CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 22,638
COMMITMENTS
648 4,088 0 21,945 18,534 22,593 22,622 45 16
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 5,583)
8 258 0 5,570 5,325 5,578 5,583 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.1 0.0 96.9 81.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 0 13 11 17 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 78,972
COMMITMENTS
10,208 8,085 8,294 60,454 62,585 78,956 78,964 16 8
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 8,098)
1,032 -871 694 6,372 8,275 8,098 8,098 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.2 10.5 76.6 79.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 8 10 18 17 41 29
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,160
COMMITMENTS
8,818 25,047 800 38,542 22,313 48,160 48,160 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 100)
100 100 0 0 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 52.0 1.7 80.0 46.3 100.0 100.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,462
COMMITMENTS
9,082 31,650 0 35,380 12,812 44,462 44,462 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 300)
300 100 0 0 200 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 71.2 0.0 79.6 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,700
COMMITMENTS
3,170 16,103 100 26,430 13,497 29,700 29,700 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 331)
400 55 0 -69 276 331 331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 54.2 0.3 89.0 45.4 100.0 100.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,245
COMMITMENTS
6,670 7,005 0 24,575 24,240 31,245 31,245 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -50)
-650 0 0 600 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 22.4 0.0 78.7 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,885
COMMITMENTS
5,397 5,275 0 25,488 25,610 30,885 30,885 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,763)
0 0 0 3,763 3,763 3,763 3,763 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 17.1 0.0 82.5 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,711
COMMITMENTS
4,335 2,060 500 14,876 17,151 19,711 19,711 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,341)
229 499 0 1,112 842 1,341 1,341 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 10.5 2.5 75.5 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 1 12 11 21 16
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 24,625
COMMITMENTS
10,509 4,840 0 14,116 19,785 24,625 24,625 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 53)
550 0 0 -497 53 53 53 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 19.7 0.0 57.3 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,770
COMMITMENTS
8,180 18,420 0 19,590 9,350 27,770 27,770 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 400)
200 400 0 200 0 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 66.3 0.0 70.5 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,487
COMMITMENTS
3,008 2,820 642 35,837 36,024 39,487 39,487 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 676)
-50 78 50 676 548 676 676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.1 1.6 90.8 91.2 100.0 100.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,168
COMMITMENTS
1,123 530 6,030 17,988 18,518 25,141 25,078 27 90
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,146)
-312 79 1,017 1,441 1,050 2,146 2,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.1 24.0 71.5 73.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 4 23 21 28 26
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,668
COMMITMENTS
510 9,480 863 20,948 12,325 22,321 22,668 347 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 924)
25 225 -53 1,192 752 1,164 924 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 41.8 3.8 92.4 54.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 4 25 18 32 23
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,451,188
COMMITMENTS
246,594 89,324 730,793 4433258 4617266 5410645 5437383 40,543 13,805
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 29,983)
-28,182 -61,425 13,245 47,987 76,691 33,050 28,511 -3,067 1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.6 13.4 81.3 84.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
45 26 53 138 115 208 170
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 820,641
COMMITMENTS
29,132 74,554 361,722 383,155 361,891 774,009 798,166 46,632 22,474
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -51,515)
7,640 26,377 -83,535 -16,854 -14,447 -92,749 -71,606 41,234 20,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 9.1 44.1 46.7 44.1 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 13 22 51 48 77 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,557
COMMITMENTS
46 6,857 973 264,879 264,487 265,898 272,317 9,659 3,240
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,348)
46 1,486 198 2,221 2,412 2,465 4,096 883 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.4 96.1 96.0 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 4 31 29 35 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,088
COMMITMENTS
9,152 0 1,145 118,086 117,526 128,383 118,671 6,705 16,417
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 9,125)
-420 0 -6 8,582 2,642 8,156 2,636 969 6,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.8 87.4 87.0 95.0 87.8 5.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 0 3 22 24 28 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,340
COMMITMENTS
1,230 4,500 1,137 325,407 325,482 327,774 331,119 11,566 8,221
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -118)
-143 1,720 -763 310 -981 -596 -24 478 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 0.3 95.9 95.9 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 2 32 31 35 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,342
COMMITMENTS
3,958 6,879 8,760 828,345 833,107 841,063 848,746 12,279 4,596
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 6,391)
-751 -35 162 6,858 5,112 6,269 5,239 122 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 1.0 97.1 97.6 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 2 43 27 47 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 439,217
COMMITMENTS
1,736 3,151 0 412,560 430,909 414,296 434,060 24,921 5,157
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 5,325)
1,178 -50 0 3,188 5,377 4,366 5,327 959 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.0 93.9 98.1 94.3 98.8 5.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 2 0 37 44 39 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 517,349
COMMITMENTS
7,480 2,117 1,960 495,892 507,915 505,332 511,992 12,017 5,357
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 12,326)
4,454 366 -203 9,648 12,402 13,899 12,565 -1,573 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.4 95.9 98.2 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 3 4 35 43 45 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,474
COMMITMENTS
0 16,558 372 300,752 280,452 301,124 297,382 6,350 10,092
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 580)
0 963 155 101 -3,561 256 -2,443 324 3,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.1 97.8 91.2 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 4 1 41 34 42 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,898
COMMITMENTS
4,549 0 1,806 100,988 108,889 107,343 110,695 5,555 2,203
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,269)
1,066 0 -886 1,283 3,064 1,463 2,178 806 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.6 89.5 96.4 95.1 98.0 4.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 26 26 28 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,741
COMMITMENTS
0 403 0 44,493 46,183 44,493 46,586 2,248 155
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,049)
0 403 0 3,491 3,491 3,491 3,894 558 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 95.2 98.8 95.2 99.7 4.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 17 18 17 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 229,469
COMMITMENTS
559 498 1,389 220,213 223,705 222,161 225,592 7,308 3,877
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,782)
217 -308 -206 2,058 3,296 2,069 2,782 713 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.6 96.0 97.5 96.8 98.3 3.2 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,479
COMMITMENTS
0 3,621 0 166,650 165,481 166,650 169,102 10,829 8,377
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,733)
0 -93 0 -838 1,041 -838 948 2,571 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 93.9 93.2 93.9 95.3 6.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 30 27 30 30
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,752
COMMITMENTS
0 0 0 243,790 244,363 243,790 244,363 4,962 4,389
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -1,739)
0 0 0 -1,894 -1,891 -1,894 -1,891 155 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.2 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 17 18 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,560
COMMITMENTS
1,004 926 240 32,098 32,873 33,342 34,039 1,218 521
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 8,556)
318 318 116 8,114 8,549 8,548 8,983 8 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.7 0.7 92.9 95.1 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 22 21 25 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 579,936
COMMITMENTS
16,057 14,386 882 551,849 557,924 568,788 573,192 11,148 6,744
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -720)
1,855 2,275 33 -2,344 -5,391 -456 -3,083 -264 2,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.5 0.2 95.2 96.2 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
5 3 3 50 51 56 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,292
COMMITMENTS
618 22,790 2,106 229,675 211,298 232,399 236,194 6,893 3,098
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 114)
-419 2,360 402 453 -2,412 436 350 -322 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.5 0.9 96.0 88.3 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 5 33 30 38 38
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,794
COMMITMENTS
0 450 0 27,911 28,398 27,911 28,848 1,883 946
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 496)
-372 0 0 806 217 434 217 62 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 93.7 95.3 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 11 14 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,240
COMMITMENTS
0 2,870 383 66,133 63,615 66,516 66,868 5,724 5,372
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,238)
-230 2,870 259 2,220 -1,543 2,249 1,586 -1,011 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.5 91.5 88.1 92.1 92.6 7.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 5 2 21 14 23 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,990
COMMITMENTS
25,899 10,601 0 191,575 207,913 217,474 218,514 4,516 3,476
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 61,261)
18,818 4,277 0 42,741 56,798 61,559 61,075 -298 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.8 0.0 86.3 93.7 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 4 0 26 32 37 36
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,205
COMMITMENTS
27,578 14,311 968 203,643 219,627 232,189 234,906 4,016 1,299
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 61,979)
18,547 3,534 395 43,087 58,099 62,029 62,028 -50 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 6.1 0.4 86.2 93.0 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 8 3 33 38 47 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,335
COMMITMENTS
0 2,202 0 193,459 192,287 193,459 194,489 2,876 1,846
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 12,193)
0 982 0 12,034 11,191 12,034 12,173 159 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.5 97.9 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 0 21 28 21 31
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 26,483
COMMITMENTS
0 0 0 25,534 26,239 25,534 26,239 949 244
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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: 23)
0 0 0 15 13 15 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 297,264
COMMITMENTS
349 1,005 1,597 290,716 278,642 292,662 281,244 4,602 16,020
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,091)
70 -873 383 654 2,189 1,107 1,699 -16 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.5 97.8 93.7 98.5 94.6 1.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 34 33 37 35
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,381
COMMITMENTS
0 0 0 93,705 94,051 93,705 94,051 676 330
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,340)
0 0 0 4,210 4,524 4,210 4,524 130 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 14 17 14
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 14,112
COMMITMENTS
0 0 0 12,948 12,622 12,948 12,622 1,164 1,490
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 89.4 91.8 89.4 8.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 11 16 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,760
COMMITMENTS
426 265 872 109,364 110,709 110,662 111,846 13,098 11,914
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,037)
122 265 242 3,662 3,587 4,026 4,094 11 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.7 88.4 89.5 89.4 90.4 10.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 19 22 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,992
COMMITMENTS
0 1,415 816 203,328 201,178 204,144 203,409 3,848 4,583
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 7,564)
0 713 0 7,742 6,940 7,742 7,653 -178 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.4 97.8 96.7 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 25 30 26 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,899
COMMITMENTS
0 0 0 183,059 193,503 183,059 193,503 16,840 6,396
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 789)
0 0 0 -281 478 -281 478 1,070 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 96.8 91.6 96.8 8.4 3.2
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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,352
COMMITMENTS
0 0 0 85,437 86,485 85,437 86,485 7,915 6,867
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 51)
0 0 0 1,302 2,296 1,302 2,296 -1,251 -2,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 92.6 91.5 92.6 8.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 19 21 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,969
COMMITMENTS
310 776 124 35,920 36,220 36,354 37,120 1,615 849
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,359)
310 0 0 1,925 2,084 2,235 2,084 124 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.0 0.3 94.6 95.4 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 8 14 10 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,323
COMMITMENTS
5,119 2,306 849 177,814 180,444 183,782 183,599 5,541 5,724
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 252)
0 893 -9 1,614 -39 1,605 845 -1,353 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.2 0.4 93.9 95.3 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 21 18 24 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,458
COMMITMENTS
744 2,357 509 176,446 175,841 177,699 178,707 6,759 5,751
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,776)
310 -79 -555 5,862 5,291 5,617 4,657 -1,841 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 0.3 95.7 95.3 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 37 32 41 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,599
COMMITMENTS
572 720 0 15,389 15,331 15,961 16,051 638 548
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.3 0.0 92.7 92.4 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 13 8 15 9
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,358
COMMITMENTS
0 1,178 0 41,472 40,181 41,472 41,359 886 999
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 97.9 94.9 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 15 9 15 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 231,323
COMMITMENTS
497 1,451 1,472 222,595 225,747 224,564 228,670 6,759 2,653
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 5,602)
497 530 486 4,747 5,253 5,730 6,269 -128 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 0.6 96.2 97.6 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 34 34 37 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 166,992
COMMITMENTS
0 3,423 433 162,083 159,643 162,516 163,499 4,476 3,493
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,856)
0 122 123 2,301 2,766 2,424 3,011 432 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.3 97.1 95.6 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 30 26 31 27
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,727
COMMITMENTS
0 0 0 18,830 19,303 18,830 19,303 897 424
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 97.9 95.5 97.9 4.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 13 12 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 138,562
COMMITMENTS
0 0 0 135,035 134,935 135,035 134,935 3,527 3,627
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,646)
0 0 0 1,646 802 1,646 802 0 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 97.4 97.5 97.4 2.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 23 27 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,670
COMMITMENTS
2,077 0 0 56,743 61,019 58,820 61,019 4,850 2,651
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 426)
0 0 0 -33 486 -33 486 459 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 89.1 95.8 92.4 95.8 7.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 18 15 20 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 55,810
COMMITMENTS
210 572 0 52,395 53,202 52,605 53,774 3,205 2,036
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,495)
0 62 0 4,334 4,371 4,334 4,433 161 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 0.0 93.9 95.3 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 13 20 14 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 175,616
COMMITMENTS
4,178 465 92 158,395 172,556 162,665 173,113 12,951 2,503
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,533)
151 217 1 10,102 4,067 10,254 4,285 -5,721 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.3 0.1 90.2 98.3 92.6 98.6 7.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 28 20 29 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 121,152
COMMITMENTS
10,327 8,560 604 105,437 107,871 116,368 117,035 4,784 4,117
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 9,578)
579 214 0 8,515 9,782 9,094 9,996 484 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.1 0.5 87.0 89.0 96.1 96.6 3.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 16 19 17 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 168,122
COMMITMENTS
0 0 0 165,979 165,058 165,979 165,058 2,143 3,064
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 4,874)
0 0 0 5,970 4,014 5,970 4,014 -1,096 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 98.2 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 17 19 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 57,956
COMMITMENTS
8,909 2,006 7,070 40,826 48,506 56,805 57,582 1,150 374
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 163)
-11 -43 68 107 141 164 166 -1 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.5 12.2 70.4 83.7 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 4 14 29 31 46 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,781
COMMITMENTS
5,189 1,200 1,450 37,982 42,131 44,621 44,781 160 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,627)
-98 0 450 1,274 1,177 1,627 1,627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 2.7 3.2 84.8 94.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 2 3 25 21 33 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,467
COMMITMENTS
2,365 250 935 19,038 21,202 22,338 22,387 129 80
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -25)
-275 50 225 25 -300 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.1 4.2 84.7 94.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 18 15 21 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 157,532
COMMITMENTS
6,085 7,157 4,060 147,084 146,073 157,229 157,290 303 242
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,769)
50 -173 25 2,681 2,921 2,756 2,773 13 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.5 2.6 93.4 92.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 6 5 35 38 44 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 43,765
COMMITMENTS
1,150 7,697 1,124 41,371 34,944 43,645 43,765 120 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 248)
75 18 75 98 155 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 17.6 2.6 94.5 79.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 8 7 17 23 27 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 30,230
COMMITMENTS
175 250 0 30,055 29,980 30,230 30,230 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 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: 25)
2 2 0 11 18 13 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 44,400
COMMITMENTS
2,060 800 590 41,437 42,880 44,087 44,270 313 130
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 660)
0 0 0 660 660 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.8 1.3 93.3 96.6 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,553
COMMITMENTS
11,565 1,160 640 56,975 67,753 69,180 69,553 373 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 815)
1,000 0 0 -170 815 830 815 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.7 0.9 81.9 97.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 4 30 29 38 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,648
COMMITMENTS
4,385 495 1,450 69,568 73,217 75,403 75,162 245 486
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 544)
660 0 -175 59 719 544 544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.7 1.9 92.0 96.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 23 28 29 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,383
COMMITMENTS
5,815 140 1,015 102,183 107,915 109,013 109,070 370 313
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 940)
910 0 -175 205 1,115 940 940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 0.9 93.4 98.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 1 29 30 35 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,610
COMMITMENTS
715 215 0 33,775 34,215 34,490 34,430 120 180
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,920)
0 0 0 1,920 1,920 1,920 1,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.0 97.6 98.9 99.7 99.5 0.3 0.5
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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,075
COMMITMENTS
665 300 110 27,220 27,660 27,995 28,070 80 5
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,665)
0 0 0 1,665 1,665 1,665 1,665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 0.4 97.0 98.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 21 19 23 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 53,616
COMMITMENTS
9,512 554 3,659 40,171 49,386 53,342 53,599 274 17
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,128)
-483 -545 536 1,081 1,137 1,134 1,128 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.0 6.8 74.9 92.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 3 8 29 28 44 38
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,555
COMMITMENTS
250 800 1,050 8,915 8,645 10,215 10,495 340 60
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.6 9.9 84.5 81.9 96.8 99.4 3.2 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,708
COMMITMENTS
565 120 45 47,058 47,393 47,668 47,558 40 150
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,395)
0 95 45 3,365 3,395 3,410 3,535 -15 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.1 98.6 99.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 24 21 27 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,351
COMMITMENTS
2,925 155 225 43,656 46,971 46,806 47,351 545 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,692)
125 55 0 1,567 1,637 1,692 1,692 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.3 0.5 92.2 99.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 2 23 28 29 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,439
COMMITMENTS
3,486 500 375 48,875 51,891 52,736 52,766 703 673
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,660)
55 0 -50 2,655 2,710 2,660 2,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.9 0.7 91.5 97.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 19 26 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,662
COMMITMENTS
3,564 2,450 375 55,930 57,239 59,869 60,064 793 598
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,965)
60 0 -50 2,955 3,015 2,965 2,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.0 0.6 92.2 94.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 15 26 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 86,661
COMMITMENTS
0 833 1,075 85,509 84,617 86,584 86,525 77 136
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 5,488)
0 285 39 5,449 5,164 5,488 5,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.2 98.7 97.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 27 30 29 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 119,486
COMMITMENTS
4,863 1,389 1,963 112,425 115,998 119,251 119,351 235 135
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 5,895)
247 -62 430 5,240 5,527 5,917 5,895 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.2 1.6 94.1 97.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 5 5 27 30 36 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,895
COMMITMENTS
825 850 0 51,070 51,045 51,895 51,895 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,325)
300 -25 0 1,025 1,350 1,325 1,325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 0.0 98.4 98.4 100.0 100.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,563
COMMITMENTS
800 1,525 940 40,828 41,008 42,568 43,473 995 90
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 825)
0 20 -20 760 825 740 825 85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.5 2.2 93.7 94.1 97.7 99.8 2.3 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 53,066
COMMITMENTS
15,310 485 625 36,354 51,906 52,289 53,016 777 50
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,905)
1,200 50 0 2,625 3,865 3,825 3,915 80 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 0.9 1.2 68.5 97.8 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 23 23 27 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,436
COMMITMENTS
20 100 460 32,943 32,767 33,423 33,327 13 109
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -95)
0 0 0 -95 -95 -95 -95 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,168
COMMITMENTS
100 700 0 31,008 30,163 31,108 30,863 60 305
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,105)
0 0 0 2,165 2,285 2,165 2,285 -60 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.2 0.0 99.5 96.8 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 14 18 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,312
COMMITMENTS
309 670 300 33,536 33,342 34,145 34,312 167 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 750)
25 55 0 706 695 731 750 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.0 0.9 97.7 97.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 24 23 27 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,915
COMMITMENTS
500 40 350 24,687 25,405 25,537 25,795 378 120
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 725)
-105 0 115 702 676 712 791 13 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 1.4 95.3 98.0 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 23 25 25
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,575
COMMITMENTS
361 4,796 230 42,854 38,457 43,445 43,482 130 93
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -289)
-20 93 -51 -218 -342 -289 -299 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.0 0.5 98.3 88.3 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,639
COMMITMENTS
0 815 575 38,838 38,187 39,413 39,577 226 62
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 305)
0 0 0 510 290 510 290 -205 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 1.5 98.0 96.3 99.4 99.8 0.6 0.2
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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,218
COMMITMENTS
2,775 0 3 18,188 21,203 20,966 21,206 252 12
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -150)
25 0 0 -187 -150 -162 -150 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 0.0 85.7 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 15 13 19 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,800
COMMITMENTS
1,920 1,300 675 18,170 18,825 20,765 20,800 35 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 0)
-500 -100 100 400 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.3 3.2 87.4 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,815
COMMITMENTS
1,705 2,000 725 19,245 19,090 21,675 21,815 140 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 240)
-500 -100 100 640 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.2 3.3 88.2 87.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 16 11 19 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 323,335
COMMITMENTS
900 20,536 30,056 292,295 272,743 323,252 323,335 83 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 11,644)
162 -752 2,094 9,388 10,301 11,644 11,644 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.4 9.3 90.4 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 4 16 16 21 21
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,985
COMMITMENTS
990 0 0 20,815 21,865 21,805 21,865 180 120
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 94.7 99.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 13 13 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,705
COMMITMENTS
3,180 1,930 380 20,896 22,395 24,456 24,705 249 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 60)
250 0 -50 -200 110 0 60 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.8 1.5 84.6 90.6 99.0 100.0 1.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,555
COMMITMENTS
1,785 1,955 410 18,155 18,190 20,350 20,555 205 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 110)
250 0 0 -200 110 50 110 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.5 2.0 88.3 88.5 99.0 100.0 1.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,185
COMMITMENTS
650 2,725 150 7,195 5,240 7,995 8,115 190 70
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 25)
0 -25 25 0 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 33.3 1.8 87.9 64.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,141
COMMITMENTS
2,395 2,445 3,460 45,749 46,216 51,604 52,121 537 20
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,190)
1,050 0 75 65 1,115 1,190 1,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.7 6.6 87.7 88.6 99.0 100.0 1.0 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,005
COMMITMENTS
4,455 3,935 2,355 44,864 45,715 51,674 52,005 331 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,170)
1,050 0 75 45 1,095 1,170 1,170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 7.6 4.5 86.3 87.9 99.4 100.0 0.6 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,491
COMMITMENTS
9,158 5,987 5,332 100,704 104,062 115,194 115,381 297 110
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,743)
260 1,000 -50 3,533 2,768 3,743 3,718 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.2 4.6 87.2 90.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 3 9 34 31 46 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 135,241
COMMITMENTS
12,863 11,763 3,112 118,904 120,241 134,879 135,116 362 125
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 6,689)
260 1,040 15 6,414 5,644 6,689 6,699 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.7 2.3 87.9 88.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 8 7 37 31 46 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 290,885
COMMITMENTS
27,913 23,477 28,158 233,999 239,003 290,071 290,639 814 246
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 5,095)
-182 -581 1,401 3,807 4,138 5,026 4,958 70 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 8.1 9.7 80.4 82.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 9 19 41 42 72 63
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,737
COMMITMENTS
4,243 260 325 26,942 31,092 31,510 31,677 227 60
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 325)
125 25 -50 205 350 280 325 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.8 1.0 84.9 98.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 20 9 25 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,597
COMMITMENTS
3,333 1,345 690 26,365 28,562 30,388 30,597 209 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 325)
140 25 10 175 350 325 385 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.4 2.3 86.2 93.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 3 20 8 26 12
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,625
COMMITMENTS
275 218 67 2,706 2,611 3,048 2,896 577 729
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 70)
-8 0 32 60 48 84 80 -14 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.0 1.8 74.6 72.0 84.1 79.9 15.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 4 20 20 27 25
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,538
COMMITMENTS
2,857 2,073 906 34,525 35,265 38,288 38,244 250 294
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 591)
283 80 -2 364 518 646 596 -55 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.4 2.4 89.6 91.5 99.4 99.2 0.6 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,317
COMMITMENTS
1,580 100 0 13,476 14,492 15,056 14,592 261 725
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 15)
155 0 0 -150 5 5 5 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.7 0.0 88.0 94.6 98.3 95.3 1.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 22 25 25 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,714
COMMITMENTS
75 489 384 10,686 10,490 11,145 11,363 569 351
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 264)
0 -26 30 234 250 264 254 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 3.3 91.2 89.6 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 4 30 33 35 37
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,089
COMMITMENTS
912 1,643 406 19,481 19,030 20,799 21,079 290 10
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 348)
-10 63 -89 447 374 348 348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.8 1.9 92.4 90.2 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 6 6 23 32 30 42
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 73,932
COMMITMENTS
5,764 4,667 5,491 62,156 62,850 73,411 73,008 521 924
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,606)
-223 16 418 1,482 1,249 1,677 1,683 -71 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.3 7.4 84.1 85.0 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 16 25 57 56 86 88
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,959
COMMITMENTS
400 87 94 775 1,218 1,269 1,399 690 560
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -21)
29 8 15 -52 -43 -8 -20 -13 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 4.4 4.8 39.6 62.2 64.8 71.4 35.2 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 6 8 10 17 16
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 34,883
COMMITMENTS
1,525 60 0 33,358 34,823 34,883 34,883 0 0
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: -225)
0 0 0 -225 -225 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.2 0.0 95.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 24 22 26 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,495
COMMITMENTS
1,005 0 920 9,270 10,560 11,195 11,480 300 15
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 25)
15 0 -110 -135 135 -230 25 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 8.0 80.6 91.9 97.4 99.9 2.6 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 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 218,188
COMMITMENTS
0 1,315 0 209,742 201,842 209,742 203,157 8,446 15,031
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,170)
0 0 0 1,210 645 1,210 645 -40 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.1 92.5 96.1 93.1 3.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 16 15 17
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 19,443
COMMITMENTS
6,229 587 1,356 7,978 16,385 15,563 18,328 3,880 1,115
CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,116)
2,447 0 188 1,327 4,222 3,962 4,410 -846 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 3.0 7.0 41.0 84.3 80.0 94.3 20.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 5 10 13 17 19
Updated September 29, 2018