CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 65,674
COMMITMENTS
10,664 11,280 2,897 52,110 51,472 65,671 65,649 3 25
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -603)
119 -246 -55 -667 -301 -603 -603 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 17.2 4.4 79.3 78.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 7 9 17 16 37 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,734
COMMITMENTS
8,343 24,170 850 36,541 20,714 45,734 45,734 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -420)
-756 -381 336 0 -375 -420 -420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 52.8 1.9 79.9 45.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 9 1 10 7 16 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,032
COMMITMENTS
9,652 32,115 0 35,380 12,917 45,032 45,032 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 570)
570 965 0 0 -395 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 71.3 0.0 78.6 28.7 100.0 100.0 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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,896
COMMITMENTS
3,170 16,203 100 26,626 13,593 29,896 29,896 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 52)
0 100 0 52 -48 52 52 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 54.2 0.3 89.1 45.5 100.0 100.0 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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,845
COMMITMENTS
6,570 7,372 0 24,275 23,473 30,845 30,845 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 23.9 0.0 78.7 76.1 100.0 100.0 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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,485
COMMITMENTS
5,397 5,025 0 25,088 25,460 30,485 30,485 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -450)
0 -250 0 -450 -200 -450 -450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 16.5 0.0 82.3 83.5 100.0 100.0 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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,870
COMMITMENTS
5,135 2,630 500 14,235 16,740 19,870 19,870 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 667)
721 73 0 -54 594 667 667 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 13.2 2.5 71.6 84.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 12 11 21 16
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 26,072
COMMITMENTS
11,909 4,929 0 14,163 21,143 26,072 26,072 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 60)
0 -11 0 60 71 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 18.9 0.0 54.3 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 8 4 14 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,570
COMMITMENTS
8,180 18,900 0 20,390 9,670 28,570 28,570 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 200)
0 -120 0 200 320 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 66.2 0.0 71.4 33.8 100.0 100.0 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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 41,795
COMMITMENTS
3,258 3,124 642 37,895 38,030 41,795 41,795 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,962)
0 252 0 1,962 1,710 1,962 1,962 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.5 1.5 90.7 91.0 100.0 100.0 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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,587
COMMITMENTS
1,809 112 5,814 17,934 19,596 25,557 25,522 30 65
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 803)
437 32 -1 367 772 803 803 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.4 22.7 70.1 76.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 5 22 22 28 28
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,676
COMMITMENTS
337 9,467 793 20,249 11,416 21,379 21,676 297 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 784)
0 401 60 863 323 923 784 -139 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 43.7 3.7 93.4 52.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 3 25 15 31 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,326,282
COMMITMENTS
384,022 110,659 603,056 4266160 4599746 5253238 5313461 73,044 12,821
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 162,589)
71,984 15,761 -7,265 67,491 151,140 132,210 159,636 30,379 2,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.1 11.3 80.1 86.4 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
42 22 46 137 113 196 164
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 943,889
COMMITMENTS
37,323 79,701 439,155 462,558 421,675 939,035 940,531 4,854 3,358
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 84,313)
5,134 9,072 37,701 41,044 37,384 83,879 84,157 434 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.4 46.5 49.0 44.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 13 20 51 51 75 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,346
COMMITMENTS
0 7,856 150 258,557 257,120 258,707 265,126 11,639 5,220
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -14,158)
0 -38 -254 -15,136 -9,308 -15,390 -9,600 1,232 -4,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.1 95.6 95.1 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 2 28 27 30 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,857
COMMITMENTS
10,364 0 341 112,332 114,063 123,037 114,404 6,820 15,453
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -8,891)
1,632 0 -586 -9,427 -5,458 -8,381 -6,044 -510 -2,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.3 86.5 87.8 94.7 88.1 5.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 2 24 22 29 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,783
COMMITMENTS
0 6,177 641 307,567 305,771 308,208 312,589 11,575 7,194
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -20,817)
-590 2,488 -1,172 -17,820 -19,119 -19,582 -17,803 -1,235 -3,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.2 96.2 95.6 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 6 1 25 27 26 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 833,365
COMMITMENTS
3,553 6,762 11,061 807,273 813,214 821,887 831,037 11,478 2,328
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 6,391)
-540 0 2,466 6,222 5,997 8,148 8,463 -1,757 -2,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 1.3 96.9 97.6 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 3 42 28 46 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 414,780
COMMITMENTS
0 1,305 0 387,639 405,250 387,639 406,555 27,141 8,225
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -30,541)
-1,736 -1,846 0 -29,257 -31,203 -30,993 -33,049 452 2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 93.5 97.7 93.5 98.0 6.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 2 0 34 39 34 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 507,625
COMMITMENTS
3,722 1,594 2,026 486,799 497,997 492,547 501,617 15,078 6,008
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -24,735)
-4,840 -870 390 -19,209 -24,143 -23,659 -24,623 -1,076 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.4 95.9 98.1 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 4 33 38 39 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,778
COMMITMENTS
250 8,926 928 286,719 275,433 287,897 285,287 5,881 8,491
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -17,788)
250 -8,527 -367 -15,602 -3,838 -15,719 -12,732 -2,069 -5,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.0 0.3 97.6 93.8 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 2 41 34 43 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,852
COMMITMENTS
3,893 0 1,057 98,569 102,712 103,519 103,769 4,333 4,083
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,554)
-2,001 0 61 -4,206 -7,490 -6,146 -7,429 -408 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 1.0 91.4 95.2 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 22 28 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,586
COMMITMENTS
0 0 0 31,986 33,183 31,986 33,183 1,600 403
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -14,460)
0 -403 0 -14,168 -11,965 -14,168 -12,368 -292 -2,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 98.8 95.2 98.8 4.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 15 14 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,055
COMMITMENTS
1,578 0 890 211,849 213,699 214,317 214,589 5,738 5,466
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -11,317)
1,025 -208 -719 -9,682 -9,425 -9,376 -10,352 -1,941 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.4 96.3 97.1 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 17 22 19 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,149
COMMITMENTS
0 3,524 0 149,444 149,395 149,444 152,919 10,705 7,230
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -16,204)
0 -97 0 -17,387 -13,334 -17,387 -13,431 1,183 -2,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 93.3 93.3 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 28 21 28 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,231
COMMITMENTS
0 0 0 237,944 239,068 237,944 239,068 4,287 3,163
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -8,392)
0 0 0 -6,476 -6,791 -6,476 -6,791 -1,916 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 98.7 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 15 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,372
COMMITMENTS
0 806 0 22,210 21,760 22,210 22,566 1,162 806
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -12,180)
-1,066 -120 -240 -10,402 -10,839 -11,708 -11,199 -472 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 95.0 93.1 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 15 22 15 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 561,193
COMMITMENTS
17,723 12,208 817 530,472 541,690 549,012 554,715 12,181 6,478
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -27,893)
-1,344 -3,346 90 -21,684 -12,783 -22,938 -16,039 -4,955 -11,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.2 0.1 94.5 96.5 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 2 3 51 49 58 52
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,732
COMMITMENTS
0 16,254 1,357 209,834 195,718 211,191 213,329 5,541 3,403
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -19,708)
-342 -6,764 -829 -16,201 -6,565 -17,372 -14,158 -2,336 -5,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.6 96.8 90.3 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 2 28 32 30 36
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,144
COMMITMENTS
3,531 1,208 0 158,321 161,175 161,852 162,383 4,292 3,761
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -67,322)
-26,223 -7,099 0 -31,963 -58,010 -58,186 -65,109 -9,136 -2,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.7 0.0 95.3 97.0 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 22 19 24 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,589
COMMITMENTS
26,688 8,702 0 172,416 192,895 199,104 201,597 3,485 992
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -44,985)
-7,945 -3,362 -930 -29,819 -38,091 -38,694 -42,383 -6,291 -2,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.3 0.0 85.1 95.2 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 4 0 31 37 44 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,860
COMMITMENTS
0 4,736 0 202,272 197,499 202,272 202,235 1,588 1,625
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,382)
-1,912 -60 -120 4,315 1,772 2,283 1,592 -901 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 99.2 96.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 6 0 21 23 21 29
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,783
COMMITMENTS
0 0 0 268,199 256,416 268,199 256,416 5,584 17,367
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -16,314)
-991 -675 -935 -15,545 -12,699 -17,471 -14,309 1,157 -2,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 93.7 98.0 93.7 2.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 33 32 33 32
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,003
COMMITMENTS
0 0 0 84,476 84,879 84,476 84,879 527 124
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -11,190)
0 0 0 -9,691 -10,984 -9,691 -10,984 -1,499 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 14 12 14
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 10,459
COMMITMENTS
0 0 0 9,077 10,090 9,077 10,090 1,382 369
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -4,020)
0 0 0 -4,055 -2,182 -4,055 -2,182 35 -1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 96.5 86.8 96.5 13.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 11 12 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,029
COMMITMENTS
1,053 0 435 102,680 107,381 104,168 107,816 15,861 12,213
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -5,610)
627 -203 -499 -5,777 -4,934 -5,649 -5,636 39 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.4 85.5 89.5 86.8 89.8 13.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 17 18 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,969
COMMITMENTS
351 0 448 190,053 191,310 190,852 191,758 5,117 4,211
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -15,376)
-17 -713 0 -15,481 -12,090 -15,498 -12,803 122 -2,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.2 97.0 97.6 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 19 26 20 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,538
COMMITMENTS
0 0 0 178,427 188,264 178,427 188,264 16,111 6,274
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -7,241)
0 -465 0 -6,104 -5,217 -6,104 -5,682 -1,137 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 96.8 91.7 96.8 8.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 18 21 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,569
COMMITMENTS
0 0 0 78,216 83,217 78,216 83,217 10,353 5,352
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -5,173)
0 0 0 -8,159 -6,235 -8,159 -6,235 2,986 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 94.0 88.3 94.0 11.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 18 20 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,038
COMMITMENTS
6,007 2,370 850 167,843 172,816 174,700 176,036 8,338 7,002
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -8,087)
595 -837 -224 -9,341 -7,502 -8,970 -8,563 883 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 0.5 91.7 94.4 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 15 16 18 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,452
COMMITMENTS
973 0 847 164,662 166,692 166,482 167,539 7,970 6,913
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -11,095)
63 -2,616 230 -8,138 -9,432 -7,845 -11,818 -3,250 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 94.4 95.6 95.4 96.0 4.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 31 29 33 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,270
COMMITMENTS
0 1,178 0 36,999 34,524 36,999 35,702 1,271 2,568
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -5,490)
0 0 0 -5,503 -6,068 -5,503 -6,068 13 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 96.7 90.2 96.7 93.3 3.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 11 6 11 9
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 225,612
COMMITMENTS
127 0 654 218,780 221,783 219,561 222,437 6,051 3,175
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -9,606)
127 -939 229 -4,960 -4,621 -4,604 -5,331 -5,002 -4,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 97.0 98.3 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 1 34 33 35 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 159,589
COMMITMENTS
0 2,330 93 154,973 154,646 155,066 157,069 4,523 2,520
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,654)
0 200 72 -6,114 -6,011 -6,042 -5,739 -612 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 97.1 96.9 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 25 22 26 23
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,198
COMMITMENTS
0 0 0 16,927 18,012 16,927 18,012 1,271 186
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -5,040)
0 0 0 -4,890 -4,230 -4,890 -4,230 -150 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 99.0 93.0 99.0 7.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 9 11 9 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 125,110
COMMITMENTS
0 0 0 114,246 121,299 114,246 121,299 10,864 3,811
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -13,791)
0 0 0 -18,780 -14,025 -18,780 -14,025 4,989 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.3 97.0 91.3 97.0 8.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 17 20 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 61,285
COMMITMENTS
1,050 0 0 54,806 58,697 55,856 58,697 5,429 2,588
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,142)
-591 0 0 -1,590 -2,617 -2,181 -2,617 -961 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 89.4 95.8 91.1 95.8 8.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 15 16 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 45,728
COMMITMENTS
0 279 0 41,795 43,214 41,795 43,493 3,933 2,235
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -10,607)
-210 -510 0 -11,127 -8,375 -11,337 -8,885 730 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 91.4 94.5 91.4 95.1 8.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 11 16 11 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 191,550
COMMITMENTS
4,844 0 0 170,503 189,855 175,347 189,855 16,203 1,695
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,577)
-1 -465 0 -3,302 -4,344 -3,303 -4,809 -3,274 -1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 89.0 99.1 91.5 99.1 8.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 24 19 25 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 116,709
COMMITMENTS
9,447 8,774 1,062 98,904 103,268 109,413 113,104 7,296 3,605
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -8,180)
-1,338 0 454 -9,777 -8,612 -10,661 -8,158 2,481 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.5 0.9 84.7 88.5 93.7 96.9 6.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 16 17 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 168,783
COMMITMENTS
0 0 0 163,229 165,720 163,229 165,720 5,554 3,063
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -7,002)
0 0 0 -8,182 -2,060 -8,182 -2,060 1,180 -4,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.2 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 54,065
COMMITMENTS
8,710 1,720 7,249 37,009 44,604 52,968 53,573 1,098 492
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,153)
-440 -421 105 -2,168 -2,910 -2,504 -3,226 -649 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.2 13.4 68.5 82.5 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 5 15 28 31 44 47
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,412
COMMITMENTS
6,063 1,075 1,200 36,970 42,137 44,232 44,412 180 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,122)
358 0 25 739 1,097 1,122 1,122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.4 2.7 83.2 94.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 2 23 23 31 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,410
COMMITMENTS
2,450 175 725 18,106 20,450 21,281 21,350 129 60
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,018)
25 -200 125 868 1,093 1,018 1,018 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.8 3.4 84.6 95.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 17 15 20 17
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 149,996
COMMITMENTS
4,685 6,690 3,260 141,781 139,813 149,726 149,763 270 233
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,166)
-130 -414 -290 -776 -1,014 -1,196 -1,718 -4,970 -4,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.5 2.2 94.5 93.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 4 35 34 42 41
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,417
COMMITMENTS
1,075 7,238 771 42,391 36,408 44,237 44,417 180 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,058)
-275 -560 -134 -2,649 -2,364 -3,058 -3,058 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 16.3 1.7 95.4 82.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 4 18 21 27 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,565
COMMITMENTS
150 125 0 29,415 29,440 29,565 29,565 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,010)
-25 -175 0 -1,985 -1,835 -2,010 -2,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 99.5 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 12 15 13 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 44,992
COMMITMENTS
2,400 800 510 41,967 43,562 44,877 44,872 115 120
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 112)
350 -50 0 -190 472 160 422 -48 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 1.1 93.3 96.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 28 28 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,529
COMMITMENTS
11,140 1,120 565 57,456 67,844 69,161 69,529 368 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -285)
515 -140 -75 -560 217 -120 2 -165 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 1.6 0.8 82.6 97.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 4 31 29 40 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,326
COMMITMENTS
4,555 390 1,285 67,182 71,115 73,022 72,790 304 536
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,267)
-105 -105 0 -2,771 -2,727 -2,876 -2,832 -391 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.5 1.8 91.6 97.0 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 23 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,365
COMMITMENTS
5,930 130 825 99,220 104,834 105,975 105,789 390 576
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -4,748)
-355 -10 0 -3,373 -4,811 -3,728 -4,821 -1,020 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.1 0.8 93.3 98.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 1 29 28 36 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,585
COMMITMENTS
530 25 0 32,935 33,270 33,465 33,295 120 290
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,590)
-185 -205 0 -1,405 -1,525 -1,590 -1,730 0 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.0 98.1 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 20 20 23 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,047
COMMITMENTS
695 300 60 24,232 24,687 24,987 25,047 60 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,900)
30 0 -50 -3,860 -3,845 -3,880 -3,895 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.2 0.2 96.7 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 21 22 23 24
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 52,483
COMMITMENTS
7,049 365 3,680 41,460 48,409 52,190 52,454 293 29
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,070)
-1,708 -329 -164 -1,219 -2,587 -3,091 -3,080 21 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.7 7.0 79.0 92.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 3 8 27 29 41 37
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,790
COMMITMENTS
200 1,000 850 8,410 7,700 9,460 9,550 330 240
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -965)
-50 200 -200 -705 -1,145 -955 -1,145 -10 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.2 8.7 85.9 78.7 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 3 14 15 18 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,063
COMMITMENTS
455 25 0 45,543 45,758 45,998 45,783 65 280
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,110)
-110 -25 0 -1,990 -2,060 -2,100 -2,085 -10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.1 0.0 98.9 99.3 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 23 23 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,186
COMMITMENTS
2,825 80 225 38,626 41,881 41,676 42,186 510 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,820)
-245 -75 0 -3,540 -3,745 -3,785 -3,820 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.2 0.5 91.6 99.3 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 23 25 28 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,940
COMMITMENTS
3,944 500 225 49,073 52,562 53,242 53,287 698 653
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,509)
-25 0 -75 -717 -2,414 -817 -2,489 -1,692 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.9 0.4 91.0 97.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 18 28 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,382
COMMITMENTS
3,666 2,000 240 54,683 56,574 58,589 58,814 793 568
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,140)
195 -450 -75 -427 -1,580 -307 -2,105 -1,833 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.4 0.4 92.1 95.3 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 24 14 27 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 83,001
COMMITMENTS
0 1,997 406 82,528 80,583 82,934 82,986 67 15
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,062)
0 939 -449 -5,603 -6,431 -6,052 -5,941 -10 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.5 99.4 97.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 26 28 28 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 111,601
COMMITMENTS
1,793 1,366 1,970 107,520 108,254 111,282 111,589 319 12
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -9,073)
-1,480 59 -296 -7,247 -8,722 -9,023 -8,960 -50 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.2 1.8 96.3 97.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 6 5 25 30 33 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 49,700
COMMITMENTS
800 425 125 48,775 49,150 49,700 49,700 0 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -3,490)
-100 -475 25 -3,415 -3,040 -3,490 -3,490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 0.3 98.1 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 5 2 13 18 17 24
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 48,943
COMMITMENTS
800 1,355 845 46,298 46,648 47,943 48,848 1,000 95
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 584)
0 -50 -125 919 1,439 794 1,264 -210 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.8 1.7 94.6 95.3 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 20 20 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 55,291
COMMITMENTS
22,345 555 440 31,859 54,231 54,644 55,226 647 65
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 170)
5,075 -25 -125 -4,409 875 541 725 -371 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 1.0 0.8 57.6 98.1 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 23 28 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,808
COMMITMENTS
15 50 465 36,043 35,963 36,523 36,478 285 330
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 2,207)
-120 -50 120 2,976 2,499 2,976 2,569 -769 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.3 97.9 97.7 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 17 18 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,361
COMMITMENTS
100 555 0 33,096 32,546 33,196 33,101 165 260
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,268)
0 0 0 1,873 1,965 1,873 1,965 -605 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.7 0.0 99.2 97.6 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 13 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,891
COMMITMENTS
258 670 350 33,144 32,871 33,752 33,891 139 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,294)
-51 0 50 -1,035 -1,073 -1,036 -1,023 -258 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.0 1.0 97.8 97.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 22 21 26 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,377
COMMITMENTS
360 55 385 23,259 23,751 24,004 24,191 373 186
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,741)
-90 0 0 -606 -341 -696 -341 -1,045 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 1.6 95.4 97.4 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 18 22 21 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,098
COMMITMENTS
403 2,363 631 42,963 41,008 43,997 44,003 101 95
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 819)
42 -1,674 397 724 2,629 1,163 1,352 -344 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.4 1.4 97.4 93.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 4 25 24 32 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,366
COMMITMENTS
740 275 415 39,016 39,636 40,171 40,326 195 40
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,035)
220 -90 -35 1,131 1,933 1,316 1,808 -281 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.7 1.0 96.7 98.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 22 20 24 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,798
COMMITMENTS
3,078 0 0 17,496 20,789 20,574 20,789 224 9
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 565)
375 0 0 190 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.0 0.0 84.1 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 10 12 14 12
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,270
COMMITMENTS
2,960 1,125 350 16,935 18,795 20,245 20,270 25 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -600)
415 -175 0 -875 250 -460 75 -140 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.6 1.7 83.5 92.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 1 14 10 17 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,300
COMMITMENTS
2,830 1,875 350 18,025 19,075 21,205 21,300 95 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -585)
450 -125 0 -845 265 -395 140 -190 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 8.8 1.6 84.6 89.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 14 12 16 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 332,698
COMMITMENTS
818 22,039 33,788 298,027 276,870 332,634 332,698 64 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 4,474)
141 171 3,627 840 677 4,607 4,474 -133 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.6 10.2 89.6 83.2 100.0 100.0 0.0 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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,225
COMMITMENTS
960 0 0 20,105 21,105 21,065 21,105 160 120
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -760)
-30 0 0 -240 -315 -270 -315 -490 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 94.7 99.4 99.2 99.4 0.8 0.6
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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,311
COMMITMENTS
3,960 2,780 425 20,614 22,090 24,999 25,295 312 16
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 131)
905 475 -5 -425 -100 475 370 -344 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 11.0 1.7 81.4 87.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 12 13 16 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,910
COMMITMENTS
3,065 2,805 430 17,660 18,665 21,155 21,900 755 10
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 880)
1,105 475 -5 -165 670 935 1,140 -55 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 12.8 2.0 80.6 85.2 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 11 10 15 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,803
COMMITMENTS
2,605 50 2,260 46,438 49,476 51,303 51,786 500 17
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,928)
925 -1,410 -430 -1,609 1,340 -1,114 -500 -814 -1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 4.4 89.6 95.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 17 16 21 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,645
COMMITMENTS
2,965 50 1,825 45,575 48,770 50,365 50,645 280 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,925)
2,215 -635 -1,770 -1,684 1,180 -1,239 -1,225 -686 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.1 3.6 90.0 96.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 18 18 22 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,114
COMMITMENTS
6,486 10,292 3,664 103,653 100,053 113,803 114,009 311 105
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -6,087)
-267 3,400 -2,398 -1,886 -5,623 -4,551 -4,621 -1,536 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.0 3.2 90.8 87.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 2 7 36 30 46 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,094
COMMITMENTS
8,796 15,041 2,669 116,260 110,269 127,725 127,979 369 115
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -9,017)
-792 2,978 -2,138 -3,969 -7,800 -6,899 -6,960 -2,118 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 11.7 2.1 90.8 86.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 6 40 33 48 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 279,002
COMMITMENTS
21,844 20,850 28,343 227,314 228,976 277,501 278,169 1,501 833
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -10,160)
-6,150 -512 1,161 -4,616 -8,593 -9,605 -7,944 -555 -2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.5 10.2 81.5 82.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 12 22 42 43 75 67
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,040
COMMITMENTS
6,738 230 305 25,852 32,505 32,895 33,040 145 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,187)
-275 -50 50 -845 -607 -1,070 -607 -1,117 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.7 0.9 78.2 98.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 20 9 25 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,095
COMMITMENTS
6,021 1,400 525 25,377 30,170 31,923 32,095 172 0
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,142)
-197 35 -85 -1,313 -472 -1,595 -522 -547 -1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 4.4 1.6 79.1 94.0 99.5 100.0 0.5 0.0
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 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,477
COMMITMENTS
293 197 56 2,528 2,439 2,877 2,692 600 785
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 274)
42 -7 21 157 234 220 248 54 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.7 1.6 72.7 70.1 82.7 77.4 17.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 3 19 18 24 23
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,838
COMMITMENTS
2,694 2,103 912 33,013 33,595 36,618 36,610 220 228
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 343)
-214 -10 -220 777 693 343 463 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.7 2.5 89.6 91.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 3 5 29 32 38 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,995
COMMITMENTS
1,285 48 6 12,422 13,303 13,713 13,357 282 638
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 446)
55 -35 6 385 460 446 431 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.3 0.0 88.8 95.1 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 25 24 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,378
COMMITMENTS
110 597 389 10,282 10,058 10,781 11,044 597 334
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 370)
45 75 0 355 394 400 469 -30 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.2 3.4 90.4 88.4 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 4 25 32 30 38
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,630
COMMITMENTS
118 1,573 590 17,622 16,241 18,330 18,404 300 226
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 720)
-62 0 50 732 670 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.4 3.2 94.6 87.2 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 6 6 23 26 29 35
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 71,249
COMMITMENTS
5,098 4,219 4,616 60,819 61,388 70,533 70,223 716 1,026
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,751)
-101 81 -422 2,201 1,959 1,678 1,618 73 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.9 6.5 85.4 86.2 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 14 22 57 56 82 85
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 36,411
COMMITMENTS
1,355 60 0 35,056 36,345 36,411 36,405 0 6
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 1,158)
-110 0 0 1,268 1,152 1,158 1,152 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 0.0 96.3 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 26 21 27 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,505
COMMITMENTS
1,075 0 890 7,510 8,605 9,475 9,495 30 10
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 450)
30 0 -30 470 550 470 520 -20 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 9.4 79.0 90.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 14 18 17 21
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 221,132
COMMITMENTS
0 895 0 209,982 206,783 209,982 207,678 11,150 13,454
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 3,186)
0 -420 0 2,191 3,491 2,191 3,071 995 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 95.0 93.5 95.0 93.9 5.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 16 17 17
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 20,817
COMMITMENTS
7,368 589 1,022 8,776 17,552 17,166 19,163 3,651 1,654
CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 2,085)
769 0 116 911 1,942 1,796 2,058 289 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 2.8 4.9 42.2 84.3 82.5 92.1 17.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 3 8 11 15 14
Updated October 12, 2018