13 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,002
COMMITMENTS
230 0 124 63,913 65,158 64,267 65,282 6,735 5,720
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 532)
-1,068 0 -447 401 1,101 -1,114 654 1,646 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 90.0 91.8 90.5 91.9 9.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 12 19 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,729
COMMITMENTS
7,081 6,324 0 148,834 151,115 155,915 157,439 4,814 3,290
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 22,903)
6,461 5,859 0 16,562 16,448 23,023 22,307 -120 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.9 0.0 92.6 94.0 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 0 20 23 23 25
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,226
COMMITMENTS
9,031 10,777 573 160,556 161,528 170,160 172,878 4,066 1,348
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 23,097)
5,733 5,797 62 16,880 16,884 22,675 22,743 422 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.2 0.3 92.2 92.7 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 9 2 32 32 40 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,142
COMMITMENTS
0 1,220 0 181,425 181,096 181,425 182,316 2,717 1,826
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 5,318)
0 248 0 4,714 4,884 4,714 5,132 604 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.5 98.3 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 20 21 20 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 296,173
COMMITMENTS
279 1,878 1,214 290,062 276,453 291,555 279,545 4,618 16,628
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 3,818)
0 126 120 3,411 3,526 3,531 3,772 287 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.4 97.9 93.3 98.4 94.4 1.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 34 32 37 34
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,041
COMMITMENTS
0 0 0 89,495 89,527 89,495 89,527 546 514
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 775)
0 0 0 589 775 589 775 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 11 13 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,723
COMMITMENTS
304 0 630 105,702 107,122 106,636 107,752 13,087 11,971
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 3,793)
304 -124 -304 5,908 4,626 5,908 4,198 -2,115 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.5 88.3 89.5 89.1 90.0 10.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,428
COMMITMENTS
0 702 816 195,586 194,238 196,402 195,756 4,026 4,672
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,795)
0 702 816 2,069 2,946 2,885 4,464 -90 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 97.6 96.9 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 23 28 24 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,110
COMMITMENTS
0 0 0 183,340 193,025 183,340 193,025 15,770 6,085
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 6,015)
0 -189 -90 4,642 5,587 4,552 5,308 1,463 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 96.9 92.1 96.9 7.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 19 25 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,301
COMMITMENTS
0 0 0 84,135 84,189 84,135 84,189 9,166 9,112
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -362)
0 0 0 -997 34 -997 34 635 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 90.2 90.2 90.2 9.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 18 20 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,610
COMMITMENTS
0 776 124 33,995 34,136 34,119 35,036 1,491 574
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 3,078)
0 -372 124 2,737 3,446 2,861 3,198 217 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.3 95.5 95.9 95.8 98.4 4.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 8 15 9 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,071
COMMITMENTS
5,119 1,413 858 176,200 180,483 182,177 182,754 6,894 6,317
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -4)
-61 1,076 -612 -125 -250 -798 214 794 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.5 93.2 95.5 96.4 96.7 3.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 18 16 21 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,682
COMMITMENTS
434 2,436 1,064 170,584 170,550 172,082 174,050 8,600 6,632
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,349)
-200 138 -137 8,427 8,542 8,090 8,543 259 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.3 0.6 94.4 94.4 95.2 96.3 4.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 35 31 39 34
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 225,721
COMMITMENTS
0 921 986 217,848 220,494 218,834 222,401 6,887 3,320
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -1,991)
-774 -31 -238 -2,029 -2,147 -3,041 -2,416 1,050 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 96.5 97.7 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 2 35 33 37 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 164,136
COMMITMENTS
0 3,301 310 159,782 156,877 160,092 160,488 4,044 3,648
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 629)
0 -339 310 -694 -1,528 -384 -1,557 1,013 2,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.2 97.3 95.6 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 29 26 30 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 136,916
COMMITMENTS
0 0 0 133,389 134,133 133,389 134,133 3,527 2,783
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,104)
0 0 0 1,042 1,352 1,042 1,352 62 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 98.0 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 23 26 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,244
COMMITMENTS
2,077 0 0 56,776 60,533 58,853 60,533 4,391 2,711
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,789)
60 0 0 6,732 1,245 6,792 1,245 -5,003 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 89.8 95.7 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 17 15 19 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 51,315
COMMITMENTS
210 510 0 48,061 48,831 48,271 49,341 3,044 1,974
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 248)
0 0 0 33 -1,454 33 -1,454 215 1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 0.0 93.7 95.2 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 12 19 13 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 171,083
COMMITMENTS
4,027 248 91 148,293 168,489 152,411 168,828 18,672 2,255
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 7,613)
151 0 0 5,599 7,397 5,750 7,397 1,863 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.1 0.1 86.7 98.5 89.1 98.7 10.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 25 19 26 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,574
COMMITMENTS
9,748 8,346 604 96,922 98,089 107,274 107,039 4,300 4,535
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 9,969)
30 0 0 9,152 8,718 9,182 8,718 787 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.5 0.5 86.9 87.9 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 17 16 18 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 163,248
COMMITMENTS
0 0 0 160,009 161,044 160,009 161,044 3,239 2,204
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 5,488)
0 -210 0 3,905 5,240 3,905 5,030 1,583 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.6 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 17 18 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 57,793
COMMITMENTS
8,920 2,049 7,002 40,719 48,365 56,642 57,416 1,151 377
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,848)
377 54 685 787 1,078 1,849 1,818 -1 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.5 12.1 70.5 83.7 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 4 14 29 31 45 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,155
COMMITMENTS
5,287 1,200 1,000 36,708 40,955 42,995 43,155 160 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,656)
678 75 250 728 1,331 1,656 1,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.8 2.3 85.1 94.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 2 2 25 20 33 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,492
COMMITMENTS
2,640 200 710 19,013 21,502 22,363 22,412 129 80
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 625)
-50 100 200 475 325 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.9 3.2 84.5 95.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 18 13 22 16
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 154,763
COMMITMENTS
6,035 7,330 4,035 144,403 143,152 154,473 154,517 290 246
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 584)
-447 -3,488 262 693 3,742 508 516 76 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.7 2.6 93.3 92.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 5 35 37 44 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 43,517
COMMITMENTS
1,075 7,679 1,049 41,273 34,789 43,397 43,517 120 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 952)
-25 148 -150 1,141 972 966 970 -14 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 17.6 2.4 94.8 79.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 8 15 23 25 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 30,205
COMMITMENTS
175 250 0 30,030 29,955 30,205 30,205 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -225)
0 75 0 -225 -300 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.0 99.4 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 10 18 12 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 43,740
COMMITMENTS
2,060 800 590 40,777 42,220 43,427 43,610 313 130
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -382)
-950 0 100 348 -482 -502 -382 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.8 1.3 93.2 96.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 27 28 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,738
COMMITMENTS
10,565 1,160 640 57,145 66,938 68,350 68,738 388 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -1,020)
-575 -150 0 -325 -750 -900 -900 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.7 0.9 83.1 97.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 2 4 30 29 38 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,104
COMMITMENTS
3,725 495 1,625 69,509 72,498 74,859 74,618 245 486
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 865)
915 0 -145 95 770 865 625 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 2.2 92.6 96.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 2 23 27 29 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,443
COMMITMENTS
4,905 140 1,190 101,978 106,800 108,073 108,130 370 313
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -415)
15 0 -90 -340 -565 -415 -655 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.1 1.1 94.0 98.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 1 28 29 33 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,690
COMMITMENTS
715 215 0 31,855 32,295 32,570 32,510 120 180
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.0 97.4 98.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 22 20 25 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,410
COMMITMENTS
665 300 110 25,555 25,995 26,330 26,405 80 5
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -325)
0 0 0 -325 -325 -325 -325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 0.4 96.8 98.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 21 20 23 23
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 52,488
COMMITMENTS
9,994 1,099 3,123 39,090 48,249 52,208 52,471 280 17
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 634)
-473 75 -58 1,178 991 647 1,008 -13 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 2.1 5.9 74.5 91.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 4 8 29 29 44 39
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,435
COMMITMENTS
250 800 1,050 8,795 8,525 10,095 10,375 340 60
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 460)
0 0 0 400 835 400 835 60 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.7 10.1 84.3 81.7 96.7 99.4 3.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 15 17 19 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,313
COMMITMENTS
565 25 0 43,693 43,998 44,258 44,023 55 290
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 224)
0 0 0 209 224 209 224 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.0 98.6 99.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 23 21 25 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,659
COMMITMENTS
2,800 100 225 42,089 45,334 45,114 45,659 545 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 765)
15 0 0 750 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.2 0.5 92.2 99.3 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 2 23 25 28 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,779
COMMITMENTS
3,431 500 425 46,220 49,181 50,076 50,106 703 673
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,780)
60 200 0 2,745 2,425 2,805 2,625 -25 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 0.8 91.0 96.9 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 18 26 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,697
COMMITMENTS
3,504 2,450 425 52,975 54,224 56,904 57,099 793 598
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,305)
430 200 0 1,900 1,950 2,330 2,150 -25 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.2 0.7 91.8 94.0 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 17 26 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,173
COMMITMENTS
0 548 1,036 80,060 79,453 81,096 81,037 77 136
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,828)
0 -493 372 2,456 2,829 2,828 2,708 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.3 98.6 97.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 28 29 30 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,591
COMMITMENTS
4,615 1,451 1,533 107,185 110,472 113,334 113,456 257 135
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 5,280)
1,463 -21 -434 4,281 5,615 5,310 5,160 -30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.3 1.4 94.4 97.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 5 26 30 34 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 50,570
COMMITMENTS
525 875 0 50,045 49,695 50,570 50,570 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,670)
500 125 -25 1,203 1,570 1,678 1,670 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.7 0.0 99.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 0 13 20 17 24
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 42,738
COMMITMENTS
800 1,505 960 40,068 40,183 41,828 42,648 910 90
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,613)
0 -75 75 2,833 2,633 2,908 2,633 -295 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.5 2.2 93.8 94.0 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 20 23 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,161
COMMITMENTS
14,110 435 625 33,729 48,041 48,464 49,101 697 60
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -1,450)
0 150 50 -1,419 -1,710 -1,369 -1,510 -81 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.9 1.3 68.6 97.7 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 22 23 26 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,531
COMMITMENTS
20 100 460 33,038 32,862 33,518 33,422 13 109
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 835)
0 0 0 835 835 835 835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 1.4 98.5 98.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 18 17 19 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,063
COMMITMENTS
100 700 0 28,843 27,878 28,943 28,578 120 485
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.4 0.0 99.2 95.9 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 14 17 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,562
COMMITMENTS
284 615 300 32,830 32,647 33,414 33,562 148 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 125)
50 -400 300 -225 230 125 130 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.8 0.9 97.8 97.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 25 24 28 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,190
COMMITMENTS
605 40 235 23,985 24,729 24,825 25,004 365 186
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 630)
300 0 0 350 810 650 810 -20 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.9 95.2 98.2 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 20 20 23 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,865
COMMITMENTS
381 4,702 281 43,073 38,799 43,735 43,782 130 83
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 601)
0 3 -8 594 612 586 606 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.7 0.6 98.2 88.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 3 27 25 33 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,334
COMMITMENTS
0 815 575 38,328 37,897 38,903 39,287 431 47
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,093)
0 0 0 1,108 1,093 1,108 1,093 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 1.5 97.4 96.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 2 23 20 25 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,368
COMMITMENTS
2,750 0 3 18,375 21,353 21,128 21,356 240 12
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 445)
75 0 0 370 445 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 0.0 86.0 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 16 13 19 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,800
COMMITMENTS
2,420 1,400 575 17,770 18,825 20,765 20,800 35 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 645)
-550 100 250 950 295 650 645 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 6.7 2.8 85.4 90.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 1 16 9 20 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,575
COMMITMENTS
2,205 2,100 625 18,605 18,850 21,435 21,575 140 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 645)
-550 100 250 930 295 630 645 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.7 2.9 86.2 87.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 16 10 19 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 311,691
COMMITMENTS
738 21,288 27,962 282,908 262,441 311,608 311,691 83 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 28,606)
-3,313 112 7,118 24,801 21,375 28,606 28,606 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 9.0 90.8 84.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 17 16 22 20
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,645
COMMITMENTS
2,930 1,930 430 21,096 22,285 24,456 24,645 189 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 255)
-105 -100 145 215 210 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.8 1.7 85.6 90.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 1 13 12 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,445
COMMITMENTS
1,535 1,955 410 18,355 18,080 20,300 20,445 145 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 115)
75 -100 0 35 215 110 115 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.6 2.0 89.8 88.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 13 9 17 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,160
COMMITMENTS
650 2,750 125 7,195 5,215 7,970 8,090 190 70
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 33.7 1.5 88.2 63.9 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 12 9 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,951
COMMITMENTS
1,345 2,445 3,385 45,684 45,101 50,414 50,931 537 20
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 195)
-955 -925 1,425 -400 -305 70 195 125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.8 6.6 89.7 88.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 19 13 23 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,835
COMMITMENTS
3,405 3,935 2,280 44,819 44,620 50,504 50,835 331 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 795)
-355 -950 1,380 -230 365 795 795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.7 4.5 88.2 87.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 20 15 24 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,748
COMMITMENTS
8,898 4,987 5,382 97,171 101,294 111,451 111,663 297 85
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,135)
-1,065 -1,590 1,340 800 1,410 1,075 1,160 60 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.5 4.8 87.0 90.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 4 8 35 31 46 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,552
COMMITMENTS
12,603 10,723 3,097 112,490 114,597 128,190 128,417 362 135
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 544)
-190 -870 665 9 724 484 519 60 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.3 2.4 87.5 89.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 9 6 36 32 44 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 285,789
COMMITMENTS
28,095 24,058 26,758 230,193 234,865 285,045 285,680 744 109
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 7,048)
150 -2,339 1,319 5,555 8,084 7,024 7,064 25 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.4 9.4 80.5 82.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 9 19 39 41 70 61
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,412
COMMITMENTS
4,118 235 375 26,737 30,742 31,230 31,352 182 60
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -65)
0 0 0 -80 -125 -80 -125 15 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.7 1.2 85.1 97.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 2 19 9 25 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,272
COMMITMENTS
3,193 1,320 680 26,190 28,212 30,063 30,212 209 60
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -85 -115 -85 -115 30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.4 2.2 86.5 93.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 3 19 8 26 11
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,555
COMMITMENTS
283 218 35 2,646 2,563 2,964 2,816 591 739
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 164)
182 68 33 83 124 298 225 -134 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.1 1.0 74.4 72.1 83.4 79.2 16.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 3 20 20 26 24
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,947
COMMITMENTS
2,574 1,993 908 34,161 34,748 37,642 37,648 305 299
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 873)
448 137 -8 333 685 772 813 101 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 5.3 2.4 90.0 91.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 6 29 29 38 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,302
COMMITMENTS
1,425 100 0 13,626 14,487 15,051 14,587 251 715
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 538)
590 0 0 258 528 848 528 -310 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.7 0.0 89.0 94.7 98.4 95.3 1.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 22 26 25 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,450
COMMITMENTS
75 515 354 10,452 10,240 10,881 11,109 569 341
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 369)
75 -12 0 92 380 167 368 202 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.5 3.1 91.3 89.4 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 4 30 32 35 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,741
COMMITMENTS
922 1,580 495 19,034 18,656 20,451 20,731 290 10
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 988)
149 423 124 715 441 988 988 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.6 2.4 91.8 89.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 6 5 22 32 29 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 72,327
COMMITMENTS
5,987 4,651 5,073 60,675 61,602 71,735 71,326 592 1,001
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 964)
361 24 -314 735 1,062 782 772 182 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.4 7.0 83.9 85.2 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 15 24 57 57 86 87
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,980
COMMITMENTS
371 79 79 827 1,261 1,277 1,419 703 561
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.0 4.0 41.8 63.7 64.5 71.7 35.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 5 8 12 16 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 35,108
COMMITMENTS
1,525 60 0 33,583 35,048 35,108 35,108 0 0
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -4,300)
-370 0 0 -3,930 -4,300 -4,300 -4,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 0.0 95.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 25 21 27 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,470
COMMITMENTS
990 0 1,030 9,405 10,425 11,425 11,455 45 15
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,315)
-80 0 260 1,135 1,055 1,315 1,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 9.0 82.0 90.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 15 21 18 24
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 217,018
COMMITMENTS
0 1,315 0 208,532 201,197 208,532 202,512 8,486 14,506
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,003)
0 55 0 1,818 1,657 1,818 1,712 185 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.1 92.7 96.1 93.3 3.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 15 15 16
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 16,327
COMMITMENTS
3,782 587 1,168 6,651 12,163 11,601 13,918 4,726 2,409
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.6 7.2 40.7 74.5 71.1 85.2 28.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 4 9 12 15 17
Updated September 21, 2018