CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 62,305
COMMITMENTS
10,448 10,209 3,019 48,827 49,069 62,295 62,297 10 8
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -3,302)
-997 -519 -359 -1,948 -2,407 -3,304 -3,285 2 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 16.4 4.8 78.4 78.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 7 9 16 16 36 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,145
COMMITMENTS
4,943 23,973 800 36,402 17,372 42,145 42,145 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -3,388)
-3,300 -228 -87 -1 -3,073 -3,388 -3,388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 56.9 1.9 86.4 41.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 10 1 10 7 15 17
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,166
COMMITMENTS
7,986 33,616 0 36,180 10,550 44,166 44,166 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -2,417)
-2,417 0 0 0 -2,417 -2,417 -2,417 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 76.1 0.0 81.9 23.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 8 0 12 7 14 15
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,189
COMMITMENTS
3,470 15,914 100 24,619 12,175 28,189 28,189 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -571)
200 -150 0 -771 -421 -571 -571 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 56.5 0.4 87.3 43.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 1 8 10 14 16
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 32,095
COMMITMENTS
6,270 7,372 0 25,825 24,723 32,095 32,095 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 650)
150 0 0 500 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 23.0 0.0 80.5 77.0 100.0 100.0 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,410
COMMITMENTS
5,272 3,488 500 25,638 27,422 31,410 31,410 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -2,675)
-125 -1,537 0 -2,550 -1,138 -2,675 -2,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 11.1 1.6 81.6 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 2 1 13 6 19 8
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 20,094
COMMITMENTS
5,223 2,744 598 14,273 16,752 20,094 20,094 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 187)
-133 116 98 221 -28 187 187 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.7 3.0 71.0 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 2 11 13 18 20
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,354
COMMITMENTS
13,059 4,988 0 15,295 23,366 28,354 28,354 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,183)
700 0 0 483 1,183 1,183 1,183 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 17.6 0.0 53.9 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 10 3 16 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,970
COMMITMENTS
7,930 18,800 0 21,040 10,170 28,970 28,970 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 0)
0 -100 0 0 100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 64.9 0.0 72.6 35.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 0 7 6 12 12
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 42,807
COMMITMENTS
3,333 2,990 692 38,782 39,124 42,807 42,807 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 354)
50 -212 0 314 566 364 354 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.0 1.6 90.6 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 4 2 16 16 21 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 30,537
COMMITMENTS
2,616 252 5,664 22,203 24,556 30,483 30,472 54 65
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 4,964)
-38 140 182 4,840 4,625 4,984 4,947 -20 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.8 18.5 72.7 80.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 5 23 23 29 29
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,928
COMMITMENTS
337 11,151 793 23,481 12,984 24,611 24,928 317 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 960)
0 375 0 950 585 950 960 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 44.7 3.2 94.2 52.1 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 3 25 15 31 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,219,727
COMMITMENTS
346,487 125,026 582,992 4254369 4499662 5183848 5207680 35,879 12,047
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -202,168)
-32,087 35,520 -12,943 -153,434 -224,570 -198,464 -201,993 -3,704 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.4 11.2 81.5 86.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
41 22 49 137 114 194 171
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 824,960
COMMITMENTS
36,442 62,980 380,195 404,632 378,793 821,269 821,969 3,692 2,992
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -236,019)
-23,788 -20,899 -121,743 -89,908 -93,261 -235,440 -235,904 -579 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.6 46.1 49.0 45.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 13 23 53 52 79 76
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,834
COMMITMENTS
175 5,502 104 269,436 270,604 269,715 276,210 12,119 5,624
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 4,974)
-62 -252 90 5,185 4,541 5,213 4,379 -239 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.0 95.6 96.0 95.7 98.0 4.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 27 26 28 29
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,538
COMMITMENTS
11,588 0 1,114 117,679 125,933 130,381 127,047 6,157 9,491
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 3,309)
1,238 0 618 1,870 2,855 3,726 3,473 -417 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.8 86.2 92.2 95.5 93.0 4.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 0 2 29 23 36 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 327,453
COMMITMENTS
5,144 801 1,580 309,233 317,547 315,957 319,928 11,496 7,525
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -1,503)
-307 201 493 -1,956 -1,859 -1,770 -1,165 267 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.5 94.4 97.0 96.5 97.7 3.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 27 32 31 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 848,649
COMMITMENTS
3,729 7,344 10,022 824,280 827,885 838,031 845,251 10,618 3,398
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 3,151)
415 -339 -456 3,677 3,491 3,636 2,696 -485 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.2 97.1 97.6 98.7 99.6 1.3 0.4
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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 421,956
COMMITMENTS
146 2,706 174 398,838 412,248 399,158 415,128 22,798 6,828
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -3,273)
141 727 -62 -3,220 -3,325 -3,141 -2,660 -132 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 94.5 97.7 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 1 41 43 42 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 551,903
COMMITMENTS
9,752 1,446 483 528,667 545,084 538,902 547,013 13,001 4,890
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 22,835)
2,586 -137 155 19,856 22,007 22,597 22,025 238 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.3 0.1 95.8 98.8 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 2 3 38 44 47 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,989
COMMITMENTS
210 10,696 743 303,082 292,869 304,035 304,308 7,954 7,681
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,678)
210 -211 263 5,174 6,711 5,647 6,763 1,031 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.4 0.2 97.1 93.9 97.5 97.5 2.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 3 39 34 43 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,838
COMMITMENTS
2,340 0 965 102,469 106,745 105,774 107,710 6,064 4,128
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,162)
118 0 -69 902 1,138 951 1,069 211 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.9 91.6 95.4 94.6 96.3 5.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 26 23 28 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,322
COMMITMENTS
0 390 0 43,035 43,233 43,035 43,623 2,287 1,699
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,912)
0 150 0 2,735 2,280 2,735 2,430 177 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 95.0 95.4 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 18 19 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,014
COMMITMENTS
689 0 833 248,773 249,678 250,295 250,511 6,719 6,503
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,172)
325 0 -250 1,199 1,962 1,274 1,712 -102 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.3 96.8 97.1 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 21 22 22 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,154
COMMITMENTS
145 3,343 830 155,468 154,223 156,443 158,396 7,711 5,758
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,553)
142 30 -142 1,525 1,402 1,525 1,290 28 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.5 94.7 94.0 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,851
COMMITMENTS
0 0 0 246,089 246,783 246,089 246,783 2,762 2,068
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,760)
0 0 0 1,610 1,790 1,610 1,790 150 -30
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: 28)
0 0 0 19 18 19 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,342
COMMITMENTS
2,194 806 0 28,810 30,229 31,004 31,035 1,338 1,307
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 4,020)
1,954 0 0 2,070 3,450 4,024 3,450 -4 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.5 0.0 89.1 93.5 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 0 23 29 25 31
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 574,676
COMMITMENTS
18,773 7,594 2,450 542,414 555,854 563,637 565,898 11,039 8,778
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -858)
-277 -760 508 -350 -1,434 -119 -1,686 -739 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 0.4 94.4 96.7 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 3 4 56 51 63 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,189
COMMITMENTS
607 12,719 1,472 210,754 200,154 212,833 214,345 6,356 4,844
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,006)
-28 -1,348 267 6,062 7,478 6,301 6,397 -295 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.8 0.7 96.2 91.3 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 28 31 31 36
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,746
COMMITMENTS
0 396 61 36,168 36,493 36,229 36,950 1,517 796
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,837)
0 149 61 2,875 2,785 2,936 2,995 -99 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.2 95.8 96.7 96.0 97.9 4.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 15 14 17 16
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,891
COMMITMENTS
0 1,092 116 70,940 68,222 71,056 69,430 3,835 5,461
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 3,121)
0 893 -109 4,367 2,757 4,258 3,541 -1,137 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.2 94.7 91.1 94.9 92.7 5.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 21 25 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 244,798
COMMITMENTS
10,881 25,718 0 229,571 214,320 240,452 240,038 4,346 4,760
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 41,990)
6,600 11,580 0 35,336 29,622 41,936 41,202 54 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.5 0.0 93.8 87.5 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 8 0 33 33 38 41
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,349
COMMITMENTS
13,885 13,751 19,763 237,256 239,972 270,904 273,486 3,445 863
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 40,482)
-933 4,739 7,143 34,281 28,729 40,491 40,611 -9 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.0 7.2 86.5 87.5 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 7 8 44 46 59 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,346
COMMITMENTS
0 2,584 330 215,825 214,837 216,155 217,751 3,191 1,595
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,674)
0 -960 330 6,038 7,390 6,368 6,760 306 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.2 98.4 97.9 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 5 3 23 27 26 32
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 34,792
COMMITMENTS
0 0 0 33,457 34,115 33,457 34,115 1,335 677
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 4,950)
0 0 0 4,620 4,951 4,620 4,951 330 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 98.1 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 17 17 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 286,038
COMMITMENTS
0 0 0 280,985 274,345 280,985 274,345 5,053 11,693
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,403)
0 0 0 791 904 791 904 612 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 95.9 98.2 95.9 1.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 0 0 37 37 37 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,243
COMMITMENTS
0 0 0 96,264 96,999 96,264 96,999 979 244
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,250)
0 0 0 2,100 2,130 2,100 2,130 150 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.7 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 16 15 16
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,229
COMMITMENTS
1,050 0 0 12,470 14,470 13,520 14,470 1,709 759
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,010)
240 0 0 1,412 1,620 1,652 1,620 358 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 81.9 95.0 88.8 95.0 11.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 14 13 16 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,454
COMMITMENTS
0 235 787 106,555 111,262 107,342 112,284 15,112 10,170
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,021)
-224 235 162 1,963 4,183 1,901 4,580 120 -2,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.6 87.0 90.9 87.7 91.7 12.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 17 18 18 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,589
COMMITMENTS
744 57 449 206,283 207,512 207,476 208,018 5,113 4,571
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,998)
60 57 123 2,118 1,518 2,301 1,698 -303 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 97.0 97.6 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 21 27 23 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,551
COMMITMENTS
0 1,022 59 184,331 193,584 184,390 194,665 16,161 5,886
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -236)
0 1,022 59 -536 -2,091 -477 -1,010 241 774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 91.9 96.5 91.9 97.1 8.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 23 20 25 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,769
COMMITMENTS
0 0 0 77,143 82,111 77,143 82,111 8,626 3,658
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -1,750)
0 0 0 -1,908 -1,779 -1,908 -1,779 158 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 95.7 89.9 95.7 10.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 21 21 21
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,159
COMMITMENTS
626 0 0 36,990 38,790 37,616 38,790 1,543 369
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.5 99.1 96.1 99.1 3.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 14 11 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,988
COMMITMENTS
4,941 0 248 173,803 176,583 178,992 176,831 5,996 8,157
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 703)
-23 -404 -450 860 687 387 -167 316 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.1 94.0 95.5 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 17 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,140
COMMITMENTS
218 1,462 1,052 166,900 168,625 168,170 171,139 9,970 7,001
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -868)
-1,676 661 216 -79 -804 -1,539 73 671 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 0.6 93.7 94.7 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 30 30 32 33
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,656
COMMITMENTS
0 1,178 0 47,428 47,019 47,428 48,197 1,228 459
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 5,472)
0 0 0 5,325 5,385 5,325 5,385 147 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.5 96.6 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 17 15 17 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 241,608
COMMITMENTS
0 1,543 619 234,166 234,877 234,785 237,039 6,823 4,569
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 8,167)
0 660 -138 7,455 6,576 7,317 7,098 850 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.3 96.9 97.2 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 1 1 33 33 34 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 159,451
COMMITMENTS
217 305 863 152,170 156,767 153,250 157,935 6,201 1,516
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -935)
217 -232 232 -1,967 -416 -1,518 -416 583 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.5 95.4 98.3 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 24 25 26 26
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,000
COMMITMENTS
0 0 0 27,100 28,814 27,100 28,814 1,900 186
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,428)
0 0 0 6,039 6,912 6,039 6,912 389 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 99.4 93.4 99.4 6.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 13 15 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 134,134
COMMITMENTS
0 0 0 129,738 130,592 129,738 130,592 4,396 3,542
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 427)
0 0 0 910 367 910 367 -483 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 97.4 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 27 19 27 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,724
COMMITMENTS
1,398 0 258 56,934 60,623 58,590 60,881 5,134 2,843
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,039)
0 0 0 1,039 1,039 1,039 1,039 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.4 89.3 95.1 91.9 95.5 8.1 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 59,634
COMMITMENTS
682 0 279 55,110 58,894 56,071 59,173 3,563 461
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 3,274)
682 -279 279 2,165 5,138 3,126 5,138 148 -1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.5 92.4 98.8 94.0 99.2 6.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 15 19 18 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 216,859
COMMITMENTS
2,280 0 59 197,306 215,042 199,645 215,101 17,214 1,758
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 6,225)
-865 0 -184 8,022 6,346 6,973 6,162 -748 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 91.0 99.2 92.1 99.2 7.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 26 20 27 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 112,417
COMMITMENTS
6,966 8,774 1,032 96,391 100,462 104,389 110,268 8,028 2,149
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 816)
-153 0 0 327 787 174 787 642 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.8 0.9 85.7 89.4 92.9 98.1 7.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 17 19 19
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 9,068
COMMITMENTS
0 248 0 8,702 7,878 8,702 8,126 366 942
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 96.0 86.9 96.0 89.6 4.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 8 12 8 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 200,311
COMMITMENTS
210 0 0 197,657 198,948 197,867 198,948 2,444 1,363
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 10,743)
210 0 0 10,738 10,891 10,948 10,891 -205 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.7 99.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 18 20 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 54,253
COMMITMENTS
8,556 1,666 7,531 37,060 44,555 53,147 53,752 1,107 501
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -925)
-439 -105 -61 -433 -762 -934 -928 9 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.1 13.9 68.3 82.1 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 8 15 29 31 45 48
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,595
COMMITMENTS
6,999 1,525 1,221 38,250 43,846 46,470 46,592 125 3
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 351)
-314 -75 55 610 371 351 351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.3 2.6 82.1 94.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 4 3 23 27 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,870
COMMITMENTS
3,175 300 875 19,691 22,635 23,741 23,810 129 60
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 675)
125 125 50 500 500 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.3 3.7 82.5 94.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 2 18 17 25 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 157,753
COMMITMENTS
4,100 6,766 3,835 149,553 146,934 157,488 157,535 265 218
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,803)
10 -10 -10 1,798 1,823 1,798 1,803 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.3 2.4 94.8 93.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 6 4 35 36 43 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,589
COMMITMENTS
476 6,273 1,266 43,652 37,975 45,394 45,514 195 75
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 376)
-100 -438 159 242 580 301 301 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.8 2.8 95.8 83.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 6 6 16 20 27 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,975
COMMITMENTS
150 375 0 29,765 29,600 29,915 29,975 60 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 385)
0 225 0 325 160 325 385 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.0 99.3 98.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 11 14 12 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 45,679
COMMITMENTS
2,105 800 510 42,924 44,259 45,539 45,569 140 110
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 32)
-295 0 0 302 42 7 42 25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.8 1.1 94.0 96.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 27 28 31 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,742
COMMITMENTS
12,770 1,320 615 57,989 69,807 71,374 71,742 368 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -2)
-50 0 0 48 -2 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 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 31 29 42 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,059
COMMITMENTS
4,895 130 1,545 72,315 76,833 78,755 78,508 304 551
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,463)
340 -260 260 1,863 2,448 2,463 2,448 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.2 2.0 91.5 97.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 1 2 24 26 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,439
COMMITMENTS
6,870 130 825 105,394 111,908 113,089 112,863 350 576
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,474)
690 0 0 1,824 2,474 2,514 2,474 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.1 0.7 92.9 98.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 1 1 31 28 39 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,675
COMMITMENTS
530 75 100 39,925 40,185 40,555 40,360 120 315
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,555)
0 0 0 1,555 1,555 1,555 1,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.2 98.2 98.8 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 23 19 27 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,672
COMMITMENTS
695 0 60 25,857 26,612 26,612 26,672 60 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -330)
0 -300 0 -330 -30 -330 -330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.2 96.9 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 23 23 24
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 56,037
COMMITMENTS
6,581 2,395 3,019 46,150 50,612 55,750 56,026 287 11
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,158)
-150 1,311 -409 1,688 256 1,130 1,158 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.3 5.4 82.4 90.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 3 8 29 28 43 37
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,315
COMMITMENTS
1,100 900 1,050 8,835 9,125 10,985 11,075 330 240
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,025)
1,000 -150 200 -175 975 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.0 9.3 78.1 80.6 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 15 16 19 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,413
COMMITMENTS
585 25 140 52,633 53,113 53,358 53,278 55 135
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,645)
-60 0 0 1,705 1,825 1,645 1,825 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.3 98.5 99.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 23 22 26 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,789
COMMITMENTS
2,380 80 275 39,624 42,434 42,279 42,789 510 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.2 0.6 92.6 99.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 3 22 27 26 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,990
COMMITMENTS
4,244 500 225 63,823 67,612 68,292 68,337 698 653
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 7,295)
150 0 0 7,145 7,295 7,295 7,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.7 0.3 92.5 98.0 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 18 28 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,822
COMMITMENTS
4,691 2,000 240 68,098 71,014 73,029 73,254 793 568
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 5,005)
150 0 0 4,855 5,005 5,005 5,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.7 0.3 92.2 96.2 98.9 99.2 1.1 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 90,627
COMMITMENTS
90 688 729 89,725 89,195 90,544 90,612 83 15
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,790)
10 -540 179 1,571 2,161 1,760 1,800 30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 0.8 99.0 98.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 26 26 29 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 121,017
COMMITMENTS
1,463 3,496 2,179 117,013 115,312 120,656 120,987 361 30
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 2,761)
-46 1,154 -237 3,175 1,875 2,891 2,791 -130 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.9 1.8 96.7 95.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 8 7 26 33 36 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,275
COMMITMENTS
1,025 475 200 50,050 50,600 51,275 51,275 0 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -25)
-100 -25 0 75 0 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.9 0.4 97.6 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 5 3 15 19 20 25
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 50,693
COMMITMENTS
800 1,260 940 48,013 48,398 49,753 50,598 940 95
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -949)
0 25 25 -874 -999 -849 -949 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 1.9 94.7 95.5 98.1 99.8 1.9 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 57,845
COMMITMENTS
23,575 1,595 320 33,403 55,854 57,298 57,769 547 76
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -1,333)
10 40 10 -1,258 -1,388 -1,238 -1,338 -95 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 2.8 0.6 57.7 96.6 99.1 99.9 0.9 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,349
COMMITMENTS
65 0 415 36,633 36,645 37,113 37,060 236 289
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 5)
0 0 0 0 5 0 5 5 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 10/30/18 |
--------------------------------------------------------------| 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 10/23/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,705
COMMITMENTS
273 1,120 300 34,988 34,285 35,561 35,705 144 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 829)
5 0 0 819 829 824 829 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 0.8 98.0 96.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 23 20 26 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,103
COMMITMENTS
210 55 535 23,985 24,327 24,730 24,917 373 186
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 416)
-50 0 50 416 366 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 2.1 95.5 96.9 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 20 23 23 25
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 46,920
COMMITMENTS
420 1,502 974 45,484 44,330 46,878 46,806 42 114
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,411)
120 13 -11 1,332 1,401 1,441 1,403 -30 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.2 2.1 96.9 94.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 4 27 24 34 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 41,804
COMMITMENTS
1,560 285 155 39,904 41,354 41,619 41,794 185 10
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 501)
170 0 0 346 516 516 516 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.7 0.4 95.5 98.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 23 21 26 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,358
COMMITMENTS
2,905 0 0 19,229 22,349 22,134 22,349 224 9
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,150)
-373 0 0 1,523 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 86.0 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 13 12 17 12
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,350
COMMITMENTS
3,941 725 350 16,034 19,275 20,325 20,350 25 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -120)
100 -400 0 -220 280 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.6 1.7 78.8 94.7 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,680
COMMITMENTS
3,309 1,500 350 16,926 18,830 20,585 20,680 95 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -420)
100 -400 0 -520 -20 -420 -420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.3 1.7 81.8 91.1 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 329,910
COMMITMENTS
693 21,434 32,731 296,422 275,746 329,846 329,910 64 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -723)
63 -321 263 -1,049 -665 -723 -723 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.5 9.9 89.8 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 10/30/18 |
--------------------------------------------------------------| 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 10/23/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/30/18 |
--------------------------------------------------------------| 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 10/23/18 (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 0.5 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,501
COMMITMENTS
3,310 3,330 1,025 21,854 22,130 26,189 26,485 312 16
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 525)
-650 150 425 750 -50 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.6 3.9 82.5 83.5 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 3 13 14 17 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,050
COMMITMENTS
2,315 3,355 1,080 19,381 18,605 22,776 23,040 274 10
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 575)
-650 150 475 750 -50 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 14.6 4.7 84.1 80.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 13 12 17 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,123
COMMITMENTS
1,340 1,710 2,130 50,153 50,266 53,623 54,106 500 17
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 50)
-150 0 50 150 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.2 3.9 92.7 92.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 21 15 25 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,110
COMMITMENTS
450 460 3,170 49,210 49,480 52,830 53,110 280 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 50)
-150 0 50 150 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.9 6.0 92.7 93.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 3 22 17 26 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,251
COMMITMENTS
7,636 8,637 4,489 103,820 103,030 115,945 116,156 306 95
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 109)
65 -110 70 -26 149 109 109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.4 3.9 89.3 88.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 4 7 37 33 47 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 130,730
COMMITMENTS
9,621 14,155 3,530 117,225 112,920 130,376 130,605 354 125
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 196)
-135 134 136 195 -74 196 196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 10.8 2.7 89.7 86.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 8 7 40 34 49 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 297,438
COMMITMENTS
19,562 26,940 32,023 245,159 238,358 296,743 297,321 694 117
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 7,958)
1,765 3,435 452 5,881 4,141 8,099 8,029 -141 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.1 10.8 82.4 80.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 16 23 44 43 78 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,284
COMMITMENTS
6,823 230 355 25,961 32,699 33,139 33,284 145 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 100)
-350 0 -50 500 150 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.7 1.1 78.0 98.2 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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,294
COMMITMENTS
6,131 1,425 525 25,466 30,344 32,122 32,294 172 0
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 100)
-350 0 -50 500 150 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 4.4 1.6 78.9 94.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 3 20 9 26 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,014
COMMITMENTS
286 209 91 2,985 3,007 3,362 3,307 652 707
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 185)
-30 6 22 127 128 119 156 66 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.2 2.3 74.4 74.9 83.8 82.4 16.2 17.6
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 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,053
COMMITMENTS
3,885 2,331 750 33,168 34,744 37,803 37,825 250 228
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 158)
205 32 -207 130 333 128 158 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.1 2.0 87.2 91.3 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 5 31 34 40 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,647
COMMITMENTS
1,718 0 78 12,520 13,898 14,316 13,976 331 671
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 273)
180 0 0 44 234 224 234 49 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 0.5 85.5 94.9 97.7 95.4 2.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 20 24 24 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,527
COMMITMENTS
135 598 459 11,381 11,167 11,975 12,224 552 303
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 391)
-5 25 54 342 297 391 376 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.8 3.7 90.9 89.1 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 5 30 33 36 40
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,826
COMMITMENTS
363 1,621 647 18,738 17,332 19,748 19,600 78 226
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 646)
235 20 79 557 547 871 646 -225 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.2 3.3 94.5 87.4 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 6 26 28 32 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 70,753
COMMITMENTS
3,664 4,946 3,660 62,721 61,199 70,045 69,805 708 948
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 238)
-896 164 53 953 -69 111 148 127 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.0 5.2 88.6 86.5 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
17 14 22 58 58 83 87
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,198
COMMITMENTS
221 75 187 1,286 1,550 1,694 1,812 504 386
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 213)
-6 -3 -4 206 249 196 242 17 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.4 8.5 58.5 70.5 77.1 82.4 22.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 3 16 18 21 21
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 32,081
COMMITMENTS
2,425 0 0 29,656 32,076 32,081 32,076 0 5
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 777)
930 0 0 -103 863 827 863 -50 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 92.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 25 23 27 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,520
COMMITMENTS
1,190 150 820 5,495 6,545 7,505 7,515 15 5
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -3,120)
245 -80 -125 -3,225 -2,910 -3,105 -3,115 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.0 10.9 73.1 87.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 13 21 16 24
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 208,760
COMMITMENTS
0 0 0 196,477 194,683 196,477 194,683 12,283 14,077
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -12,943)
0 -845 0 -12,253 -10,327 -12,253 -11,172 -690 -1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 93.3 94.1 93.3 5.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 21,788
COMMITMENTS
5,327 485 1,747 10,582 16,431 17,656 18,663 4,132 3,125
CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 804)
-834 0 170 -66 -1,277 -730 -1,107 1,534 1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.2 8.0 48.6 75.4 81.0 85.7 19.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 5 12 17 18 22
Updated November 2, 2018