CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 66,277
COMMITMENTS
10,544 11,526 2,953 52,777 51,773 66,274 66,252 3 25
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -12,695)
337 3,441 -5,342 -7,677 -10,811 -12,682 -12,712 -13 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 17.4 4.5 79.6 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 7 9 17 15 37 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,154
COMMITMENTS
9,099 24,551 514 36,541 21,089 46,154 46,154 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -2,006)
281 -496 -286 -2,001 -1,224 -2,006 -2,006 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 53.2 1.1 79.2 45.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 8 1 10 7 16 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,462
COMMITMENTS
9,082 31,150 0 35,380 13,312 44,462 44,462 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 0)
0 -500 0 0 500 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 70.1 0.0 79.6 29.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 8 0 11 7 14 15
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,844
COMMITMENTS
3,170 16,103 100 26,574 13,641 29,844 29,844 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 144)
0 0 0 144 144 144 144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 54.0 0.3 89.0 45.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 1 8 10 13 17
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,945
COMMITMENTS
6,570 7,372 0 24,375 23,573 30,945 30,945 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -300)
-100 367 0 -200 -667 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 23.8 0.0 78.8 76.2 100.0 100.0 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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,935
COMMITMENTS
5,397 5,275 0 25,538 25,660 30,935 30,935 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 17.1 0.0 82.6 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 13 6 17 8
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,203
COMMITMENTS
4,414 2,557 500 14,289 16,146 19,203 19,203 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -508)
79 497 0 -587 -1,005 -508 -508 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 13.3 2.6 74.4 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 1 11 10 20 15
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 26,012
COMMITMENTS
11,909 4,940 0 14,103 21,072 26,012 26,012 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,386)
1,400 100 0 -14 1,286 1,386 1,386 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 19.0 0.0 54.2 81.0 100.0 100.0 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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,370
COMMITMENTS
8,180 19,020 0 20,190 9,350 28,370 28,370 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 600)
0 600 0 600 0 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 67.0 0.0 71.2 33.0 100.0 100.0 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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,834
COMMITMENTS
3,258 2,872 642 35,934 36,320 39,834 39,834 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 347)
250 52 0 97 295 347 347 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 7.2 1.6 90.2 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 2 16 15 19 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,784
COMMITMENTS
1,372 80 5,815 17,567 18,824 24,754 24,719 30 65
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -384)
249 -450 -215 -421 306 -387 -359 3 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.3 23.5 70.9 76.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 3 22 20 27 25
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 20,892
COMMITMENTS
337 9,066 733 19,386 11,093 20,456 20,892 436 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,776)
-173 -414 -130 -1,562 -1,232 -1,865 -1,776 89 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 43.4 3.5 92.8 53.1 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 2 25 15 30 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,163,693
COMMITMENTS
312,038 94,898 610,321 4198669 4448606 5121028 5153825 42,665 9,868
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -287,495)
65,444 5,574 -120,472 -234,589 -168,660 -289,617 -283,558 2,122 -3,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.8 11.8 81.3 86.2 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
41 26 48 134 112 195 166
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 859,576
COMMITMENTS
32,189 70,630 401,453 421,514 384,291 855,156 856,374 4,420 3,202
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 38,936)
3,057 -3,924 39,731 38,359 22,401 81,147 58,208 -42,211 -19,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.2 46.7 49.0 44.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 13 20 49 47 72 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,504
COMMITMENTS
0 7,894 404 273,693 266,428 274,097 274,726 10,407 9,778
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 8,947)
-46 1,037 -569 8,814 1,941 8,199 2,409 748 6,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.1 96.2 93.6 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 3 32 30 35 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,748
COMMITMENTS
8,732 0 927 121,759 119,521 131,418 120,448 7,330 18,300
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,660)
-420 0 -218 3,673 1,995 3,035 1,777 625 1,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.7 87.8 86.1 94.7 86.8 5.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 2 25 25 30 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,600
COMMITMENTS
590 3,689 1,813 325,387 324,890 327,790 330,392 12,810 10,208
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,260)
-640 -811 676 -20 -592 16 -727 1,244 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 0.5 95.5 95.4 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 2 29 29 32 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 826,974
COMMITMENTS
4,093 6,762 8,595 801,051 807,217 813,739 822,574 13,235 4,400
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -26,368)
135 -117 -165 -27,294 -25,890 -27,324 -26,172 956 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 1.0 96.9 97.6 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 3 42 27 46 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 445,321
COMMITMENTS
1,736 3,151 0 416,896 436,453 418,632 439,604 26,689 5,717
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 6,104)
0 0 0 4,336 5,544 4,336 5,544 1,768 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.0 93.6 98.0 94.0 98.7 6.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 0 39 44 40 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 532,360
COMMITMENTS
8,562 2,464 1,636 506,008 522,140 516,206 526,240 16,154 6,120
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 15,011)
1,082 347 -324 10,116 14,225 10,874 14,248 4,137 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.3 95.0 98.1 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 3 4 35 43 44 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,566
COMMITMENTS
0 17,453 1,295 302,321 279,271 303,616 298,019 7,950 13,547
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 4,092)
0 895 923 1,569 -1,181 2,492 637 1,600 3,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.4 97.0 89.6 97.4 95.7 2.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 6 3 43 34 46 40
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,406
COMMITMENTS
5,894 0 996 102,775 110,202 109,665 111,198 4,741 3,208
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,508)
1,345 0 -810 1,787 1,313 2,322 503 -814 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.9 89.8 96.3 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 28 27 30 28
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,046
COMMITMENTS
0 403 0 46,154 45,148 46,154 45,551 1,892 2,495
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,305)
0 0 0 1,661 -1,035 1,661 -1,035 -356 2,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.1 94.0 96.1 94.8 3.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 18 18 18 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,372
COMMITMENTS
553 208 1,609 221,531 223,124 223,693 224,941 7,679 6,431
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,903)
-6 -290 220 1,318 -581 1,532 -651 371 2,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.7 95.7 96.4 96.7 97.2 3.3 2.8
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,353
COMMITMENTS
0 3,621 0 166,831 162,729 166,831 166,350 9,522 10,003
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,126)
0 0 0 181 -2,752 181 -2,752 -1,307 1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 94.6 92.3 94.6 94.3 5.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 0 33 24 33 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,623
COMMITMENTS
0 0 0 244,420 245,859 244,420 245,859 6,203 4,764
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,871)
0 0 0 630 1,496 630 1,496 1,241 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.1 97.5 98.1 2.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 18 18 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,552
COMMITMENTS
1,066 926 240 32,612 32,599 33,918 33,765 1,634 1,787
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 992)
62 0 0 514 -274 576 -274 416 1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.6 0.7 91.7 91.7 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 20 23 23 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 589,086
COMMITMENTS
19,067 15,554 727 552,156 554,473 571,950 570,754 17,136 18,332
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 9,150)
3,010 1,168 -155 307 -3,451 3,162 -2,438 5,988 11,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.6 0.1 93.7 94.1 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 2 2 51 52 56 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,440
COMMITMENTS
342 23,018 2,186 226,035 202,283 228,563 227,487 7,877 8,953
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -2,852)
-276 228 80 -3,640 -9,015 -3,836 -8,707 984 5,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.7 0.9 95.6 85.6 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 7 4 30 30 34 38
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,379
COMMITMENTS
0 853 0 28,651 27,045 28,651 27,898 1,728 2,481
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 585)
0 403 0 740 -1,353 740 -950 -155 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 94.3 89.0 94.3 91.8 5.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 14 10 14 12
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,940
COMMITMENTS
0 2,748 266 67,765 64,673 68,031 67,687 5,909 6,253
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,700)
0 -122 -117 1,632 1,058 1,515 819 185 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.4 91.6 87.5 92.0 91.5 8.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 1 22 15 23 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,466
COMMITMENTS
29,754 8,307 0 190,284 219,185 220,038 227,492 13,428 5,974
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 11,476)
3,855 -2,294 0 -1,291 11,272 2,564 8,978 8,912 2,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.6 0.0 81.5 93.9 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 3 0 27 37 37 40
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,574
COMMITMENTS
34,633 12,064 930 202,235 230,986 237,798 243,980 9,776 3,594
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 11,369)
7,055 -2,247 -38 -1,408 11,359 5,609 9,074 5,760 2,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 4.9 0.4 81.7 93.3 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 6 3 36 43 53 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,478
COMMITMENTS
1,912 4,796 120 197,957 195,727 199,989 200,643 2,489 1,835
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 6,143)
1,912 2,594 120 4,498 3,440 6,530 6,154 -387 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 0.1 97.8 96.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 6 1 21 27 23 33
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 26,266
COMMITMENTS
0 0 0 25,255 25,474 25,255 25,474 1,011 792
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -217)
0 0 0 -279 -765 -279 -765 62 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 97.0 96.2 97.0 3.8 3.0
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 290,097
COMMITMENTS
991 675 935 283,744 269,115 285,670 270,725 4,427 19,372
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -7,167)
642 -330 -662 -6,972 -9,527 -6,992 -10,519 -175 3,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.3 97.8 92.8 98.5 93.3 1.5 6.7
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,193
COMMITMENTS
0 0 0 94,167 95,863 94,167 95,863 2,026 330
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,812)
0 0 0 462 1,812 462 1,812 1,350 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.7 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 15 16 15
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 14,479
COMMITMENTS
0 0 0 13,132 12,272 13,132 12,272 1,347 2,207
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 367)
0 0 0 184 -350 184 -350 183 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 84.8 90.7 84.8 9.3 15.2
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,639
COMMITMENTS
426 203 934 108,457 112,315 109,817 113,452 15,822 12,187
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,879)
0 -62 62 -907 1,606 -845 1,606 2,724 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.7 86.3 89.4 87.4 90.3 12.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 19 21 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,345
COMMITMENTS
368 713 448 205,534 203,400 206,350 204,561 4,995 6,784
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,353)
368 -702 -368 2,206 2,222 2,206 1,152 1,147 2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.2 97.3 96.2 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 24 27 25 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,779
COMMITMENTS
0 465 0 184,531 193,481 184,531 193,946 17,248 7,833
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,880)
0 465 0 1,472 -22 1,472 443 408 1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 91.5 95.9 91.5 96.1 8.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 17 24 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,742
COMMITMENTS
0 0 0 86,375 89,452 86,375 89,452 7,367 4,290
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 390)
0 0 0 938 2,967 938 2,967 -548 -2,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 95.4 92.1 95.4 7.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 20 22 20
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| 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 35,827 33,370 36,261 34,270 1,708 3,699
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -93 -2,850 -93 -2,850 93 2,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.0 0.3 94.4 87.9 95.5 90.3 4.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 8 13 10 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,125
COMMITMENTS
5,412 3,207 1,074 177,184 180,318 183,670 184,599 7,455 6,526
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,802)
293 901 225 -630 -126 -112 1,000 1,914 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.7 0.6 92.7 94.3 96.1 96.6 3.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 20 19 23 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,547
COMMITMENTS
910 2,616 617 172,800 176,124 174,327 179,357 11,220 6,190
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,089)
166 259 108 -3,646 283 -3,372 650 4,461 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.4 0.3 93.1 94.9 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 36 31 40 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| 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 14,671 15,961 15,391 638 1,208
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -660 0 -660 0 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.3 0.0 92.7 88.4 96.2 92.7 3.8 7.3
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,760
COMMITMENTS
0 1,178 0 42,502 40,592 42,502 41,770 1,258 1,990
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,402)
0 0 0 1,030 411 1,030 411 372 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.1 92.8 97.1 95.5 2.9 4.5
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 235,218
COMMITMENTS
0 939 425 223,740 226,404 224,165 227,768 11,053 7,450
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,895)
-497 -512 -1,047 1,145 657 -399 -902 4,294 4,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 95.1 96.3 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 1 34 35 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 166,243
COMMITMENTS
0 2,130 21 161,087 160,657 161,108 162,808 5,135 3,435
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -749)
0 -1,293 -412 -996 1,014 -1,408 -691 659 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 96.9 96.6 96.9 97.9 3.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 29 27 30 28
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,238
COMMITMENTS
0 0 0 21,817 22,242 21,817 22,242 1,421 996
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,511)
0 0 0 2,987 2,939 2,987 2,939 524 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 95.7 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 13 11 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 138,901
COMMITMENTS
0 0 0 133,026 135,324 133,026 135,324 5,875 3,577
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 339)
0 0 0 -2,009 389 -2,009 389 2,348 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 97.4 95.8 97.4 4.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 24 27 24
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,427
COMMITMENTS
1,641 0 0 56,396 61,314 58,037 61,314 6,390 3,113
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 757)
-436 0 0 -347 295 -783 295 1,540 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 87.5 95.2 90.1 95.2 9.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 15 19 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 56,335
COMMITMENTS
210 789 0 52,922 51,589 53,132 52,378 3,203 3,957
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 525)
0 217 0 527 -1,613 527 -1,396 -2 1,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.4 0.0 93.9 91.6 94.3 93.0 5.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 13 19 14 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 198,127
COMMITMENTS
4,845 465 0 173,805 194,199 178,650 194,664 19,477 3,463
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 22,511)
667 0 -92 15,410 21,643 15,985 21,551 6,526 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.0 87.7 98.0 90.2 98.3 9.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 26 21 27 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 124,889
COMMITMENTS
10,785 8,774 608 108,681 111,880 120,074 121,262 4,815 3,627
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,737)
458 214 4 3,244 4,009 3,706 4,227 31 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 7.0 0.5 87.0 89.6 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 16 20 17 22
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 175,785
COMMITMENTS
0 0 0 171,411 167,780 171,411 167,780 4,374 8,005
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 7,663)
0 0 0 5,432 2,722 5,432 2,722 2,231 4,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 95.4 97.5 95.4 2.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 15 19 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 57,218
COMMITMENTS
9,150 2,141 7,144 39,177 47,514 55,472 56,799 1,746 419
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -738)
241 135 74 -1,649 -991 -1,334 -783 596 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 3.7 12.5 68.5 83.0 96.9 99.3 3.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 6 14 29 32 45 48
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,291
COMMITMENTS
5,705 1,075 1,175 36,231 41,041 43,111 43,291 180 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,491)
515 -125 -275 -1,751 -1,091 -1,511 -1,491 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.5 2.7 83.7 94.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 2 2 22 21 30 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 20,392
COMMITMENTS
2,425 375 600 17,238 19,357 20,263 20,332 129 60
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -2,075)
60 125 -335 -1,800 -1,845 -2,075 -2,055 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.8 2.9 84.5 94.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 17 15 20 17
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 156,162
COMMITMENTS
4,815 7,104 3,550 142,557 140,827 150,922 151,481 5,240 4,681
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,370)
-1,270 -53 -510 -4,527 -5,246 -6,307 -5,809 4,937 4,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.5 2.3 91.3 90.2 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 7 4 35 35 42 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,475
COMMITMENTS
1,350 7,798 905 45,040 38,773 47,295 47,475 180 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,711)
200 101 -219 3,670 3,829 3,651 3,711 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 16.4 1.9 94.9 81.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 5 18 22 29 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,575
COMMITMENTS
175 300 0 31,400 31,275 31,575 31,575 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,345)
0 50 0 1,345 1,295 1,345 1,345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 0.0 99.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 11 16 13 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 44,880
COMMITMENTS
2,050 850 510 42,157 43,090 44,717 44,450 163 430
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 480)
-10 50 -80 720 210 630 180 -150 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.9 1.1 93.9 96.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 28 28 31 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,814
COMMITMENTS
10,625 1,260 640 58,016 67,627 69,281 69,527 533 287
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 261)
-940 100 0 1,041 -126 101 -26 160 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.8 0.9 83.1 96.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 4 4 31 29 40 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,593
COMMITMENTS
4,660 495 1,285 69,953 73,842 75,898 75,622 695 971
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 945)
275 0 -165 385 625 495 460 450 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.6 1.7 91.3 96.4 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 2 23 27 29 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,113
COMMITMENTS
6,285 140 825 102,593 109,645 109,703 110,610 1,410 503
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,730)
470 0 -190 410 1,730 690 1,540 1,040 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 0.7 92.3 98.7 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 1 1 29 30 36 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,175
COMMITMENTS
715 230 0 34,340 34,795 35,055 35,025 120 150
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 565)
0 15 0 565 580 565 595 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.7 0.0 97.6 98.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 0 22 21 25 23
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,947
COMMITMENTS
665 300 110 28,092 28,532 28,867 28,942 80 5
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 872)
0 0 0 872 872 872 872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.4 97.0 98.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 21 20 23 23
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 55,553
COMMITMENTS
8,758 694 3,844 42,680 50,996 55,281 55,534 272 19
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,937)
-754 140 185 2,508 1,610 1,939 1,935 -2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 1.2 6.9 76.8 91.8 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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,755
COMMITMENTS
250 800 1,050 9,115 8,845 10,415 10,695 340 60
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.4 9.8 84.8 82.2 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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,173
COMMITMENTS
565 50 0 47,533 47,818 48,098 47,868 75 305
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 465)
0 -70 -45 475 425 430 310 35 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.0 98.7 99.3 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 24 24 26 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,006
COMMITMENTS
3,070 155 225 42,166 45,626 45,461 46,006 545 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,345)
145 0 0 -1,490 -1,345 -1,345 -1,345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.3 0.5 91.7 99.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 2 23 27 29 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,449
COMMITMENTS
3,969 500 300 49,790 54,976 54,059 55,776 2,390 673
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,010)
483 0 -75 915 3,085 1,323 3,010 1,687 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.9 0.5 88.2 97.4 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 23 19 27 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,522
COMMITMENTS
3,471 2,450 315 55,110 58,154 58,896 60,919 2,626 603
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 860)
-93 0 -60 -820 915 -973 855 1,833 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.0 0.5 89.6 94.5 95.7 99.0 4.3 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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 89,063
COMMITMENTS
0 1,058 855 88,131 87,014 88,986 88,927 77 136
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 2,402)
0 225 -220 2,622 2,397 2,402 2,402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.0 99.0 97.7 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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 120,674
COMMITMENTS
3,272 1,307 2,266 114,767 116,976 120,305 120,549 369 125
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,188)
-1,590 -82 302 2,341 978 1,054 1,198 134 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.1 1.9 95.1 96.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 5 5 26 31 34 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,190
COMMITMENTS
900 900 100 52,190 52,190 53,190 53,190 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,295)
75 50 100 1,120 1,145 1,295 1,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.7 0.2 98.1 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 5 1 13 19 18 24
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 48,359
COMMITMENTS
800 1,405 970 45,379 45,209 47,149 47,584 1,210 775
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 4,796)
0 -120 30 4,551 4,201 4,581 4,111 215 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.9 2.0 93.8 93.5 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 20 20 24 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 55,121
COMMITMENTS
17,270 580 565 36,268 53,356 54,103 54,501 1,018 620
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 2,055)
1,960 95 -60 -86 1,450 1,814 1,485 241 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 1.1 1.0 65.8 96.8 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 23 23 28 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,601
COMMITMENTS
135 100 345 33,067 33,464 33,547 33,909 1,054 692
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,165)
115 0 -115 124 697 124 582 1,041 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 1.0 95.6 96.7 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 19 19 22
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,093
COMMITMENTS
100 555 0 31,223 30,581 31,323 31,136 770 957
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 925)
0 -145 0 215 418 215 273 710 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.7 0.0 97.3 95.3 97.6 97.0 2.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,185
COMMITMENTS
309 670 300 34,179 33,944 34,788 34,914 397 271
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 873)
0 0 0 643 602 643 602 230 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 0.9 97.1 96.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 23 21 26 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,118
COMMITMENTS
450 55 385 23,865 24,092 24,700 24,532 1,418 1,586
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 203)
-50 15 35 -822 -1,313 -837 -1,263 1,040 1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 1.5 91.4 92.2 94.6 93.9 5.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 20 23 23 25
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,279
COMMITMENTS
361 4,037 234 42,239 38,379 42,834 42,651 445 628
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -296)
0 -758 5 -616 -77 -611 -831 315 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.3 0.5 97.6 88.7 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 3 27 24 33 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,331
COMMITMENTS
520 365 450 37,885 37,703 38,855 38,518 476 813
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -308)
520 -450 -125 -953 -484 -558 -1,059 250 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.9 1.1 96.3 95.9 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 23 20 25 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,233
COMMITMENTS
2,703 0 0 17,306 20,224 20,009 20,224 224 9
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -985)
-72 0 -3 -882 -979 -957 -982 -28 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.0 0.0 85.5 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 10 11 14 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,870
COMMITMENTS
2,545 1,300 350 17,810 18,545 20,705 20,195 165 675
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 70)
625 0 -325 -360 -280 -60 -605 130 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 6.2 1.7 85.3 88.9 99.2 96.8 0.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 1 16 10 20 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,885
COMMITMENTS
2,380 2,000 350 18,870 18,810 21,600 21,160 285 725
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 70)
675 0 -375 -375 -280 -75 -655 145 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 9.1 1.6 86.2 85.9 98.7 96.7 1.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 16 12 19 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 328,224
COMMITMENTS
678 21,868 30,162 297,188 276,194 328,027 328,224 197 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 4,889)
-223 1,332 106 4,892 3,451 4,775 4,889 114 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.7 9.2 90.5 84.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 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 10/02/18 |
--------------------------------------------------------------| 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 20,345 21,420 21,335 21,420 650 565
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -470 -445 -470 -445 470 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 92.5 97.4 97.0 97.4 3.0 2.6
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,180
COMMITMENTS
3,055 2,305 430 21,039 22,190 24,524 24,925 656 255
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 475)
-125 375 50 143 -205 68 220 407 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.2 1.7 83.6 88.1 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 2 13 12 18 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,030
COMMITMENTS
1,960 2,330 435 17,825 17,995 20,220 20,760 810 270
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 475)
175 375 25 -330 -195 -130 205 605 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.1 2.1 84.8 85.6 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 2 12 9 16 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,295
COMMITMENTS
700 2,725 100 7,275 5,350 8,075 8,175 220 120
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 110)
50 0 -50 80 110 80 60 30 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 32.9 1.2 87.7 64.5 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 12 9 15 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,731
COMMITMENTS
1,680 1,460 2,690 48,047 48,136 52,417 52,286 1,314 1,445
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,590)
-715 -985 -770 2,298 1,920 813 165 777 1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.7 5.0 89.4 89.6 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 19 15 23 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,570
COMMITMENTS
750 685 3,595 47,259 47,590 51,604 51,870 966 700
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 565)
-3,705 -3,250 1,240 2,395 1,875 -70 -135 635 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 6.8 89.9 90.5 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 20 17 24 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,201
COMMITMENTS
6,753 6,892 6,062 105,539 105,676 118,354 118,630 1,847 1,571
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 4,710)
-2,405 905 730 4,835 1,614 3,160 3,249 1,550 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.7 5.0 87.8 87.9 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 3 8 35 32 46 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 137,111
COMMITMENTS
9,588 12,063 4,807 120,229 118,069 134,624 134,939 2,487 2,172
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 1,870)
-3,275 300 1,695 1,325 -2,172 -255 -177 2,125 2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.8 3.5 87.7 86.1 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 8 6 39 33 47 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 289,162
COMMITMENTS
27,994 21,362 27,182 231,930 237,570 287,106 286,114 2,055 3,048
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,723)
81 -2,115 -977 -2,069 -1,433 -2,965 -4,525 1,242 2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.4 9.4 80.2 82.2 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 10 20 42 43 73 64
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,227
COMMITMENTS
7,013 280 255 26,697 33,112 33,965 33,647 1,262 1,580
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,490)
2,770 20 -70 -245 2,020 2,455 1,970 1,035 1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.8 0.7 75.8 94.0 96.4 95.5 3.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 20 10 25 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,237
COMMITMENTS
6,218 1,365 610 26,690 30,642 33,518 32,617 719 1,620
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 3,640)
2,885 20 -80 325 2,080 3,130 2,020 510 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 4.0 1.8 78.0 89.5 97.9 95.3 2.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 3 20 9 26 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,203
COMMITMENTS
251 204 35 2,371 2,205 2,657 2,444 546 759
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -422)
-24 -14 -32 -335 -406 -391 -452 -31 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.4 1.1 74.0 68.8 83.0 76.3 17.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 3 20 19 25 24
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,495
COMMITMENTS
2,907 2,113 1,132 32,236 32,902 36,275 36,147 220 348
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -2,043)
50 40 226 -2,289 -2,363 -2,013 -2,097 -30 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.8 3.1 88.3 90.2 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 3 6 28 31 38 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,549
COMMITMENTS
1,230 83 0 12,037 12,843 13,267 12,926 282 623
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -1,768)
-350 -17 0 -1,439 -1,649 -1,789 -1,666 21 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.6 0.0 88.8 94.8 97.9 95.4 2.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 25 23 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,008
COMMITMENTS
65 522 389 9,927 9,664 10,381 10,575 627 433
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -706)
-10 33 5 -759 -826 -764 -788 58 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.7 3.5 90.2 87.8 94.3 96.1 5.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 4 24 31 29 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,910
COMMITMENTS
180 1,573 540 16,890 15,571 17,610 17,684 300 226
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -3,179)
-732 -70 134 -2,591 -3,459 -3,189 -3,395 10 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.8 3.0 94.3 86.9 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 6 21 25 27 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 69,498
COMMITMENTS
5,198 4,138 5,038 58,618 59,429 68,855 68,605 643 893
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -4,434)
-565 -529 -453 -3,538 -3,421 -4,556 -4,403 122 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.0 7.2 84.3 85.5 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 15 20 54 54 78 83
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 35,253
COMMITMENTS
1,465 60 0 33,788 35,193 35,253 35,253 0 0
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: 370)
-60 0 0 430 370 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 0.0 95.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
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 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,055
COMMITMENTS
1,045 0 920 7,040 8,055 9,005 8,975 50 80
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -2,440)
40 0 0 -2,230 -2,505 -2,190 -2,505 -250 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 10.2 77.7 89.0 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 13 19 16 22
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 217,946
COMMITMENTS
0 1,315 0 207,791 203,292 207,791 204,607 10,155 13,339
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -242)
0 0 0 -1,951 1,450 -1,951 1,450 1,709 -1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.3 93.3 95.3 93.9 4.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 17 16 18
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 18,732
COMMITMENTS
6,599 589 906 7,865 15,610 15,370 17,105 3,362 1,627
CHANGES FROM 09/25/18 (CHANGE IN OPEN INTEREST: -711)
370 2 -450 -113 -775 -193 -1,223 -518 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 3.1 4.8 42.0 83.3 82.1 91.3 17.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 3 8 11 15 14
Updated October 5, 2018