CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 62,630
COMMITMENTS
11,674 9,835 2,456 48,478 50,331 62,609 62,622 21 8
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 325)
1,226 -374 -563 -349 1,262 314 325 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.7 3.9 77.4 80.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 6 8 17 16 39 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,145
COMMITMENTS
4,943 24,023 800 36,402 17,322 42,145 42,145 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 57.0 1.9 86.4 41.1 100.0 100.0 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,666
COMMITMENTS
7,486 33,616 0 36,180 10,050 43,666 43,666 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -500)
-500 0 0 0 -500 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 77.0 0.0 82.9 23.0 100.0 100.0 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,615
COMMITMENTS
3,570 16,473 100 25,945 13,042 29,615 29,615 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,426)
100 559 0 1,326 867 1,426 1,426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 55.6 0.3 87.6 44.0 100.0 100.0 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 33,245
COMMITMENTS
7,120 7,372 0 26,125 25,873 33,245 33,245 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,150)
850 0 0 300 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 22.2 0.0 78.6 77.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 11 3 16 7
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| 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 10/30/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 21,024
COMMITMENTS
5,506 2,943 594 14,714 17,312 20,814 20,849 210 174
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 930)
283 200 -4 442 560 720 756 210 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 14.0 2.8 70.0 82.3 99.0 99.2 1.0 0.8
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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,376
COMMITMENTS
13,859 5,088 0 16,517 25,288 30,376 30,376 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 2,022)
800 100 0 1,222 1,922 2,022 2,022 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 16.8 0.0 54.4 83.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 11 2 17 5
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,370
COMMITMENTS
8,330 18,700 0 21,040 10,670 29,370 29,370 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 400)
400 -100 0 0 500 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 63.7 0.0 71.6 36.3 100.0 100.0 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,530
COMMITMENTS
3,333 2,991 692 39,505 39,848 43,530 43,530 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 724)
0 0 0 724 723 724 724 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.9 1.6 90.8 91.5 100.0 100.0 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,879
COMMITMENTS
3,920 210 4,169 18,776 22,450 26,865 26,829 14 50
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,658)
1,304 -42 -1,495 -3,427 -2,106 -3,618 -3,643 -40 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.8 15.5 69.9 83.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 5 24 23 30 29
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,431
COMMITMENTS
360 8,437 664 20,913 13,196 21,937 22,297 494 134
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,497)
23 -2,714 -129 -2,568 212 -2,674 -2,631 177 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 37.6 3.0 93.2 58.8 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 2 23 13 27 17
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,286,103
COMMITMENTS
327,351 108,052 590,946 4330112 4575292 5248409 5274290 37,694 11,813
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 66,376)
-19,136 -16,974 7,954 75,743 75,630 64,561 66,610 1,815 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.0 11.2 81.9 86.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
47 17 51 138 113 201 167
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 905,476
COMMITMENTS
39,080 77,552 410,383 452,262 414,470 901,725 902,405 3,751 3,071
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 80,516)
2,638 14,572 30,188 47,630 35,677 80,457 80,437 59 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 8.6 45.3 49.9 45.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
13 15 22 55 55 80 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,692
COMMITMENTS
0 5,685 0 256,702 258,229 256,702 263,914 11,990 4,778
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -13,142)
-175 183 -104 -12,734 -12,375 -13,013 -12,296 -129 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 95.5 96.1 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 28 27 28 29
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,050
COMMITMENTS
7,714 0 558 116,675 114,708 124,947 115,266 6,103 15,784
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,488)
-3,874 0 -556 -1,004 -11,225 -5,434 -11,781 -54 6,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.4 89.0 87.5 95.3 88.0 4.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 0 1 31 22 36 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,659
COMMITMENTS
2,623 0 908 288,559 295,405 292,090 296,313 12,569 8,346
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -22,794)
-2,521 -801 -672 -20,674 -22,142 -23,867 -23,615 1,073 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.3 94.7 97.0 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 24 29 26 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 823,290
COMMITMENTS
3,484 7,888 9,110 800,678 802,478 813,272 819,476 10,018 3,814
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -25,359)
-245 544 -912 -23,602 -25,407 -24,759 -25,775 -600 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 1.1 97.3 97.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 42 27 46 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,202
COMMITMENTS
0 2,171 0 390,375 397,197 390,375 399,368 14,827 5,834
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -16,754)
-146 -535 -174 -8,463 -15,051 -8,783 -15,760 -7,971 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.3 98.0 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 3 0 40 42 40 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 539,053
COMMITMENTS
4,989 1,441 573 518,209 532,709 523,771 534,723 15,282 4,330
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -12,850)
-4,763 -5 90 -10,458 -12,375 -15,131 -12,290 2,281 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.1 96.1 98.8 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 3 34 42 40 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,390
COMMITMENTS
0 4,048 341 286,635 283,930 286,976 288,319 7,414 6,071
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -17,599)
-210 -6,648 -402 -16,447 -8,939 -17,059 -15,989 -540 -1,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 97.4 96.4 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 2 2 36 35 38 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,271
COMMITMENTS
0 93 674 98,237 100,220 98,911 100,987 6,360 4,284
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,567)
-2,340 93 -291 -4,232 -6,525 -6,863 -6,723 296 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 93.3 95.2 94.0 95.9 6.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 22 24 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,063
COMMITMENTS
0 638 0 36,379 36,191 36,379 36,829 1,684 1,234
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -7,259)
0 248 0 -6,656 -7,042 -6,656 -6,794 -603 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 95.6 95.1 95.6 96.8 4.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 16 12 16 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 246,085
COMMITMENTS
1,507 0 431 238,420 237,998 240,358 238,429 5,727 7,656
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,929)
818 0 -402 -10,353 -11,680 -9,937 -12,082 -992 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 96.9 96.7 97.7 96.9 2.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 20 23 21 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 151,351
COMMITMENTS
847 3,043 429 142,580 141,765 143,856 145,237 7,495 6,114
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -12,803)
702 -300 -401 -12,888 -12,458 -12,587 -13,159 -216 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 0.3 94.2 93.7 95.0 96.0 5.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 26 21 27 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 240,244
COMMITMENTS
0 0 0 237,902 238,476 237,902 238,476 2,342 1,768
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,607)
0 0 0 -8,187 -8,307 -8,187 -8,307 -420 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 16 18 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,780
COMMITMENTS
2,070 0 0 13,626 15,636 15,696 15,636 1,084 1,144
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -15,562)
-124 -806 0 -15,184 -14,593 -15,308 -15,399 -254 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.0 81.2 93.2 93.5 93.2 6.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 18 21 20 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 539,743
COMMITMENTS
14,871 7,077 1,591 512,504 522,391 528,966 531,059 10,777 8,684
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -34,933)
-3,902 -517 -859 -29,910 -33,463 -34,671 -34,839 -262 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 0.3 95.0 96.8 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 1 3 54 48 60 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,700
COMMITMENTS
0 5,115 411 203,852 197,353 204,263 202,879 6,437 7,821
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,489)
-607 -7,604 -1,061 -6,902 -2,801 -8,570 -11,466 81 2,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.2 96.7 93.7 96.9 96.3 3.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 1 28 29 29 32
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,284
COMMITMENTS
0 413 147 65,809 64,023 65,956 64,583 3,328 4,701
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,607)
0 -679 31 -5,131 -4,199 -5,100 -4,847 -507 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 95.0 92.4 95.2 93.2 4.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 19 22 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,359
COMMITMENTS
3,261 968 0 181,076 183,411 184,337 184,379 4,022 3,980
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -56,439)
-7,620 -24,750 0 -48,495 -30,909 -56,115 -55,659 -324 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.0 96.1 97.4 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 21 19 23 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,044
COMMITMENTS
10,461 25,958 0 181,999 167,620 192,460 193,578 3,584 2,466
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -78,305)
-3,424 12,207 -19,763 -55,257 -72,352 -78,444 -79,908 139 1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.2 0.0 92.8 85.5 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 8 0 33 30 37 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,491
COMMITMENTS
510 0 0 193,989 196,551 194,499 196,551 2,992 940
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -21,855)
510 -2,584 -330 -21,836 -18,286 -21,656 -21,200 -199 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.2 99.5 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 19 19 20 19
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 23,992
COMMITMENTS
0 0 0 23,030 23,842 23,030 23,842 962 150
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,800)
0 0 0 -10,427 -10,273 -10,427 -10,273 -373 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 99.4 96.0 99.4 4.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 13 11 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 265,333
COMMITMENTS
0 853 217 259,681 253,457 259,898 254,527 5,435 10,806
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -20,705)
0 853 217 -21,304 -20,888 -21,087 -19,818 382 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 97.9 95.5 98.0 95.9 2.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 34 35 35 36
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,856
COMMITMENTS
711 0 625 103,568 106,247 104,904 106,872 13,952 11,984
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,598)
711 -235 -162 -2,987 -5,015 -2,438 -5,412 -1,160 1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 87.1 89.4 88.3 89.9 11.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 17 18 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,570
COMMITMENTS
888 0 127 192,710 193,881 193,725 194,008 4,845 4,562
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -14,019)
144 -57 -322 -13,573 -13,631 -13,751 -14,010 -268 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 97.0 97.6 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 19 28 20 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,452
COMMITMENTS
0 0 0 178,821 185,905 178,821 185,905 14,631 7,547
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -7,099)
0 -1,022 -59 -5,510 -7,679 -5,569 -8,760 -1,530 1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 96.1 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 17 22 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,953
COMMITMENTS
0 0 0 69,998 77,657 69,998 77,657 10,955 3,296
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,816)
0 0 0 -7,145 -4,454 -7,145 -4,454 2,329 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.5 95.9 86.5 95.9 13.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 20 20 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,765
COMMITMENTS
4,757 0 124 168,713 170,171 173,594 170,295 5,171 8,470
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,223)
-184 0 -124 -5,090 -6,412 -5,398 -6,536 -825 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.1 94.4 95.2 97.1 95.3 2.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 19 16 21 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,848
COMMITMENTS
254 505 968 145,752 147,716 146,974 149,189 8,874 6,659
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -22,292)
36 -957 -84 -21,148 -20,909 -21,196 -21,950 -1,096 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.6 93.5 94.8 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 31 30 33 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,834
COMMITMENTS
0 0 0 41,720 42,654 41,720 42,654 1,114 180
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,822)
0 -1,178 0 -5,708 -4,365 -5,708 -5,543 -114 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.6 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 13 15 13 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 230,436
COMMITMENTS
0 2,296 628 222,016 223,442 222,644 226,366 7,792 4,070
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -11,172)
0 753 9 -12,150 -11,435 -12,141 -10,673 969 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.3 96.3 97.0 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 31 30 32 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 150,615
COMMITMENTS
217 110 1,173 145,318 145,521 146,708 146,804 3,907 3,811
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,836)
0 -195 310 -6,852 -11,246 -6,542 -11,131 -2,294 2,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.8 96.5 96.6 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 23 24 25 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 131,124
COMMITMENTS
0 0 0 125,565 126,826 125,565 126,826 5,559 4,298
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,010)
0 0 0 -4,173 -3,766 -4,173 -3,766 1,163 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 96.7 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 18 26 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 61,159
COMMITMENTS
348 0 258 55,747 57,224 56,353 57,482 4,806 3,677
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,565)
-1,050 0 0 -1,187 -3,399 -2,237 -3,399 -328 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 91.2 93.6 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 13 15 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 47,885
COMMITMENTS
961 0 0 43,952 47,615 44,913 47,615 2,972 270
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -11,749)
279 0 -279 -11,158 -11,279 -11,158 -11,558 -591 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 91.8 99.4 93.8 99.4 6.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 12 17 15 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 206,157
COMMITMENTS
2,310 0 29 186,494 204,731 188,833 204,760 17,324 1,397
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,702)
30 0 -30 -10,812 -10,311 -10,812 -10,341 110 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 90.5 99.3 91.6 99.3 8.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 26 18 27 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 106,919
COMMITMENTS
7,278 8,774 1,032 90,660 95,054 98,970 104,860 7,949 2,059
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,498)
312 0 0 -5,731 -5,408 -5,419 -5,408 -79 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.2 1.0 84.8 88.9 92.6 98.1 7.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 18 17 19 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 183,303
COMMITMENTS
0 0 0 181,191 182,031 181,191 182,031 2,112 1,272
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -17,008)
-210 0 0 -16,466 -16,917 -16,676 -16,917 -332 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 18 19 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 51,810
COMMITMENTS
7,952 1,320 7,730 35,134 42,294 50,817 51,344 993 466
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,443)
-604 -347 199 -1,925 -2,261 -2,330 -2,408 -113 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 2.5 14.9 67.8 81.6 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,384
COMMITMENTS
7,139 1,400 346 35,810 41,612 43,294 43,358 90 26
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,210)
140 -125 -875 -2,440 -2,233 -3,175 -3,233 -35 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.2 0.8 82.5 95.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 4 1 20 25 27 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,865
COMMITMENTS
4,250 150 150 18,336 22,525 22,736 22,825 129 40
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,005)
1,075 -150 -725 -1,355 -110 -1,005 -985 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.7 0.7 80.2 98.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 15 16 21 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 153,503
COMMITMENTS
3,945 5,095 4,350 144,955 143,826 153,250 153,271 253 232
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,250)
-155 -1,671 515 -4,598 -3,108 -4,238 -4,264 -12 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.3 2.8 94.4 93.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 6 6 35 36 45 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 42,381
COMMITMENTS
300 5,412 1,040 40,970 35,900 42,309 42,351 72 30
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,208)
-176 -861 -226 -2,682 -2,076 -3,085 -3,163 -123 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.8 2.5 96.7 84.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 4 15 18 21 23
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,500
COMMITMENTS
150 250 0 27,310 27,250 27,460 27,500 40 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,475)
0 -125 0 -2,455 -2,350 -2,455 -2,475 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.0 99.3 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 11 13 12 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,111
COMMITMENTS
2,215 700 300 43,486 45,016 46,001 46,016 110 95
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 432)
110 -100 -210 562 757 462 447 -30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.5 0.7 94.3 97.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 27 28 31 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,915
COMMITMENTS
12,845 1,230 580 58,122 70,104 71,547 71,914 368 1
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 173)
75 -90 -35 133 297 173 172 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 1.7 0.8 80.8 97.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 2 5 30 29 39 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,449
COMMITMENTS
5,087 120 1,340 71,740 76,458 78,167 77,918 282 531
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -610)
192 -10 -205 -575 -375 -588 -590 -22 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.2 1.7 91.4 97.5 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,609
COMMITMENTS
6,661 120 800 102,814 109,123 110,275 110,043 334 566
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,830)
-209 -10 -25 -2,580 -2,785 -2,814 -2,820 -16 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.1 0.7 93.0 98.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 1 1 30 29 38 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,990
COMMITMENTS
530 60 100 41,240 41,695 41,870 41,855 120 135
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,315)
0 -15 0 1,315 1,510 1,315 1,495 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.2 98.2 99.3 99.7 99.7 0.3 0.3
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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,307
COMMITMENTS
695 0 60 26,492 27,247 27,247 27,307 60 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 635 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.2 97.0 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 21 24 23 25
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 56,651
COMMITMENTS
6,397 2,550 3,077 46,854 51,001 56,329 56,628 322 23
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 614)
-183 155 58 705 389 579 602 35 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.5 5.4 82.7 90.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 3 8 31 28 44 37
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,229
COMMITMENTS
1,100 900 1,050 8,749 9,015 10,899 10,965 330 264
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -86)
0 0 0 -86 -110 -86 -110 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.0 9.4 77.9 80.3 97.1 97.6 2.9 2.4
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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,618
COMMITMENTS
690 25 140 53,733 54,258 54,563 54,423 55 195
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,205)
105 0 0 1,100 1,145 1,205 1,145 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.3 98.4 99.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 23 22 27 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,869
COMMITMENTS
2,400 80 285 40,674 43,504 43,359 43,869 510 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,080)
20 0 10 1,050 1,070 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.2 0.6 92.7 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,110
COMMITMENTS
4,023 500 225 61,169 64,707 65,417 65,432 693 678
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,880)
-221 0 0 -2,654 -2,905 -2,875 -2,905 -5 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.8 0.3 92.5 97.9 99.0 99.0 1.0 1.0
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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,797
COMMITMENTS
4,826 2,000 225 65,953 69,232 71,004 71,457 793 340
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,025)
135 0 -15 -2,145 -1,782 -2,025 -1,797 0 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.8 0.3 91.9 96.4 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 17 28 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 89,290
COMMITMENTS
135 1,702 240 88,811 87,338 89,186 89,280 104 10
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,337)
45 1,014 -489 -914 -1,857 -1,358 -1,332 21 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 0.3 99.5 97.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 26 26 29 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 118,506
COMMITMENTS
1,233 4,241 1,297 115,619 112,922 118,150 118,461 356 45
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,511)
-230 746 -882 -1,394 -2,390 -2,506 -2,526 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.6 1.1 97.6 95.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 8 6 25 31 35 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 48,560
COMMITMENTS
250 350 125 48,185 48,085 48,560 48,560 0 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,715)
-775 -125 -75 -1,865 -2,515 -2,715 -2,715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.3 99.2 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 15 15 18 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 50,432
COMMITMENTS
1,050 1,185 890 47,567 48,262 49,507 50,337 925 95
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -261)
250 -75 -50 -446 -136 -246 -261 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.3 1.8 94.3 95.7 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 20 19 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 56,261
COMMITMENTS
21,705 1,676 440 33,554 54,069 55,699 56,185 562 76
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,584)
-1,870 81 120 151 -1,785 -1,599 -1,584 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 3.0 0.8 59.6 96.1 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 3 23 23 29 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,168
COMMITMENTS
180 0 300 34,467 34,600 34,947 34,900 221 268
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,181)
115 0 -115 -2,166 -2,045 -2,166 -2,160 -15 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.9 98.0 98.4 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 15 17 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,519
COMMITMENTS
0 410 0 31,369 30,874 31,369 31,284 150 235
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,307)
-100 -145 0 -2,192 -2,142 -2,292 -2,287 -15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.5 98.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 13 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,926
COMMITMENTS
142 935 300 33,304 32,552 33,746 33,787 180 139
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,779)
-131 -185 0 -1,684 -1,733 -1,815 -1,918 36 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 0.9 98.2 96.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 22 19 24 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,731
COMMITMENTS
325 0 440 22,619 23,085 23,384 23,525 347 206
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,372)
115 -55 -95 -1,366 -1,242 -1,346 -1,392 -26 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.9 95.3 97.3 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 18 19 21 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,529
COMMITMENTS
505 1,218 898 43,085 42,327 44,488 44,443 41 86
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,392)
85 -284 -76 -2,399 -2,003 -2,391 -2,364 -1 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.7 2.0 96.8 95.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 3 27 24 34 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,087
COMMITMENTS
1,350 280 90 37,467 38,707 38,907 39,077 180 10
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,717)
-210 -5 -65 -2,437 -2,647 -2,712 -2,717 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.7 0.2 95.9 99.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 23 21 25 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,408
COMMITMENTS
2,602 0 0 18,596 21,402 21,198 21,402 210 6
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -950)
-303 0 0 -633 -947 -936 -947 -14 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 86.9 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 13 12 16 12
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,300
COMMITMENTS
3,881 600 350 15,054 18,350 19,285 19,300 15 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,050)
-60 -125 0 -980 -925 -1,040 -1,050 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.1 1.8 78.0 95.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 14 9 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,660
COMMITMENTS
3,284 1,375 350 15,956 17,935 19,590 19,660 70 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,020)
-25 -125 0 -970 -895 -995 -1,020 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 7.0 1.8 81.2 91.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 14 11 16 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 357,125
COMMITMENTS
482 22,863 35,944 320,658 298,318 357,084 357,125 41 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 27,215)
-211 1,430 3,213 24,236 22,572 27,238 27,215 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.4 10.1 89.8 83.5 100.0 100.0 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,880
COMMITMENTS
930 100 0 14,290 15,780 15,220 15,880 660 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -840)
-30 0 0 -770 -840 -800 -840 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.6 0.0 90.0 99.4 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 13 15 14
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,330
COMMITMENTS
930 100 0 19,260 20,230 20,190 20,330 140 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -995)
-30 0 0 -945 -995 -975 -995 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 0.0 94.7 99.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 15 15 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,251
COMMITMENTS
3,660 3,980 1,000 21,309 21,255 25,969 26,235 282 16
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -250)
350 650 -25 -545 -875 -220 -250 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.2 3.8 81.2 81.0 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 3 13 14 18 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,630
COMMITMENTS
3,015 4,005 1,055 19,305 18,560 23,375 23,620 255 10
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 580)
700 650 -25 -76 -45 599 580 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 16.9 4.5 81.7 78.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 3 13 12 18 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,789
COMMITMENTS
1,125 1,295 2,370 47,818 48,110 51,313 51,775 476 14
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,334)
-215 -415 240 -2,335 -2,156 -2,310 -2,331 -24 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.5 4.6 92.3 92.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 20 15 24 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,991
COMMITMENTS
325 275 3,455 46,973 47,261 50,753 50,991 238 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,119)
-125 -185 285 -2,237 -2,219 -2,077 -2,119 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 6.8 92.1 92.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 22 18 26 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,166
COMMITMENTS
8,569 9,782 3,021 97,290 96,283 108,880 109,086 286 80
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -7,085)
933 1,145 -1,468 -6,530 -6,747 -7,065 -7,070 -20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.0 2.8 89.1 88.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 5 7 36 30 47 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,942
COMMITMENTS
10,439 14,428 2,262 111,904 108,172 124,605 124,862 337 80
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,788)
818 273 -1,268 -5,321 -4,748 -5,771 -5,743 -17 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.5 1.8 89.6 86.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 9 7 41 32 51 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 296,070
COMMITMENTS
22,468 27,242 31,652 241,310 237,061 295,430 295,955 640 115
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,368)
2,906 302 -371 -3,849 -1,297 -1,314 -1,366 -55 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.2 10.7 81.5 80.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 14 23 44 42 78 68
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,702
COMMITMENTS
6,759 230 330 24,480 31,142 31,569 31,702 133 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,582)
-64 0 -25 -1,481 -1,557 -1,570 -1,582 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 0.7 1.0 77.2 98.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 20 10 25 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,597
COMMITMENTS
6,155 1,510 415 23,872 28,672 30,442 30,597 155 0
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,697)
24 85 -110 -1,594 -1,672 -1,680 -1,697 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.9 1.4 78.0 93.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 3 19 9 25 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,292
COMMITMENTS
108 54 93 2,439 2,425 2,640 2,572 652 720
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -722)
-178 -155 2 -546 -582 -722 -735 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.6 2.8 74.1 73.7 80.2 78.1 19.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 18 18 20 20
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,568
COMMITMENTS
3,540 2,329 854 30,804 32,191 35,198 35,374 370 194
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,486)
-345 -1 103 -2,364 -2,554 -2,606 -2,452 120 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.5 2.4 86.6 90.5 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 4 32 33 39 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,147
COMMITMENTS
1,008 0 53 12,795 13,508 13,856 13,561 291 586
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -500)
-710 0 -25 275 -390 -460 -415 -40 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.4 90.4 95.5 97.9 95.9 2.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 19 25 22 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,145
COMMITMENTS
289 189 250 8,850 9,455 9,389 9,894 756 251
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,382)
154 -409 -209 -2,531 -1,712 -2,586 -2,330 204 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.9 2.5 87.2 93.2 92.5 97.5 7.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 26 31 31 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,580
COMMITMENTS
400 973 237 16,890 15,784 17,527 16,994 53 586
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,246)
37 -648 -410 -1,848 -1,548 -2,221 -2,606 -25 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.5 1.3 96.1 89.8 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 2 23 27 27 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,599
COMMITMENTS
2,781 4,310 3,136 55,802 54,149 61,720 61,595 879 1,004
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,154)
-883 -636 -524 -6,919 -7,050 -8,325 -8,210 171 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.9 5.0 89.1 86.5 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 13 21 54 56 80 84
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,490
COMMITMENTS
120 58 92 854 937 1,066 1,087 424 403
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -708)
-101 -17 -95 -432 -613 -628 -725 -80 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.9 6.2 57.3 62.9 71.5 73.0 28.5 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 12 13 16 16
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 35,105
COMMITMENTS
3,585 0 0 30,480 33,339 34,065 33,339 1,040 1,766
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 3,024)
1,160 0 0 824 1,263 1,984 1,263 1,040 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 86.8 95.0 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 27 23 29 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,255
COMMITMENTS
1,140 90 925 6,175 7,235 8,240 8,250 15 5
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 735)
-50 -60 105 680 690 735 735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 1.1 11.2 74.8 87.6 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 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 209,197
COMMITMENTS
0 0 0 196,189 194,700 196,189 194,700 13,008 14,497
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 437)
0 0 0 -288 17 -288 17 725 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 93.1 93.8 93.1 6.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 16,926
COMMITMENTS
4,065 639 2,003 8,194 12,543 14,262 15,185 2,664 1,741
CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,862)
-1,262 154 256 -2,388 -3,888 -3,394 -3,478 -1,468 -1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 3.8 11.8 48.4 74.1 84.3 89.7 15.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 6 10 13 17 19
Updated November 9, 2018