CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 65,607
COMMITMENTS
11,445 10,728 3,378 50,775 51,475 65,599 65,582 8 25
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -90)
193 -2 -177 -112 88 -95 -90 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 16.4 5.1 77.4 78.5 100.0 100.0 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,533
COMMITMENTS
8,243 24,201 887 36,403 20,445 45,533 45,533 0 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 47)
0 47 0 47 0 47 47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 53.2 1.9 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 10/23/18 |
--------------------------------------------------------------| 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 10/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,760
COMMITMENTS
3,270 16,064 100 25,390 12,596 28,760 28,760 0 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -368)
100 -50 0 -468 -318 -368 -368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 55.9 0.3 88.3 43.8 100.0 100.0 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,445
COMMITMENTS
6,120 7,372 0 25,325 24,073 31,445 31,445 0 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 950)
0 0 0 950 950 950 950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 23.4 0.0 80.5 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 11 3 16 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,085
COMMITMENTS
5,397 5,025 500 28,188 28,560 34,085 34,085 0 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,907
COMMITMENTS
5,356 2,627 500 14,051 16,780 19,907 19,907 0 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 18)
210 -2 0 -192 20 18 18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 13.2 2.5 70.6 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 5 1 11 12 19 17
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,171
COMMITMENTS
12,359 4,988 0 14,812 22,183 27,171 27,171 0 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 54)
-100 0 0 154 54 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 18.4 0.0 54.5 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 10/23/18 |
--------------------------------------------------------------| 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 10/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 42,453
COMMITMENTS
3,283 3,202 692 38,468 38,558 42,443 42,453 10 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 211)
75 51 0 126 160 201 211 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 7.5 1.6 90.6 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 2 16 16 20 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,573
COMMITMENTS
2,654 112 5,482 17,363 19,931 25,499 25,525 74 48
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -85)
421 0 -31 -495 -37 -105 -68 20 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.4 21.4 67.9 77.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 5 23 24 29 30
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,968
COMMITMENTS
337 10,776 793 22,531 12,399 23,661 23,968 307 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 808)
0 733 0 798 75 798 808 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 45.0 3.3 94.0 51.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 3 26 16 32 21
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,421,895
COMMITMENTS
378,574 89,506 595,935 4407803 4724232 5382312 5409673 39,583 12,222
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 37,781)
573 -18,026 -19,043 59,822 74,766 41,352 37,697 -3,571 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.7 11.0 81.3 87.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 16 50 139 118 203 170
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,060,979
COMMITMENTS
60,230 83,879 501,938 494,540 472,055 1056708 1057872 4,271 3,107
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 65,843)
16,477 -1,717 36,736 12,422 30,822 65,635 65,840 208 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.9 47.3 46.6 44.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 10 25 56 56 84 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,860
COMMITMENTS
237 5,754 14 264,251 266,063 264,502 271,831 12,358 5,029
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 9,843)
237 -28 14 9,608 9,951 9,859 9,937 -16 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 0.0 95.4 96.1 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 28 27 29 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,229
COMMITMENTS
10,350 0 496 115,809 123,078 126,655 123,574 6,574 9,655
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,279)
-2,439 0 226 6,434 9,661 4,221 9,887 -1,942 -7,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.4 86.9 92.4 95.1 92.8 4.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 1 28 23 33 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,956
COMMITMENTS
5,451 600 1,087 311,189 319,406 317,727 321,093 11,229 7,863
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 8,986)
5,451 -3,254 -228 4,358 13,368 9,581 9,886 -595 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.3 94.6 97.1 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 3 28 32 32 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 845,498
COMMITMENTS
3,314 7,683 10,478 820,603 824,394 834,395 842,555 11,103 2,943
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 5,202)
-58 125 -756 6,658 5,428 5,844 4,797 -642 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.2 97.1 97.5 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 42 28 47 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 425,229
COMMITMENTS
5 1,979 236 402,058 415,573 402,299 417,788 22,930 7,441
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 8,308)
5 426 236 10,593 7,614 10,834 8,276 -2,526 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.1 94.6 97.7 94.6 98.3 5.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 1 40 42 41 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 529,068
COMMITMENTS
7,166 1,583 328 508,811 523,077 516,305 524,988 12,763 4,080
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 17,014)
3,738 -31 -1,137 15,160 19,585 17,761 18,417 -747 -1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 0.1 96.2 98.9 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 2 2 37 43 45 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 305,311
COMMITMENTS
0 10,907 480 297,908 286,158 298,388 297,545 6,923 7,766
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,216)
0 -508 -536 1,720 2,827 1,184 1,783 1,032 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.2 97.6 93.7 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 3 2 40 35 42 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,676
COMMITMENTS
2,222 0 1,034 101,567 105,607 104,823 106,641 5,853 4,035
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 945)
-800 0 -114 459 1,069 -455 955 1,400 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.9 91.8 95.4 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 23 28 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,410
COMMITMENTS
0 240 0 40,300 40,953 40,300 41,193 2,110 1,217
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 8,794)
0 240 0 8,314 7,740 8,314 7,980 480 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.0 96.6 95.0 97.1 5.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 18 17 18 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 255,842
COMMITMENTS
364 0 1,083 247,574 247,716 249,021 248,799 6,821 7,043
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 25,677)
138 0 -715 25,373 24,697 24,796 23,982 881 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 96.8 96.8 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 21 21 22 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,601
COMMITMENTS
3 3,313 972 153,943 152,821 154,918 157,106 7,683 5,495
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 855)
3 -211 972 788 1,028 1,763 1,789 -908 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.6 94.7 94.0 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 28 23 29 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,091
COMMITMENTS
0 0 0 244,479 244,993 244,479 244,993 2,612 2,098
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 5,675)
0 0 0 7,350 6,740 7,350 6,740 -1,675 -1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 17 20 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,322
COMMITMENTS
240 806 0 26,740 26,779 26,980 27,585 1,342 737
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,330)
240 0 0 2,910 3,699 3,150 3,699 180 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.8 0.0 94.4 94.6 95.3 97.4 4.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 21 26 22 28
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 575,534
COMMITMENTS
19,050 8,354 1,942 542,764 557,288 563,756 567,584 11,778 7,950
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 6,294)
269 -1,111 856 5,821 4,791 6,946 4,536 -652 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.5 0.3 94.3 96.8 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 1 2 53 48 58 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,183
COMMITMENTS
635 14,067 1,205 204,692 192,676 206,532 207,948 6,651 5,235
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -3,945)
-129 -2,706 -514 -4,540 -2,839 -5,183 -6,059 1,238 2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 0.6 96.0 90.4 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 27 30 29 34
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,909
COMMITMENTS
0 247 0 33,293 33,708 33,293 33,955 1,616 954
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 95.4 96.6 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,770
COMMITMENTS
0 199 225 66,573 65,465 66,798 65,889 4,972 5,881
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,173)
-207 199 67 5,234 1,838 5,094 2,104 -1,921 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 92.8 91.2 93.1 91.8 6.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 21 19 22 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,808
COMMITMENTS
4,281 14,138 0 194,235 184,698 198,516 198,836 4,292 3,972
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 23,878)
750 12,930 0 23,128 10,414 23,878 23,344 0 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.0 0.0 95.8 91.1 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 0 28 18 32 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,867
COMMITMENTS
14,818 9,012 12,620 202,975 211,243 230,413 232,875 3,454 992
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 22,910)
-11,870 310 12,620 22,191 9,980 22,941 22,910 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.9 5.4 86.8 90.3 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 5 2 36 37 49 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,672
COMMITMENTS
0 3,544 0 209,787 207,447 209,787 210,991 2,885 1,681
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,812)
0 -510 0 1,758 2,266 1,758 1,756 54 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.6 97.5 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 0 23 26 23 31
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 29,842
COMMITMENTS
0 0 0 28,837 29,164 28,837 29,164 1,005 678
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.7 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 15 16 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,635
COMMITMENTS
0 0 0 280,194 273,441 280,194 273,441 4,441 11,194
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 8,917)
0 0 0 10,978 11,678 10,978 11,678 -2,061 -2,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 96.1 98.4 96.1 1.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 0 0 36 36 36 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,993
COMMITMENTS
0 0 0 94,164 94,869 94,164 94,869 829 124
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 4,450)
0 0 0 4,148 4,450 4,148 4,450 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 16 12 16
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 13,219
COMMITMENTS
810 0 0 11,058 12,850 11,868 12,850 1,351 369
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,650)
390 0 0 1,110 1,650 1,500 1,650 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 83.7 97.2 89.8 97.2 10.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 12 14 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,433
COMMITMENTS
224 0 625 104,592 107,079 105,441 107,704 14,992 12,729
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 228)
-648 0 85 814 -35 251 50 -23 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 86.8 88.9 87.6 89.4 12.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 18 19 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,591
COMMITMENTS
684 0 326 204,165 205,994 205,175 206,320 5,416 4,271
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 13,682)
333 0 -122 13,234 13,744 13,445 13,622 237 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 96.9 97.8 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 19 27 20 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,787
COMMITMENTS
0 0 0 184,867 195,675 184,867 195,675 15,920 5,112
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 4,103)
0 0 0 4,619 5,781 4,619 5,781 -516 -1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 97.5 92.1 97.5 7.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 21 23 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,519
COMMITMENTS
0 0 0 79,051 83,890 79,051 83,890 8,468 3,629
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -2,656)
0 0 0 -2,284 -2,765 -2,284 -2,765 -372 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 95.9 90.3 95.9 9.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 20 22 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,285
COMMITMENTS
4,964 404 698 172,943 175,896 178,605 176,998 5,680 7,287
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,145)
-904 -1,650 -31 2,426 3,080 1,491 1,399 -346 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 0.4 93.8 95.4 96.9 96.0 3.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 18 17 21 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,008
COMMITMENTS
1,894 801 836 166,979 169,429 169,709 171,066 9,299 7,942
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,829)
649 801 -445 3,539 2,661 3,743 3,017 86 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.5 93.3 94.6 94.8 95.6 5.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 30 30 32 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,184
COMMITMENTS
0 1,178 0 42,103 41,634 42,103 42,812 1,081 372
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,048)
0 0 0 2,114 2,048 2,114 2,048 -66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.5 96.4 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 14 10 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,441
COMMITMENTS
0 883 757 226,711 228,301 227,468 229,941 5,973 3,500
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,409)
0 180 -143 3,588 2,274 3,445 2,311 -36 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.3 97.1 97.8 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 1 1 34 35 35 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 160,386
COMMITMENTS
0 537 631 154,137 157,183 154,768 158,351 5,618 2,035
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,430)
0 -695 410 365 2,714 775 2,429 655 -999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.4 96.1 98.0 96.5 98.7 3.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 25 26 26 27
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,572
COMMITMENTS
0 0 0 21,061 21,902 21,061 21,902 1,511 670
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 750)
0 0 0 510 870 510 870 240 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 97.0 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 12 11 12
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 133,707
COMMITMENTS
0 0 0 128,828 130,225 128,828 130,225 4,879 3,482
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,221)
0 0 0 210 1,461 210 1,461 1,011 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 97.4 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 18 25 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,685
COMMITMENTS
1,398 0 258 55,895 59,584 57,551 59,842 5,134 2,843
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 806)
0 0 0 769 293 769 293 37 513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.4 89.2 95.1 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 14 16 16 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 56,360
COMMITMENTS
0 279 0 52,945 53,756 52,945 54,035 3,415 2,325
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 8,226)
0 0 0 8,744 8,136 8,744 8,136 -518 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 93.9 95.4 93.9 95.9 6.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 14 16 14 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 210,634
COMMITMENTS
3,145 0 243 189,284 208,696 192,672 208,939 17,962 1,695
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 6,812)
-1,699 0 243 6,207 6,569 4,751 6,812 2,061 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.1 89.9 99.1 91.5 99.2 8.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 24 19 25 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,601
COMMITMENTS
7,119 8,774 1,032 96,064 99,675 104,215 109,481 7,386 2,120
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -68)
-183 0 0 175 -38 -8 -38 -60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 7.9 0.9 86.1 89.3 93.4 98.1 6.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 17 19 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 189,568
COMMITMENTS
0 0 0 186,919 188,057 186,919 188,057 2,649 1,511
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 10,531)
0 0 0 11,173 10,954 11,173 10,954 -642 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.2 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 18 20 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 55,178
COMMITMENTS
8,996 1,772 7,592 37,493 45,317 54,080 54,680 1,098 498
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 301)
256 54 -3 49 248 301 299 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 3.2 13.8 67.9 82.1 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 7 16 28 31 45 49
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,244
COMMITMENTS
7,313 1,600 1,166 37,640 43,475 46,119 46,241 125 3
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,289)
904 100 171 270 1,015 1,344 1,286 -55 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.5 2.5 81.4 94.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 4 4 23 23 33 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,195
COMMITMENTS
3,050 175 825 19,191 22,135 23,066 23,135 129 60
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 846)
-50 -225 175 721 896 846 846 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.8 3.6 82.7 95.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 18 16 24 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 155,950
COMMITMENTS
4,090 6,776 3,845 147,755 145,111 155,690 155,732 260 218
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,890)
95 275 50 2,755 2,565 2,900 2,890 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.3 2.5 94.7 93.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 5 4 35 36 43 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,213
COMMITMENTS
576 6,711 1,107 43,410 37,395 45,093 45,213 120 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 523)
118 -521 229 236 815 583 523 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 14.8 2.4 96.0 82.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 5 6 17 21 29 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| 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 10/16/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 45,647
COMMITMENTS
2,400 800 510 42,622 44,217 45,532 45,527 115 120
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 390)
0 0 0 390 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 1.1 93.4 96.9 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,744
COMMITMENTS
12,820 1,320 615 57,941 69,809 71,376 71,744 368 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,992)
1,500 0 0 492 1,992 1,992 1,992 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 1.8 0.9 80.8 97.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 2 5 32 29 43 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,596
COMMITMENTS
4,555 390 1,285 70,452 74,385 76,292 76,060 304 536
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.5 1.7 92.0 97.1 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 24 26 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,965
COMMITMENTS
6,180 130 825 103,570 109,434 110,575 110,389 390 576
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,745)
0 0 0 1,745 1,745 1,745 1,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.1 0.7 93.3 98.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 1 31 28 38 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,120
COMMITMENTS
530 75 100 38,370 38,630 39,000 38,805 120 315
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,580)
0 50 100 2,480 2,580 2,580 2,730 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.3 98.1 98.7 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 22 19 26 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,002
COMMITMENTS
695 300 60 26,187 26,642 26,942 27,002 60 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -420)
0 0 0 -420 -420 -420 -420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 54,879
COMMITMENTS
6,730 1,084 3,428 44,461 50,356 54,620 54,868 259 11
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,282)
-300 221 -171 1,768 1,255 1,297 1,305 -15 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.0 6.2 81.0 91.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 7 29 27 42 35
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,290
COMMITMENTS
100 1,050 850 9,010 8,150 9,960 10,050 330 240
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 300)
0 50 0 300 250 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.2 8.3 87.6 79.2 96.8 97.7 3.2 2.3
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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,768
COMMITMENTS
645 25 140 50,928 51,288 51,713 51,453 55 315
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,170)
0 0 0 2,150 2,175 2,150 2,175 20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.3 98.4 99.1 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,339
COMMITMENTS
2,380 80 275 39,174 41,984 41,829 42,339 510 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -535)
5 0 -10 -530 -525 -535 -535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.2 0.6 92.5 99.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 23 26 27 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,695
COMMITMENTS
4,094 500 225 56,678 60,317 60,997 61,042 698 653
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,875)
150 0 0 2,725 2,875 2,875 2,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.8 0.4 91.9 97.8 98.9 98.9 1.1 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,817
COMMITMENTS
4,541 2,000 240 63,243 66,009 68,024 68,249 793 568
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 4,220)
850 0 0 3,370 4,220 4,220 4,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.9 0.3 91.9 95.9 98.8 99.2 1.2 0.8
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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 88,837
COMMITMENTS
80 1,228 550 88,154 87,034 88,784 88,812 53 25
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 5,276)
80 -1,087 240 5,000 6,113 5,320 5,266 -44 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.4 0.6 99.2 98.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 27 29 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 118,256
COMMITMENTS
1,509 2,342 2,417 113,839 113,437 117,765 118,196 491 60
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 5,249)
18 615 158 5,097 4,458 5,273 5,231 -24 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.0 2.0 96.3 95.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 7 7 27 30 37 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,300
COMMITMENTS
1,125 500 200 49,975 50,600 51,300 51,300 0 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 525)
-25 100 50 500 375 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.0 0.4 97.4 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 6 4 14 19 19 26
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 51,642
COMMITMENTS
800 1,235 915 48,887 49,397 50,602 51,547 1,040 95
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,985)
0 -120 70 2,875 3,035 2,945 2,985 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.4 1.8 94.7 95.7 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 20 20 24 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 59,178
COMMITMENTS
23,565 1,555 310 34,661 57,242 58,536 59,107 642 71
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,749)
160 1,000 -130 2,719 1,889 2,749 2,759 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 2.6 0.5 58.6 96.7 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,344
COMMITMENTS
65 0 415 36,633 36,640 37,113 37,055 231 289
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 60)
0 -50 0 60 110 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.1 98.1 98.1 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,826
COMMITMENTS
100 555 0 33,561 33,016 33,661 33,571 165 255
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 85 90 85 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 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 17 13 18 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,876
COMMITMENTS
268 1,120 300 34,169 33,456 34,737 34,876 139 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 455)
10 0 0 445 455 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.2 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 23 21 26 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,687
COMMITMENTS
260 55 485 23,569 23,961 24,314 24,501 373 186
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 310)
-100 0 100 310 210 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 2.0 95.5 97.1 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 19 23 22 25
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,509
COMMITMENTS
300 1,489 985 44,152 42,930 45,437 45,403 72 106
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 661)
-58 43 -23 712 641 631 661 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.3 2.2 97.0 94.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 4 25 24 31 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,303
COMMITMENTS
1,390 285 155 39,558 40,838 41,103 41,278 200 25
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 389)
-195 10 0 569 379 374 389 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.7 0.4 95.8 98.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 22 21 24 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,208
COMMITMENTS
3,278 0 0 17,706 21,199 20,984 21,199 224 9
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -135)
-300 0 0 165 -135 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.0 0.0 83.5 100.0 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,470
COMMITMENTS
3,841 1,125 350 16,254 18,995 20,445 20,470 25 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 200)
681 0 0 -481 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.5 1.7 79.4 92.8 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,100
COMMITMENTS
3,209 1,900 350 17,446 18,850 21,005 21,100 95 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -150)
429 25 0 -579 -175 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.0 1.7 82.7 89.3 99.5 100.0 0.5 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 330,634
COMMITMENTS
630 21,755 32,468 297,471 276,410 330,570 330,634 64 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,780)
-126 639 -462 2,367 1,603 1,780 1,780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.6 9.8 90.0 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,720
COMMITMENTS
960 100 0 15,060 16,620 16,020 16,720 700 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.6 0.0 90.1 99.4 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 12 14 13
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,325
COMMITMENTS
960 100 0 20,205 21,225 21,165 21,325 160 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 120 100 220 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 0.0 94.7 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 14 14 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,976
COMMITMENTS
3,960 3,180 600 21,104 22,180 25,664 25,960 312 16
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 200)
50 400 50 100 -250 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 12.2 2.3 81.2 85.4 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,475
COMMITMENTS
2,965 3,205 605 18,631 18,655 22,201 22,465 274 10
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 200)
50 400 50 100 -250 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 14.3 2.7 82.9 83.0 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,073
COMMITMENTS
1,490 1,710 2,080 50,003 50,266 53,573 54,056 500 17
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,815)
-575 500 330 2,060 985 1,815 1,815 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.2 3.8 92.5 93.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 21 15 25 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,060
COMMITMENTS
600 460 3,120 49,060 49,480 52,780 53,060 280 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,960)
-665 410 645 1,980 905 1,960 1,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 5.9 92.5 93.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 22 17 26 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,142
COMMITMENTS
7,571 8,747 4,419 103,846 102,881 115,836 116,047 306 95
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,028)
925 -330 490 -382 878 1,033 1,038 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.5 3.8 89.4 88.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 3 7 37 32 47 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 130,534
COMMITMENTS
9,756 14,021 3,394 117,030 112,994 130,180 130,409 354 125
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,486)
825 270 475 201 731 1,501 1,476 -15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 10.7 2.6 89.7 86.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 7 7 41 34 50 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 289,480
COMMITMENTS
17,797 23,505 31,570 239,277 234,217 288,645 289,292 835 188
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 7,176)
387 1,982 1,147 5,568 4,042 7,101 7,171 74 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.1 10.9 82.7 80.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 16 23 43 42 77 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,184
COMMITMENTS
7,173 230 405 25,461 32,549 33,039 33,184 145 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.7 1.2 76.7 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,194
COMMITMENTS
6,481 1,425 575 24,966 30,194 32,022 32,194 172 0
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.4 1.8 77.5 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,829
COMMITMENTS
316 203 69 2,858 2,879 3,243 3,151 586 678
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 56)
-37 0 6 153 209 122 215 -66 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.3 1.8 74.6 75.2 84.7 82.3 15.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 3 22 21 27 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,896
COMMITMENTS
3,680 2,299 958 33,038 34,412 37,676 37,668 220 228
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,105)
135 84 24 947 998 1,105 1,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.1 2.5 87.2 90.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 5 31 33 40 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,374
COMMITMENTS
1,538 0 78 12,476 13,664 14,092 13,742 282 632
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 144)
253 -48 72 -181 135 144 159 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.5 86.8 95.1 98.0 95.6 2.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 20 25 24 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,136
COMMITMENTS
140 573 405 11,039 10,870 11,584 11,848 552 288
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 400)
10 -25 -3 393 443 400 415 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.7 3.3 91.0 89.6 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 5 4 28 34 33 40
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,180
COMMITMENTS
128 1,601 568 18,181 16,785 18,877 18,954 303 226
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 128)
0 3 0 125 135 125 138 3 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.3 3.0 94.8 87.5 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 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 70,515
COMMITMENTS
4,560 4,782 3,607 61,767 61,268 69,934 69,657 581 858
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 599)
-245 390 -333 1,152 582 574 639 25 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.8 5.1 87.6 86.9 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 14 21 57 57 82 85
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,985
COMMITMENTS
227 78 191 1,080 1,301 1,498 1,570 487 415
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 170)
-30 -2 80 188 84 238 162 -68 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.9 9.6 54.4 65.5 75.5 79.1 24.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 3 13 16 18 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 31,304
COMMITMENTS
1,495 0 0 29,759 31,213 31,254 31,213 50 91
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -4,890)
-160 -30 0 -4,780 -4,945 -4,940 -4,975 50 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.1 99.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 23 23 24 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,640
COMMITMENTS
945 230 945 8,720 9,455 10,610 10,630 30 10
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 505)
-190 230 115 580 160 505 505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.2 8.9 82.0 88.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 14 21 17 24
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 221,703
COMMITMENTS
0 845 0 208,730 205,010 208,730 205,855 12,973 15,848
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 517)
0 0 0 -146 554 -146 554 663 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 94.1 92.5 94.1 92.9 5.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 14 17 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 20,984
COMMITMENTS
6,161 485 1,577 10,648 17,708 18,386 19,770 2,598 1,214
CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -616)
-722 -104 289 1,076 -161 643 24 -1,259 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 2.3 7.5 50.7 84.4 87.6 94.2 12.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 5 11 17 18 22
Updated October 26, 2018