CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 64,293
COMMITMENTS
12,391 9,805 2,571 49,310 51,909 64,272 64,285 21 8
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,663)
717 -29 115 832 1,578 1,663 1,663 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 15.3 4.0 76.7 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 6 8 18 17 41 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,145
COMMITMENTS
5,143 23,873 800 36,202 17,472 42,145 42,145 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 0)
200 -150 0 -200 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 56.6 1.9 85.9 41.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 9 1 10 7 15 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,666
COMMITMENTS
7,486 33,716 0 36,180 9,950 43,666 43,666 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 0)
0 100 0 0 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 77.2 0.0 82.9 22.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 9 0 12 7 14 16
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,660
COMMITMENTS
3,570 16,523 100 25,990 13,037 29,660 29,660 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 45)
0 50 0 45 -5 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 55.7 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 11/13/18 |
--------------------------------------------------------------| 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
7,020 7,372 0 26,225 25,873 33,245 33,245 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 0)
-100 0 0 100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 22.2 0.0 78.9 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,360
COMMITMENTS
5,222 3,488 500 25,638 27,372 31,360 31,360 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -50)
-50 0 0 0 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 11.1 1.6 81.8 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 21,589
COMMITMENTS
5,816 2,942 595 14,971 17,881 21,382 21,417 207 172
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 565)
310 -2 1 257 568 568 568 -3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 13.6 2.8 69.3 82.8 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,591
COMMITMENTS
13,859 5,088 0 16,732 25,503 30,591 30,591 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 16.6 0.0 54.7 83.4 100.0 100.0 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 11/13/18 |
--------------------------------------------------------------| 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 11/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,534
COMMITMENTS
3,333 2,991 692 39,509 39,851 43,534 43,534 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3)
0 0 0 3 3 3 3 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,946
COMMITMENTS
4,130 220 4,501 20,231 24,115 28,862 28,836 84 110
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,067)
210 10 332 1,455 1,665 1,997 2,007 70 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.8 15.5 69.9 83.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 5 25 24 31 30
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,945
COMMITMENTS
290 8,875 700 22,463 14,221 23,453 23,796 492 149
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,514)
-70 438 36 1,550 1,025 1,516 1,499 -2 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 37.1 2.9 93.8 59.4 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 24 15 29 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,404,603
COMMITMENTS
432,760 73,070 573,992 4361408 4747818 5368160 5394880 36,443 9,723
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 118,500)
105,409 -34,982 -16,954 31,296 172,526 119,751 120,590 -1,251 -2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.4 10.6 80.7 87.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
53 18 58 141 115 211 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,197,614
COMMITMENTS
60,912 120,740 561,266 571,404 512,640 1193583 1194646 4,032 2,968
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 292,138)
21,832 43,188 150,883 119,142 98,170 291,857 292,241 281 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.1 46.9 47.7 42.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 10 24 56 55 84 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,496
COMMITMENTS
463 5,831 0 257,561 258,473 258,024 264,304 11,472 5,192
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 804)
463 146 0 859 244 1,322 390 -518 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.2 0.0 95.6 95.9 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 28 26 29 28
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,141
COMMITMENTS
8,282 0 0 118,613 116,112 126,895 116,112 5,246 16,029
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,091)
568 0 -558 1,938 1,404 1,948 846 -857 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 89.8 87.9 96.0 87.9 4.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 0 32 23 37 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,713
COMMITMENTS
1,804 656 894 291,662 297,332 294,360 298,882 12,353 7,831
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,054)
-819 656 -14 3,103 1,927 2,270 2,569 -216 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.3 95.1 96.9 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 25 30 28 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 829,712
COMMITMENTS
3,106 6,895 9,337 806,108 808,898 818,551 825,130 11,161 4,582
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 6,422)
-378 -993 227 5,430 6,420 5,279 5,654 1,143 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 1.1 97.2 97.5 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 40 25 44 28
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 414,005
COMMITMENTS
490 1,923 0 399,692 406,262 400,182 408,185 13,823 5,820
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 8,803)
490 -248 0 9,317 9,065 9,807 8,817 -1,004 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.0 96.5 98.1 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 0 41 44 42 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 539,435
COMMITMENTS
5,213 1,053 542 521,312 533,472 527,067 535,067 12,368 4,368
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 382)
224 -388 -31 3,103 763 3,296 344 -2,914 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.1 96.6 98.9 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 3 36 42 42 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,710
COMMITMENTS
0 383 621 290,954 291,357 291,575 292,361 7,135 6,349
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 4,320)
0 -3,665 280 4,319 7,427 4,599 4,042 -279 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 97.4 97.5 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 2 39 34 41 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,374
COMMITMENTS
295 0 690 100,734 102,647 101,719 103,337 5,655 4,037
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,103)
295 -93 16 2,497 2,427 2,808 2,350 -705 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 93.8 95.6 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 24 23 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,149
COMMITMENTS
0 390 0 40,434 40,551 40,434 40,941 1,715 1,208
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 4,086)
0 -248 0 4,055 4,360 4,055 4,112 31 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 95.9 96.2 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 13 17 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,057
COMMITMENTS
1,078 0 474 237,019 240,200 238,571 240,674 9,486 7,383
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,972)
-429 0 43 -1,401 2,202 -1,787 2,245 3,759 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.2 95.6 96.8 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 19 23 20 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 155,526
COMMITMENTS
1,047 3,291 429 146,088 145,968 147,564 149,688 7,962 5,838
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 4,175)
200 248 0 3,508 4,203 3,708 4,451 467 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.1 0.3 93.9 93.9 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 26 20 27 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,389
COMMITMENTS
0 0 0 239,684 240,835 239,684 240,835 2,705 1,554
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,145)
0 0 0 1,782 2,359 1,782 2,359 363 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6
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 11/13/18 |
--------------------------------------------------------------| 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 11/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 555,246
COMMITMENTS
13,937 8,574 1,381 529,052 538,813 544,370 548,768 10,876 6,478
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 15,503)
-934 1,497 -210 16,548 16,422 15,404 17,709 99 -2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.5 0.2 95.3 97.0 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 2 3 55 50 60 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,848
COMMITMENTS
235 3,572 1,114 209,378 206,285 210,727 210,971 6,121 5,877
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 6,148)
235 -1,543 703 5,526 8,932 6,464 8,092 -316 -1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.6 0.5 96.6 95.1 97.2 97.3 2.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 3 27 29 30 34
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,129
COMMITMENTS
0 0 0 67,036 65,126 67,036 65,126 3,093 5,003
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 845)
0 -413 -147 1,227 1,103 1,080 543 -235 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 92.9 95.6 92.9 4.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 19 22 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,106
COMMITMENTS
3,261 968 0 184,885 188,042 188,146 189,010 3,960 3,096
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,747)
0 0 0 3,809 4,631 3,809 4,631 -62 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.0 96.2 97.9 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 23 20 25 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,094
COMMITMENTS
10,461 25,958 0 185,079 170,608 195,540 196,566 3,554 2,528
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,050)
0 0 0 3,080 2,988 3,080 2,988 -30 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.0 0.0 93.0 85.7 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 8 0 35 30 39 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,520
COMMITMENTS
510 0 0 198,623 200,344 199,133 200,344 2,387 1,176
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 4,029)
0 0 0 4,634 3,793 4,634 3,793 -605 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.6 99.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 21 19 22 19
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 25,449
COMMITMENTS
0 0 0 24,425 25,299 24,425 25,299 1,024 150
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,457)
0 0 0 1,395 1,457 1,395 1,457 62 0
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 14 11 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,130
COMMITMENTS
0 0 0 262,725 256,684 262,725 256,684 6,405 12,446
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,797)
0 -853 -217 3,044 3,227 2,827 2,157 970 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 95.4 97.6 95.4 2.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 0 0 34 35 34 35
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,940
COMMITMENTS
798 0 625 102,751 105,359 104,174 105,984 13,766 11,956
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -916)
87 0 0 -817 -888 -730 -888 -186 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 87.1 89.3 88.3 89.9 11.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 18 19 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,115
COMMITMENTS
1,096 0 127 198,016 199,609 199,239 199,736 4,876 4,379
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 5,545)
208 0 0 5,306 5,728 5,514 5,728 31 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 97.0 97.8 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 20 28 21 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,863
COMMITMENTS
0 0 0 187,446 194,068 187,446 194,068 14,417 7,795
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 8,411)
0 0 0 8,625 8,163 8,625 8,163 -214 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.9 96.1 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 18 22 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,785
COMMITMENTS
0 0 0 73,148 80,565 73,148 80,565 8,637 1,220
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 832)
0 0 0 3,150 2,908 3,150 2,908 -2,318 -2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 98.5 89.4 98.5 10.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 22 22 22
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,108
COMMITMENTS
316 0 0 33,508 34,108 33,824 34,108 284 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.2 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 15 10 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,877
COMMITMENTS
5,030 25 834 170,508 172,955 176,372 173,814 3,505 6,063
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,112)
273 25 710 1,795 2,784 2,778 3,519 -1,666 -2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.5 94.8 96.2 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 20 17 23 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,330
COMMITMENTS
0 1,061 0 147,475 149,811 147,475 150,872 11,855 8,458
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,482)
-254 556 -968 1,723 2,095 501 1,683 2,981 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 92.6 94.0 92.6 94.7 7.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 29 29 29 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,516
COMMITMENTS
0 0 0 42,402 43,336 42,402 43,336 1,114 180
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 682)
0 0 0 682 682 682 682 0 0
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 234,238
COMMITMENTS
363 1,931 657 225,149 227,009 226,169 229,597 8,069 4,641
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,802)
363 -365 29 3,133 3,567 3,525 3,231 277 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.3 96.1 96.9 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 33 31 35 32
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 153,700
COMMITMENTS
217 195 1,088 149,606 150,221 150,911 151,504 2,789 2,196
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,085)
0 85 -85 4,288 4,700 4,203 4,700 -1,118 -1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.7 97.3 97.7 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 26 28 28 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 131,306
COMMITMENTS
0 0 0 125,947 127,102 125,947 127,102 5,359 4,204
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 182)
0 0 0 382 276 382 276 -200 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 96.8 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 20 27 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,497
COMMITMENTS
518 0 200 56,818 58,531 57,536 58,731 4,961 3,766
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,338)
170 0 -58 1,071 1,307 1,183 1,249 155 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.3 90.9 93.7 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 14 15 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 48,381
COMMITMENTS
961 0 0 44,204 48,049 45,165 48,049 3,216 332
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 496)
0 0 0 252 434 252 434 244 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 91.4 99.3 93.4 99.3 6.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 11 16 14 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 211,266
COMMITMENTS
0 0 0 191,606 209,871 191,606 209,871 19,660 1,395
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 5,109)
-2,310 0 -29 5,112 5,140 2,773 5,111 2,336 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 99.3 90.7 99.3 9.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 18 27 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 112,475
COMMITMENTS
7,920 8,774 1,032 96,157 100,672 105,109 110,478 7,366 1,997
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 5,556)
642 0 0 5,497 5,618 6,139 5,618 -583 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.8 0.9 85.5 89.5 93.5 98.2 6.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 17 20 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 188,740
COMMITMENTS
0 0 0 186,414 187,468 186,414 187,468 2,326 1,272
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 5,437)
0 0 0 5,223 5,437 5,223 5,437 214 0
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 52,879
COMMITMENTS
8,259 1,386 7,952 35,672 43,112 51,883 52,450 997 429
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,069)
307 66 222 538 818 1,066 1,106 3 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 2.6 15.0 67.5 81.5 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 9 15 30 32 46 49
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,652
COMMITMENTS
7,161 1,275 396 36,028 41,980 43,585 43,651 67 1
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 267)
22 -125 50 218 367 290 292 -23 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.9 0.9 82.5 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 2 20 25 26 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,460
COMMITMENTS
4,700 150 125 18,506 23,145 23,331 23,420 129 40
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 595)
450 0 -25 170 620 595 595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.6 0.5 78.9 98.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 1 15 16 22 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 154,837
COMMITMENTS
4,312 4,606 5,000 145,284 144,829 154,596 154,435 241 402
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,334)
367 -489 650 329 1,003 1,346 1,164 -12 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 3.2 93.8 93.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 5 5 36 35 46 42
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 41,577
COMMITMENTS
300 5,384 903 40,302 35,260 41,505 41,547 72 30
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -804)
0 -28 -136 -668 -639 -804 -804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.9 2.2 96.9 84.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 5 15 18 22 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| 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 11/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,286
COMMITMENTS
1,990 700 300 43,886 45,191 46,176 46,191 110 95
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 175)
-225 0 0 400 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.5 0.6 94.8 97.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 28 28 32 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,392
COMMITMENTS
13,025 1,230 580 57,355 69,582 70,960 71,392 432 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -523)
180 0 0 -767 -522 -587 -522 64 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 1.7 0.8 80.3 97.5 99.4 100.0 0.6 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,724
COMMITMENTS
5,147 120 1,340 71,955 76,733 78,442 78,193 282 531
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 275)
60 0 0 215 275 275 275 0 0
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,784
COMMITMENTS
7,021 120 800 103,629 110,298 111,450 111,218 334 566
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,175)
360 0 0 815 1,175 1,175 1,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.1 0.7 92.7 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,625
COMMITMENTS
395 30 100 40,010 40,365 40,505 40,495 120 130
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,365)
-135 -30 0 -1,230 -1,330 -1,365 -1,360 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.1 0.2 98.5 99.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 18 28 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,379
COMMITMENTS
640 0 50 25,649 26,329 26,339 26,379 40 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -928)
-55 0 -10 -843 -918 -908 -928 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.2 97.2 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 54,769
COMMITMENTS
6,292 2,457 2,980 45,208 49,313 54,479 54,750 290 19
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,882)
-106 -92 -98 -1,647 -1,688 -1,850 -1,878 -32 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.5 5.4 82.5 90.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 3 8 30 28 44 37
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,664
COMMITMENTS
950 900 1,150 8,248 8,290 10,348 10,340 316 324
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -565)
-150 0 100 -501 -725 -551 -625 -14 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.4 10.8 77.3 77.7 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,888
COMMITMENTS
600 0 120 52,123 52,578 52,843 52,698 45 190
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,730)
-90 -25 -20 -1,610 -1,680 -1,720 -1,725 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 98.6 99.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 1 22 20 26 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,773
COMMITMENTS
2,095 150 335 39,853 42,283 42,283 42,768 490 5
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,096)
-305 70 50 -821 -1,221 -1,076 -1,101 -20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.4 0.8 93.2 98.9 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 21 25 25 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,660
COMMITMENTS
4,323 400 175 62,469 66,407 66,967 66,982 693 678
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,550)
300 -100 -50 1,300 1,700 1,550 1,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.6 0.3 92.3 98.1 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 19 28 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,442
COMMITMENTS
5,086 1,900 225 67,338 70,977 72,649 73,102 793 340
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,645)
260 -100 0 1,385 1,745 1,645 1,645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.6 0.3 91.7 96.6 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 18 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 90,541
COMMITMENTS
45 2,366 116 90,261 88,049 90,422 90,531 119 10
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,251)
-90 664 -124 1,450 711 1,236 1,251 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.1 99.7 97.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 26 26 28 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 118,902
COMMITMENTS
1,309 3,456 1,514 115,684 113,892 118,507 118,862 395 40
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 396)
76 -786 216 64 970 357 401 39 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.9 1.3 97.3 95.8 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 48,710
COMMITMENTS
175 425 125 48,410 48,160 48,710 48,710 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 150)
-75 75 0 225 75 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.3 99.4 98.9 100.0 100.0 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 50,758
COMMITMENTS
1,050 1,185 890 47,893 48,588 49,833 50,663 925 95
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 326)
0 0 0 326 326 326 326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.3 1.8 94.4 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 57,718
COMMITMENTS
21,705 1,666 450 34,903 55,575 57,058 57,691 660 27
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,457)
0 -10 10 1,349 1,506 1,359 1,506 98 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 2.9 0.8 60.5 96.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 3 23 24 29 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,573
COMMITMENTS
180 0 300 34,872 35,185 35,352 35,485 221 88
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 405)
0 0 0 405 585 405 585 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 98.0 98.9 99.4 99.8 0.6 0.2
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,284
COMMITMENTS
0 410 0 32,014 31,819 32,014 32,229 270 55
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 765)
0 0 0 645 945 645 945 120 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.2 98.6 99.2 99.8 0.8 0.2
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,106
COMMITMENTS
142 910 350 33,424 32,707 33,916 33,967 190 139
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 180)
0 -25 50 120 155 170 180 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.7 1.0 98.0 95.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 23 20 26 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,786
COMMITMENTS
305 0 465 22,669 23,125 23,439 23,590 347 196
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 55)
-20 0 25 50 40 55 65 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 2.0 95.3 97.2 98.5 99.2 1.5 0.8
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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,138
COMMITMENTS
540 1,265 916 43,636 42,872 45,092 45,052 46 86
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 610)
35 47 19 551 544 605 610 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.8 2.0 96.7 95.0 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,352
COMMITMENTS
1,350 285 90 37,732 38,967 39,172 39,342 180 10
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 265)
0 5 0 265 260 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,351
COMMITMENTS
2,420 0 0 18,721 21,345 21,141 21,345 210 6
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -57)
-182 0 0 125 -57 -57 -57 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.0 87.7 100.0 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,655
COMMITMENTS
3,901 550 530 15,209 18,575 19,640 19,655 15 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 355)
20 -50 180 155 225 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 2.8 2.7 77.4 94.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 1 14 9 19 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,015
COMMITMENTS
3,254 1,275 580 16,111 18,160 19,945 20,015 70 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 355)
-30 -100 230 155 225 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.4 2.9 80.5 90.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 14 11 18 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 382,133
COMMITMENTS
168 23,947 39,409 342,515 318,777 382,092 382,133 41 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 25,008)
-314 1,084 3,465 21,857 20,459 25,008 25,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 10.3 89.6 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 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 11/13/18 |
--------------------------------------------------------------| 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 11/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 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 11/13/18 |
--------------------------------------------------------------| 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 11/06/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 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 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,244
COMMITMENTS
3,230 3,880 900 21,829 21,455 25,959 26,235 285 9
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -7)
-430 -100 -100 520 200 -10 0 3 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 14.8 3.4 83.2 81.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 3 13 15 17 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,624
COMMITMENTS
2,585 3,905 955 19,825 18,760 23,365 23,620 259 4
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -6)
-430 -100 -100 520 200 -10 0 4 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 16.5 4.0 83.9 79.4 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 3 13 13 17 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,989
COMMITMENTS
325 520 2,520 48,668 48,941 51,513 51,981 476 8
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 200)
-800 -775 150 850 831 200 206 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 4.8 93.6 94.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 20 16 24 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,516
COMMITMENTS
600 875 2,655 48,023 47,986 51,278 51,516 238 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 525)
275 600 -800 1,050 725 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.7 5.2 93.2 93.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 22 18 26 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,341
COMMITMENTS
9,614 9,932 3,271 99,180 99,058 112,065 112,261 276 80
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,175)
1,045 150 250 1,890 2,775 3,185 3,175 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.8 2.9 88.3 88.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 4 7 35 31 47 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,259
COMMITMENTS
11,434 14,318 2,622 112,866 110,239 126,922 127,179 337 80
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,317)
995 -110 360 962 2,067 2,317 2,317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.3 2.1 88.7 86.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 7 7 40 34 50 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 300,217
COMMITMENTS
22,317 27,315 33,136 244,065 239,633 299,518 300,083 699 134
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 4,147)
-151 72 1,484 2,755 2,572 4,088 4,128 59 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 9.1 11.0 81.3 79.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 12 23 43 42 77 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,587
COMMITMENTS
6,414 280 495 24,545 30,812 31,454 31,587 133 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -115)
-345 50 165 65 -330 -115 -115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.9 1.6 77.7 97.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 2 21 10 25 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,427
COMMITMENTS
5,930 1,560 590 23,752 28,277 30,272 30,427 155 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -170)
-225 50 175 -120 -395 -170 -170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 5.1 1.9 78.1 92.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 3 20 9 25 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,452
COMMITMENTS
68 54 179 2,521 2,475 2,768 2,708 684 744
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 160)
-40 0 86 82 50 128 136 32 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.6 5.2 73.0 71.7 80.2 78.4 19.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 18 17 20 19
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,505
COMMITMENTS
3,630 2,313 853 31,802 33,160 36,285 36,326 220 179
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 938)
90 -17 0 998 970 1,088 953 -150 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.3 2.3 87.1 90.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 4 33 33 40 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,485
COMMITMENTS
1,238 0 81 13,948 14,846 15,267 14,927 218 558
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,338)
230 0 28 1,153 1,338 1,411 1,366 -73 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.5 90.1 95.9 98.6 96.4 1.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 19 25 23 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,305
COMMITMENTS
324 154 225 9,000 9,685 9,549 10,064 756 241
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 160)
35 -35 -25 150 230 160 170 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.5 2.2 87.3 94.0 92.7 97.7 7.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 27 32 32 37
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,290
COMMITMENTS
291 937 324 18,627 17,833 19,242 19,094 48 196
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 1,710)
-109 -36 87 1,737 2,049 1,715 2,100 -5 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.9 1.7 96.6 92.4 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 2 24 27 28 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 64,989
COMMITMENTS
2,795 4,553 3,657 57,936 56,182 64,388 64,392 601 597
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,390)
14 243 521 2,133 2,033 2,668 2,797 -278 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.0 5.6 89.1 86.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 15 22 53 56 79 87
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 33,653
COMMITMENTS
3,585 0 0 30,068 33,642 33,653 33,642 0 11
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -1,452)
0 0 0 -412 303 -412 303 -1,040 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 89.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 28 23 30 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,955
COMMITMENTS
2,070 135 870 8,015 9,950 10,955 10,955 0 0
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,700)
930 45 -55 1,840 2,715 2,715 2,705 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 1.2 7.9 73.2 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 16 25 19 28
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 213,654
COMMITMENTS
0 0 0 199,046 199,583 199,046 199,583 14,608 14,071
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 4,457)
0 0 0 2,857 4,883 2,857 4,883 1,600 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 93.4 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,574
COMMITMENTS
4,065 664 2,176 8,194 12,993 14,435 15,833 3,139 1,741
CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 648)
0 25 173 0 450 173 648 475 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 3.8 12.4 46.6 73.9 82.1 90.1 17.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 6 10 13 17 19
Updated November 16, 2018