CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 12,561
COMMITMENTS
407 1,060 0 12,135 11,485 12,542 12,545 19 16
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.4 0.0 96.6 91.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 0 7 9 9 12
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 65,697
COMMITMENTS
11,252 10,730 3,555 50,887 51,387 65,694 65,672 3 25
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 23)
588 -550 657 -1,223 -85 23 23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 16.3 5.4 77.5 78.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 6 9 17 16 39 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,486
COMMITMENTS
8,243 24,154 887 36,356 20,445 45,486 45,486 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -248)
-100 -16 37 -185 -269 -248 -248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 53.1 2.0 79.9 44.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 10 1 10 8 16 18
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,583
COMMITMENTS
10,403 33,616 0 36,180 12,967 46,583 46,583 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,551)
751 1,501 0 800 50 1,551 1,551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 72.2 0.0 77.7 27.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 8 0 12 7 15 15
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,127
COMMITMENTS
3,170 16,114 100 25,857 12,913 29,127 29,127 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -769)
0 -89 0 -769 -680 -769 -769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 55.3 0.3 88.8 44.3 100.0 100.0 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,495
COMMITMENTS
6,120 7,372 0 24,375 23,123 30,495 30,495 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -350)
-450 0 0 100 -350 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 24.2 0.0 79.9 75.8 100.0 100.0 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,160
COMMITMENTS
5,397 5,025 500 28,263 28,635 34,160 34,160 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 3,675)
0 0 500 3,175 3,175 3,675 3,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 14.7 1.5 82.7 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 15 7 20 9
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,889
COMMITMENTS
5,146 2,629 500 14,243 16,760 19,889 19,889 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 18)
10 -2 0 8 20 18 18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 13.2 2.5 71.6 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 12 12 21 17
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,117
COMMITMENTS
12,459 4,988 0 14,658 22,129 27,117 27,117 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,045)
550 59 0 495 986 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 18.4 0.0 54.1 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 9 4 15 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,970
COMMITMENTS
7,930 18,900 0 21,040 10,070 28,970 28,970 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 400)
-250 0 0 650 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 65.2 0.0 72.6 34.8 100.0 100.0 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 42,241
COMMITMENTS
3,208 3,152 692 38,341 38,398 42,241 42,241 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 446)
-50 28 50 446 368 446 446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.5 1.6 90.8 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 2 16 16 19 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,658
COMMITMENTS
2,233 112 5,513 17,858 19,968 25,604 25,593 54 65
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 71)
424 0 -301 -76 372 47 71 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.4 21.5 69.6 77.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 5 22 23 28 29
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,160
COMMITMENTS
337 10,043 793 21,733 12,324 22,863 23,160 297 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,484)
0 576 0 1,484 908 1,484 1,484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 43.4 3.4 93.8 53.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 3 26 15 32 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,384,114
COMMITMENTS
378,001 107,532 614,978 4347981 4649466 5340960 5371976 43,154 12,138
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 57,832)
-6,021 -3,127 11,922 81,821 49,720 87,722 58,515 -29,890 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.0 11.4 80.8 86.4 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
42 22 48 137 113 198 166
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 995,137
COMMITMENTS
43,753 85,596 465,202 482,118 441,233 991,074 992,032 4,063 3,105
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 51,247)
6,430 5,895 26,048 19,560 19,558 52,038 51,501 -791 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.6 46.7 48.4 44.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 10 23 54 53 80 79
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,017
COMMITMENTS
0 5,782 0 254,643 256,112 254,643 261,894 12,374 5,123
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -3,329)
0 -2,074 -150 -3,914 -1,008 -4,064 -3,232 735 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 95.4 95.9 95.4 98.1 4.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 28 27 28 29
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,950
COMMITMENTS
12,789 0 270 109,375 113,417 122,434 113,687 8,516 17,263
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,093)
2,425 0 -71 -2,957 -646 -603 -717 1,696 1,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.2 83.5 86.6 93.5 86.8 6.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 1 24 20 29 21
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,970
COMMITMENTS
0 3,854 1,315 306,831 306,038 308,146 311,207 11,824 8,763
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 187)
0 -2,323 674 -736 267 -62 -1,382 249 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.4 95.9 95.6 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 3 25 27 28 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 840,296
COMMITMENTS
3,372 7,558 11,234 813,945 818,966 828,551 837,758 11,745 2,538
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 6,931)
-181 796 173 6,672 5,752 6,664 6,721 267 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.3 96.9 97.5 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 42 28 46 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 416,921
COMMITMENTS
0 1,553 0 391,465 407,959 391,465 409,512 25,456 7,409
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,141)
0 248 0 3,826 2,709 3,826 2,957 -1,685 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 93.9 97.9 93.9 98.2 6.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 2 0 37 40 37 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 512,054
COMMITMENTS
3,428 1,614 1,465 493,651 503,492 498,544 506,571 13,510 5,483
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 4,429)
-294 20 -561 6,852 5,495 5,997 4,954 -1,568 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.3 96.4 98.3 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 4 35 40 40 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,095
COMMITMENTS
0 11,415 1,016 296,188 283,331 297,204 295,762 5,891 7,333
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 9,317)
-250 2,489 88 9,469 7,898 9,307 10,475 10 -1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.3 97.7 93.5 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 3 3 40 35 43 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,731
COMMITMENTS
3,022 0 1,148 101,108 104,538 105,278 105,686 4,453 4,045
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,879)
-871 0 91 2,539 1,826 1,759 1,917 120 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 1.0 92.1 95.3 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 21 28 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,616
COMMITMENTS
0 0 0 31,986 33,213 31,986 33,213 1,630 403
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 30)
0 0 0 0 30 0 30 30 0
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 230,165
COMMITMENTS
226 0 1,798 222,201 223,019 224,225 224,817 5,940 5,348
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 10,110)
-1,352 0 908 10,352 9,320 9,908 10,228 202 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.8 96.5 96.9 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 18 21 20 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 161,746
COMMITMENTS
0 3,524 0 153,155 151,793 153,155 155,317 8,591 6,429
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,597)
0 0 0 3,711 2,398 3,711 2,398 -2,114 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 94.7 93.8 94.7 96.0 5.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 28 22 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,416
COMMITMENTS
0 0 0 237,129 238,253 237,129 238,253 4,287 3,163
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -815)
0 0 0 -815 -815 -815 -815 0 0
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 18 15 18 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,992
COMMITMENTS
0 806 0 23,830 23,080 23,830 23,886 1,162 1,106
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,620)
0 0 0 1,620 1,320 1,620 1,320 0 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 95.4 92.3 95.4 95.6 4.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 19 21 19 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 569,240
COMMITMENTS
18,781 9,465 1,086 536,943 552,497 556,810 563,048 12,430 6,192
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 8,047)
1,058 -2,743 269 6,471 10,807 7,798 8,333 249 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.7 0.2 94.3 97.1 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 1 2 52 49 57 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 217,128
COMMITMENTS
764 16,773 1,719 209,232 195,515 211,715 214,007 5,413 3,121
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 396)
764 519 362 -602 -203 524 678 -128 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.7 0.8 96.4 90.0 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 27 32 30 37
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,597
COMMITMENTS
207 0 158 61,339 63,627 61,704 63,785 6,893 4,812
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 89.4 92.8 90.0 93.0 10.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 17 18 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,930
COMMITMENTS
3,531 1,208 0 171,107 174,284 174,638 175,492 4,292 3,438
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 12,786)
0 0 0 12,786 13,109 12,786 13,109 0 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.7 0.0 95.6 97.4 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 23 19 25 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,957
COMMITMENTS
26,688 8,702 0 180,784 201,263 207,472 209,965 3,485 992
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 8,368)
0 0 0 8,368 8,368 8,368 8,368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.1 0.0 85.7 95.4 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 4 0 32 37 45 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,860
COMMITMENTS
0 4,054 0 208,029 205,181 208,029 209,235 2,831 1,625
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 7,000)
0 -682 0 5,757 7,682 5,757 7,000 1,243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 98.7 97.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 0 20 24 20 29
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,718
COMMITMENTS
0 0 0 269,216 261,763 269,216 261,763 6,502 13,955
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,935)
0 0 0 1,017 5,347 1,017 5,347 918 -3,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 94.9 97.6 94.9 2.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 33 34 33 34
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,543
COMMITMENTS
0 0 0 90,016 90,419 90,016 90,419 527 124
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 5,540)
0 0 0 5,540 5,540 5,540 5,540 0 0
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: 23)
0 0 0 12 15 12 15
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 11,569
COMMITMENTS
420 0 0 9,948 11,200 10,368 11,200 1,201 369
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,110)
420 0 0 871 1,110 1,291 1,110 -181 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 86.0 96.8 89.6 96.8 10.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 11 14 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,205
COMMITMENTS
872 0 540 103,778 107,114 105,190 107,654 15,015 12,551
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 176)
-181 0 105 1,098 -267 1,022 -162 -846 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.4 86.3 89.1 87.5 89.6 12.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 17 19 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,909
COMMITMENTS
351 0 448 190,931 192,250 191,730 192,698 5,179 4,211
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 940)
0 0 0 878 940 878 940 62 0
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,684
COMMITMENTS
0 0 0 180,248 189,894 180,248 189,894 16,436 6,790
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,146)
0 0 0 1,821 1,630 1,821 1,630 325 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 96.5 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 19 21 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,175
COMMITMENTS
0 0 0 81,335 86,655 81,335 86,655 8,840 3,520
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,606)
0 0 0 3,119 3,438 3,119 3,438 -1,513 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 96.1 90.2 96.1 9.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 19 22 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,140
COMMITMENTS
5,868 2,054 729 170,517 172,816 177,114 175,599 6,026 7,541
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 102)
-139 -316 -121 2,674 0 2,414 -437 -2,312 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.1 0.4 93.1 94.4 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 17 15 22 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,179
COMMITMENTS
1,245 0 1,281 163,440 166,768 165,966 168,049 9,213 7,130
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 727)
272 0 434 -1,222 76 -516 510 1,243 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.7 93.3 95.2 94.7 95.9 5.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 2 30 29 32 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,136
COMMITMENTS
0 1,178 0 39,989 39,586 39,989 40,764 1,147 372
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,866)
0 0 0 2,990 5,062 2,990 5,062 -124 -2,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 97.2 96.2 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 13 9 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 230,032
COMMITMENTS
0 703 900 223,123 226,027 224,023 227,630 6,009 2,402
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 4,420)
-127 703 246 4,343 4,244 4,462 5,193 -42 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.4 97.0 98.3 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 1 1 35 35 36 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 158,956
COMMITMENTS
0 1,232 221 153,772 154,469 153,993 155,922 4,963 3,034
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -633)
0 -1,098 128 -1,201 -177 -1,073 -1,147 440 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 96.7 97.2 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 25 24 26 25
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 21,822
COMMITMENTS
0 0 0 20,551 21,032 20,551 21,032 1,271 790
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 3,624)
0 0 0 3,624 3,020 3,624 3,020 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 96.4 94.2 96.4 5.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 11 10 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 132,486
COMMITMENTS
0 0 0 128,618 128,764 128,618 128,764 3,868 3,722
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 7,376)
0 0 0 14,372 7,465 14,372 7,465 -6,996 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.2 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 17 23 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 61,879
COMMITMENTS
1,398 0 258 55,126 59,291 56,782 59,549 5,097 2,330
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 594)
348 0 258 320 594 926 852 -332 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.4 89.1 95.8 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 15 15 17 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 48,134
COMMITMENTS
0 279 0 44,201 45,620 44,201 45,899 3,933 2,235
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,406)
0 0 0 2,406 2,406 2,406 2,406 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 91.8 94.8 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 12 17 12 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 203,822
COMMITMENTS
4,844 0 0 183,077 202,127 187,921 202,127 15,901 1,695
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 12,272)
0 0 0 12,574 12,272 12,574 12,272 -302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 89.8 99.2 92.2 99.2 7.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 24 19 25 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,669
COMMITMENTS
7,302 8,774 1,032 95,889 99,713 104,223 109,519 7,446 2,150
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -5,040)
-2,145 0 -30 -3,015 -3,555 -5,190 -3,585 150 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.9 0.9 85.9 89.3 93.3 98.1 6.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 17 18 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 179,037
COMMITMENTS
0 0 0 175,746 177,103 175,746 177,103 3,291 1,934
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 10,254)
0 0 0 12,517 11,383 12,517 11,383 -2,263 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 98.9 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 16 19 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 54,877
COMMITMENTS
8,740 1,718 7,595 37,444 45,069 53,779 54,382 1,098 495
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 812)
30 -2 346 435 465 811 809 1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 3.1 13.8 68.2 82.1 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 6 16 28 31 45 48
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,954
COMMITMENTS
6,409 1,500 995 37,370 42,459 44,774 44,954 180 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 542)
347 425 -205 400 322 542 542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.3 2.2 83.1 94.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 3 4 23 23 31 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,349
COMMITMENTS
3,100 400 650 18,470 21,239 22,220 22,289 129 60
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 939)
650 225 -75 364 789 939 939 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.8 2.9 82.6 95.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 18 16 21 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 153,060
COMMITMENTS
3,995 6,501 3,795 145,000 142,546 152,790 152,842 270 218
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 3,064)
-690 -189 535 3,219 2,733 3,064 3,079 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.2 2.5 94.7 93.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 4 35 35 42 42
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,690
COMMITMENTS
458 7,232 878 43,174 36,580 44,510 44,690 180 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 273)
-617 -6 107 783 172 273 273 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 16.2 2.0 96.6 81.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 4 16 21 26 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,590
COMMITMENTS
150 150 0 29,440 29,440 29,590 29,590 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 25)
0 25 0 25 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 99.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 12 15 13 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 45,257
COMMITMENTS
2,400 800 510 42,232 43,827 45,142 45,137 115 120
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,752
COMMITMENTS
11,320 1,320 615 57,449 67,817 69,384 69,752 368 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 223)
180 200 50 -7 -27 223 223 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.9 0.9 82.4 97.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 2 5 31 29 42 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,441
COMMITMENTS
4,555 390 1,285 69,297 73,230 75,137 74,905 304 536
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,115)
0 0 0 2,115 2,115 2,115 2,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.5 1.7 91.9 97.1 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,220
COMMITMENTS
6,180 130 825 101,825 107,689 108,830 108,644 390 576
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,855)
250 0 0 2,605 2,855 2,855 2,855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 0.8 93.2 98.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 1 30 28 37 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,540
COMMITMENTS
530 25 0 35,890 36,050 36,420 36,075 120 465
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,955)
0 0 0 2,955 2,780 2,955 2,780 0 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 0.0 98.2 98.7 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 20 19 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,422
COMMITMENTS
695 300 60 26,607 27,062 27,362 27,422 60 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,375)
0 0 0 2,375 2,375 2,375 2,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 0.2 97.0 98.7 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 53,597
COMMITMENTS
7,031 862 3,600 42,693 49,101 53,323 53,563 274 34
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,114)
-19 497 -80 1,232 692 1,133 1,109 -19 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 1.6 6.7 79.7 91.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 3 8 27 28 40 36
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,990
COMMITMENTS
100 1,000 850 8,710 7,900 9,660 9,750 330 240
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 200)
-100 0 0 300 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.0 8.5 87.2 79.1 96.7 97.6 3.3 2.4
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,598
COMMITMENTS
645 25 140 48,778 49,113 49,563 49,278 35 320
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 3,535)
190 0 140 3,235 3,355 3,565 3,495 -30 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.3 98.3 99.0 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 23 23 26 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,874
COMMITMENTS
2,375 80 285 39,704 42,509 42,364 42,874 510 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 688)
-450 0 60 1,078 628 688 688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.2 0.7 92.6 99.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 3 23 25 28 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,820
COMMITMENTS
3,944 500 225 53,953 57,442 58,122 58,167 698 653
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 4,880)
0 0 0 4,880 4,880 4,880 4,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.9 0.4 91.7 97.7 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 19 28 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,597
COMMITMENTS
3,691 2,000 240 59,873 61,789 63,804 64,029 793 568
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 5,215)
25 0 0 5,190 5,215 5,215 5,215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.1 0.4 92.7 95.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 25 16 28 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 83,561
COMMITMENTS
0 2,315 310 83,154 80,921 83,464 83,546 97 15
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 560)
0 318 -96 626 338 530 560 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.4 99.5 96.8 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,007
COMMITMENTS
1,491 1,727 2,258 108,742 108,979 112,492 112,965 515 42
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,406)
-301 361 289 1,222 726 1,210 1,376 196 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.5 2.0 96.2 96.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 7 6 25 30 34 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 50,775
COMMITMENTS
1,150 400 150 49,475 50,225 50,775 50,775 0 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,075)
350 -25 25 700 1,075 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.8 0.3 97.4 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 2 13 18 18 23
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 48,657
COMMITMENTS
800 1,355 845 46,012 46,362 47,657 48,562 1,000 95
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -286)
0 0 0 -286 -286 -286 -286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.8 1.7 94.6 95.3 97.9 99.8 2.1 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 56,429
COMMITMENTS
23,405 555 440 31,942 55,353 55,787 56,348 642 81
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,138)
1,060 0 0 83 1,122 1,143 1,122 -5 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 1.0 0.8 56.6 98.1 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 2 23 23 29 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,284
COMMITMENTS
65 50 415 36,573 36,530 37,053 36,995 231 289
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 476)
50 0 -50 530 567 530 517 -54 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 1.1 98.1 98.0 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 18 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,736
COMMITMENTS
100 555 0 33,471 32,931 33,571 33,486 165 250
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 385 375 385 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 0.0 99.2 97.6 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 13 18 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,421
COMMITMENTS
258 1,120 300 33,724 33,001 34,282 34,421 139 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 530)
0 450 -50 580 130 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.3 0.9 98.0 95.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 22 21 25 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| 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 10/09/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,849
COMMITMENTS
358 1,446 1,008 43,441 42,289 44,807 44,743 42 106
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 751)
-45 -917 376 478 1,280 810 740 -59 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.2 2.2 96.9 94.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 4 24 24 31 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,914
COMMITMENTS
1,585 275 155 38,989 40,459 40,729 40,889 185 25
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 548)
845 0 -260 -27 823 558 563 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.7 0.4 95.3 98.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 22 21 24 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,343
COMMITMENTS
3,578 0 0 17,541 21,334 21,119 21,334 224 9
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 545)
500 0 0 45 545 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 0.0 82.2 100.0 99.0 100.0 1.0 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,270
COMMITMENTS
3,160 1,125 350 16,735 18,795 20,245 20,270 25 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 0)
200 0 0 -200 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 5.6 1.7 82.6 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,250
COMMITMENTS
2,780 1,875 350 18,025 19,025 21,155 21,250 95 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -50)
-50 0 0 0 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 8.8 1.6 84.8 89.5 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 328,854
COMMITMENTS
756 21,116 32,930 295,104 274,808 328,790 328,854 64 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -3,844)
-62 -923 -858 -2,924 -2,063 -3,844 -3,844 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 10.0 89.7 83.6 100.0 100.0 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 10/16/18 |
--------------------------------------------------------------| 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 10/09/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,776
COMMITMENTS
3,910 2,780 550 21,004 22,430 25,464 25,760 312 16
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 465)
-50 0 125 390 340 465 465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 10.8 2.1 81.5 87.0 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 13 13 17 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,275
COMMITMENTS
2,915 2,805 555 18,531 18,905 22,001 22,265 274 10
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 365)
-150 0 125 871 240 846 365 -481 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 12.6 2.5 83.2 84.9 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 13 11 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,258
COMMITMENTS
2,065 1,210 1,750 47,943 49,281 51,758 52,241 500 17
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 455)
-540 1,160 -510 1,505 -195 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.3 3.3 91.7 94.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 20 15 24 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,100
COMMITMENTS
1,265 50 2,475 47,080 48,575 50,820 51,100 280 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 455)
-1,700 0 650 1,505 -195 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.1 4.8 92.1 95.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 21 17 25 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,114
COMMITMENTS
6,646 9,077 3,929 104,228 102,003 114,803 115,009 311 105
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,000)
160 -1,215 265 575 1,950 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.9 3.4 90.5 88.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 2 7 36 32 46 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,048
COMMITMENTS
8,931 13,751 2,919 116,829 112,263 128,679 128,933 369 115
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 954)
135 -1,290 250 569 1,994 954 954 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.7 2.3 90.5 87.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 6 6 40 34 48 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 282,304
COMMITMENTS
17,410 21,523 30,424 233,710 230,174 281,543 282,121 761 183
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 3,302)
-4,434 673 2,081 6,396 1,198 4,042 3,952 -740 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.6 10.8 82.8 81.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 16 22 42 42 76 68
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,184
COMMITMENTS
7,073 230 405 25,561 32,549 33,039 33,184 145 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 144)
335 0 100 -291 44 144 144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 0.7 1.2 77.0 98.1 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,194
COMMITMENTS
6,381 1,425 575 25,066 30,194 32,022 32,194 172 0
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 99)
360 25 50 -311 24 99 99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.4 1.8 77.9 93.8 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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,773
COMMITMENTS
353 203 63 2,705 2,670 3,121 2,936 652 837
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 296)
60 6 7 177 231 244 244 52 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.4 1.7 71.7 70.8 82.7 77.8 17.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 2 20 19 24 24
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,790
COMMITMENTS
3,545 2,214 934 32,091 33,414 36,570 36,562 220 228
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -48)
851 111 22 -921 -181 -48 -48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.0 2.5 87.2 90.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 4 5 30 31 39 37
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,230
COMMITMENTS
1,285 48 6 12,657 13,529 13,948 13,583 282 647
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 226 235 226 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.3 0.0 88.9 95.1 98.0 95.5 2.0 4.5
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 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,736
COMMITMENTS
130 598 408 10,646 10,427 11,184 11,433 552 303
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 358)
20 1 19 364 369 403 389 -45 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.1 3.5 90.7 88.8 95.3 97.4 4.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 5 4 27 34 32 40
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,052
COMMITMENTS
128 1,598 568 18,056 16,650 18,752 18,816 300 236
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 422)
10 25 -22 434 409 422 412 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.4 3.0 94.8 87.4 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 6 24 28 30 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 69,916
COMMITMENTS
4,805 4,392 3,940 60,616 60,686 69,360 69,018 556 898
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -1,333)
-293 173 -676 -204 -702 -1,173 -1,205 -160 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.3 5.6 86.7 86.8 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 14 22 57 57 82 86
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,815
COMMITMENTS
257 80 111 892 1,217 1,260 1,408 555 407
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.4 6.1 49.1 67.1 69.4 77.6 30.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 3 11 14 17 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 36,194
COMMITMENTS
1,655 30 0 34,539 36,158 36,194 36,188 0 6
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -217)
300 -30 0 -517 -187 -217 -217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.1 0.0 95.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 27 23 28 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,135
COMMITMENTS
1,135 0 830 8,140 9,295 10,105 10,125 30 10
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 630)
60 0 -60 630 690 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 8.2 80.3 91.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 14 19 17 22
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 221,186
COMMITMENTS
0 845 0 208,876 204,456 208,876 205,301 12,310 15,885
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 54)
0 -50 0 -1,106 -2,327 -1,106 -2,377 1,160 2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 94.4 92.4 94.4 92.8 5.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 15 17 16
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 21,600
COMMITMENTS
6,883 589 1,288 9,572 17,869 17,743 19,746 3,857 1,854
CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 783)
-485 0 266 796 317 577 583 206 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 2.7 6.0 44.3 82.7 82.1 91.4 17.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 4 9 14 16 18
Updated October 19, 2018