CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 77,002
COMMITMENTS
15,114 12,394 10,335 51,508 54,265 76,957 76,994 45 8
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,739)
834 -707 3,978 -86 1,468 4,726 4,739 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 16.1 13.4 66.9 70.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 6 7 18 12 39 22
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,720
COMMITMENTS
5,118 24,149 800 36,802 17,771 42,720 42,720 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -225)
-225 -25 0 0 -200 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 56.5 1.9 86.1 41.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 1 10 7 15 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,816
COMMITMENTS
7,611 35,291 25 38,180 10,500 45,816 45,816 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 0)
0 -250 0 0 250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 77.0 0.1 83.3 22.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 10 1 12 7 15 17
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,148
COMMITMENTS
3,970 17,738 200 26,978 13,210 31,148 31,148 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 19)
0 400 0 19 -381 19 19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 56.9 0.6 86.6 42.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 2 7 10 14 16
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,445
COMMITMENTS
6,820 7,297 0 24,625 24,148 31,445 31,445 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 500)
-100 350 0 600 150 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 23.2 0.0 78.3 76.8 100.0 100.0 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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,945
COMMITMENTS
4,547 3,388 500 26,898 28,057 31,945 31,945 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 710)
-675 -50 0 1,385 760 710 710 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.6 1.6 84.2 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 1 13 7 20 9
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 26,760
COMMITMENTS
9,485 5,674 1,249 16,025 19,837 26,760 26,760 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 3,782)
2,434 2,495 312 1,037 976 3,782 3,782 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 21.2 4.7 59.9 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 4 12 13 21 23
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,140
COMMITMENTS
14,159 5,063 0 16,981 26,077 31,140 31,140 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -692)
-150 -200 0 -542 -492 -692 -692 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 16.3 0.0 54.5 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 9 4 15 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,620
COMMITMENTS
8,930 18,850 0 21,690 11,770 30,620 30,620 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 50)
0 -250 0 50 300 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 61.6 0.0 70.8 38.4 100.0 100.0 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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,088
COMMITMENTS
3,843 3,092 302 38,943 39,695 43,088 43,088 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -521)
510 50 -390 -641 -181 -521 -521 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.2 0.7 90.4 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 4 1 16 16 21 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,532
COMMITMENTS
4,880 110 2,530 19,984 24,781 27,394 27,421 138 111
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -5,118)
-124 -90 -1,222 -3,836 -3,817 -5,182 -5,129 64 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.4 9.2 72.6 90.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 4 20 22 27 26
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,712
COMMITMENTS
292 6,198 1,126 21,549 16,204 22,967 23,528 745 184
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,153)
0 -3,066 428 -1,819 1,480 -1,391 -1,158 238 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 26.1 4.7 90.9 68.3 96.9 99.2 3.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 23 15 28 18
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,140,717
COMMITMENTS
281,552 83,048 520,850 4300590 4527495 5102992 5131393 37,725 9,324
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -249,935)
-66,097 28,249 -18,237 -164,102 -256,027 -248,436 -246,015 -1,499 -3,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.6 10.1 83.7 88.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
39 30 55 141 111 206 172
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,196,379
COMMITMENTS
69,324 117,507 544,141 580,875 531,851 1194340 1193499 2,039 2,881
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -2,902)
-10,587 -19,610 25,703 7,786 2,108 22,901 8,200 -25,802 -11,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.8 45.5 48.6 44.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 15 21 53 54 78 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,658
COMMITMENTS
217 5,006 0 257,173 257,966 257,390 262,972 11,268 5,686
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 326)
-199 0 0 -217 722 -416 722 742 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 0.0 95.7 96.0 95.8 97.9 4.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 29 26 30 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,532
COMMITMENTS
10,793 0 18 125,607 130,816 136,418 130,834 5,114 10,698
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,992)
161 0 -31 3,910 3,462 4,040 3,431 952 1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 88.7 92.4 96.4 92.4 3.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 1 29 27 34 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,704
COMMITMENTS
3,336 0 560 291,177 296,912 295,073 297,472 17,631 15,232
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,148)
195 0 -1,079 -3,684 -6,317 -4,568 -7,396 6,716 9,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 93.1 94.9 94.4 95.1 5.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 0 3 28 31 34 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 791,197
COMMITMENTS
5,660 6,879 10,360 766,002 770,669 782,022 787,908 9,175 3,289
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -28,259)
114 237 -45 -26,522 -27,655 -26,453 -27,463 -1,806 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 1.3 96.8 97.4 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 39 21 44 25
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 427,324
COMMITMENTS
425 850 186 410,378 415,986 410,989 417,022 16,335 10,302
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,679)
425 -949 186 -91 393 520 -370 2,159 3,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 96.0 97.3 96.2 97.6 3.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 1 1 43 42 45 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 555,967
COMMITMENTS
4,428 1,448 186 536,092 546,149 540,706 547,783 15,261 8,184
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 8,114)
-2,969 611 -332 6,786 3,802 3,485 4,081 4,629 4,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.0 96.4 98.2 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 3 39 42 43 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,786
COMMITMENTS
95 302 245 305,099 305,323 305,439 305,870 8,347 7,916
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 9,457)
95 -744 244 7,280 6,654 7,619 6,154 1,838 3,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 97.2 97.3 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 2 38 33 40 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,233
COMMITMENTS
0 852 799 104,174 106,861 104,973 108,512 8,260 4,721
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 3,422)
-147 852 55 1,390 1,643 1,298 2,550 2,124 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.7 92.0 94.4 92.7 95.8 7.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 25 23 26 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,804
COMMITMENTS
188 700 60 43,300 44,709 43,548 45,469 3,256 1,335
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 310)
188 0 60 -1,072 279 -824 339 1,134 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.1 92.5 95.5 93.0 97.1 7.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 21 17 22 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,453
COMMITMENTS
0 353 61 245,374 245,051 245,435 245,465 8,018 7,988
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,274)
-150 353 -778 2,206 216 1,278 -209 996 2,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 96.8 96.7 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 21 25 22 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 158,278
COMMITMENTS
40 1,712 563 150,827 150,576 151,430 152,851 6,848 5,427
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -665)
40 0 563 -588 -1,126 15 -563 -680 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.4 95.3 95.1 95.7 96.6 4.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 28 21 29 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 234,736
COMMITMENTS
0 1,712 0 229,737 231,160 229,737 232,872 4,999 1,864
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -4,376)
0 0 0 -6,546 -4,686 -6,546 -4,686 2,170 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 97.9 98.5 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 18 19 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,541
COMMITMENTS
2,473 589 0 21,614 23,682 24,087 24,271 1,454 1,270
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -217)
0 0 0 -575 -217 -575 -217 358 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.3 0.0 84.6 92.7 94.3 95.0 5.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 22 24 24 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 566,014
COMMITMENTS
14,754 5,700 1,311 536,534 548,990 552,599 556,001 13,415 10,013
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,023)
1,884 -2,338 216 -38 1,542 2,062 -580 1,961 4,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 0.2 94.8 97.0 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 1 2 57 48 64 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,244
COMMITMENTS
0 1,953 180 204,538 198,518 204,718 200,651 6,526 10,593
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -4,434)
0 -608 -732 -4,153 -6,388 -4,885 -7,728 451 3,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 96.8 94.0 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 28 27 29 30
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,701
COMMITMENTS
0 209 248 32,056 31,313 32,304 31,770 1,397 1,931
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,012)
0 -248 248 1,069 -402 1,317 -402 -305 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.7 95.1 92.9 95.9 94.3 4.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 13 13 14 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,651
COMMITMENTS
0 464 136 71,630 70,279 71,766 70,879 4,885 5,772
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,965)
0 34 0 995 2,257 995 2,291 1,970 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 93.4 91.7 93.6 92.5 6.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 22 20 23 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,733
COMMITMENTS
5,673 2,952 0 191,919 201,688 197,592 204,640 15,141 8,093
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 5,192)
-6,547 248 0 629 213 -5,918 461 11,110 4,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 0.0 90.2 94.8 92.9 96.2 7.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 3 0 33 36 38 39
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,190
COMMITMENTS
18,517 25,587 0 194,894 189,540 213,411 215,127 6,779 5,063
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 5,624)
2,347 713 -3,188 3,287 4,673 2,446 2,198 3,178 3,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.6 0.0 88.5 86.1 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 8 0 47 41 54 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,548
COMMITMENTS
2,215 0 0 203,331 205,792 205,546 205,792 2,002 1,756
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,680)
434 -248 0 2,246 2,658 2,680 2,410 0 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.0 99.2 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 0 26 24 29 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 29,975
COMMITMENTS
0 0 0 28,765 29,329 28,765 29,329 1,210 646
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -31)
0 0 0 33 -93 33 -93 -64 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 97.8 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 14 14 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,195
COMMITMENTS
0 341 0 278,466 271,743 278,466 272,084 5,729 12,111
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,379)
-928 341 -642 1,462 1,012 -108 711 2,487 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.0 95.6 98.0 95.7 2.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 1 0 36 39 36 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,914
COMMITMENTS
0 0 0 105,160 105,998 105,160 105,998 1,754 916
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 10,228)
0 0 0 9,354 10,104 9,354 10,104 874 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 99.1 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 20 14 20
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,014
COMMITMENTS
293 0 600 105,965 109,933 106,858 110,533 14,156 10,481
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,755)
0 0 0 1,275 4,263 1,275 4,263 480 -2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 87.6 90.8 88.3 91.3 11.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 20 20 21 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,806
COMMITMENTS
530 0 222 205,911 204,465 206,663 204,687 5,143 7,119
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -616)
-382 0 0 225 -3,499 -157 -3,499 -459 2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 97.2 96.5 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 22 28 23 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,531
COMMITMENTS
0 0 0 200,436 204,909 200,436 204,909 10,095 5,622
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,768)
0 0 0 6,978 3,320 6,978 3,320 -4,210 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 97.3 95.2 97.3 4.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 19 23 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,272
COMMITMENTS
217 0 0 76,943 81,607 77,160 81,607 6,112 1,665
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -194)
-31 0 0 2,221 -105 2,190 -105 -2,384 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 92.4 98.0 92.7 98.0 7.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 22 23 22
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,478
COMMITMENTS
1,646 0 0 42,388 43,008 44,034 43,008 444 1,470
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 -1,160 310 -1,160 0 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 95.3 96.7 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 11 16 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,113
COMMITMENTS
4,567 0 0 172,624 174,287 177,191 174,287 4,922 7,826
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -368)
-673 0 0 -725 -1,806 -1,398 -1,806 1,030 1,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 94.8 95.7 97.3 95.7 2.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 17 21 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,128
COMMITMENTS
248 439 0 152,561 156,585 152,809 157,024 11,319 7,104
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,554)
0 375 -286 2,304 1,727 2,018 1,816 536 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 93.0 95.4 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 34 31 35 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,022
COMMITMENTS
0 0 0 48,415 50,370 48,415 50,370 3,607 1,652
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 5,995)
0 0 0 3,382 4,585 3,382 4,585 2,613 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 96.8 93.1 96.8 6.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 17 22 17 22
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,863
COMMITMENTS
0 926 796 230,669 237,204 231,465 238,926 12,398 4,937
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,121)
0 -1,378 58 1,362 3,353 1,420 2,033 2,701 2,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.3 94.6 97.3 94.9 98.0 5.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 1 36 35 37 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 154,993
COMMITMENTS
0 2,940 734 151,675 149,407 152,409 153,081 2,584 1,912
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 372)
0 1,473 -351 161 -1,442 -190 -320 562 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.5 97.9 96.4 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 28 30 30 32
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 28,819
COMMITMENTS
403 0 0 26,960 25,869 27,363 25,869 1,456 2,950
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 124)
0 0 0 103 -93 103 -93 21 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.5 89.8 94.9 89.8 5.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 11 16 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 133,248
COMMITMENTS
0 0 0 127,167 127,047 127,167 127,047 6,081 6,201
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 252)
0 0 0 -709 -1,891 -709 -1,891 961 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 95.3 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 28 19 28 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 65,321
COMMITMENTS
1,241 0 58 57,363 61,138 58,662 61,196 6,659 4,125
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,656)
837 0 -200 -803 1,808 -166 1,608 1,822 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 87.8 93.6 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 14 16 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 52,312
COMMITMENTS
1,488 0 0 47,852 47,338 49,340 47,338 2,972 4,974
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -149)
0 0 0 -149 -3,749 -149 -3,749 0 3,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 91.5 90.5 94.3 90.5 5.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 14 15 17 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 229,248
COMMITMENTS
0 0 0 205,434 224,647 205,434 224,647 23,814 4,601
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 14,250)
0 0 0 10,855 11,471 10,855 11,471 3,395 2,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 98.0 89.6 98.0 10.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 19 26 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 116,114
COMMITMENTS
6,738 8,774 1,033 100,799 103,256 108,570 113,063 7,544 3,051
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -162)
-1,815 0 1 1,598 -1,186 -216 -1,185 54 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.6 0.9 86.8 88.9 93.5 97.4 6.5 2.6
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 197,238
COMMITMENTS
0 128 124 191,626 192,159 191,750 192,411 5,488 4,827
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 5,367)
0 128 124 4,065 3,143 4,189 3,395 1,178 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 97.2 97.4 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 18 17 19 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 49,586
COMMITMENTS
8,559 1,257 6,964 32,110 40,194 47,632 48,415 1,954 1,171
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -4,485)
225 -83 -1,685 -3,998 -3,457 -5,459 -5,225 974 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.5 14.0 64.8 81.1 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 7 14 29 31 44 47
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,843
COMMITMENTS
6,877 930 583 36,317 42,329 43,777 43,842 66 1
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,818)
-193 -200 30 -1,651 -1,648 -1,814 -1,818 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.1 1.3 82.8 96.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 4 3 22 22 29 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,043
COMMITMENTS
4,975 165 50 17,884 22,808 22,909 23,023 134 20
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,620)
-600 -50 -75 -950 -1,475 -1,625 -1,600 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.7 0.2 77.6 99.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 1 14 17 19 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 152,287
COMMITMENTS
4,985 4,030 4,510 138,383 139,265 147,878 147,805 4,409 4,482
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -168)
433 -647 -773 -3,975 -2,923 -4,315 -4,343 4,147 4,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.6 3.0 90.9 91.4 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 3 5 37 35 46 40
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,460
COMMITMENTS
592 5,452 1,021 44,782 39,971 46,395 46,445 65 15
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,520)
0 552 -51 1,571 1,049 1,520 1,550 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.7 2.2 96.4 86.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 3 6 15 20 25 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,467
COMMITMENTS
150 175 50 27,225 27,242 27,425 27,467 42 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 127)
0 25 0 127 102 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.2 99.1 99.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 10 13 12 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 47,191
COMMITMENTS
2,000 700 170 44,811 45,971 46,981 46,841 210 350
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 565)
-35 0 -110 670 425 525 315 40 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.5 0.4 95.0 97.4 99.6 99.3 0.4 0.7
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 73,297
COMMITMENTS
16,048 1,330 760 55,935 70,875 72,743 72,965 554 332
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,429)
2,990 0 185 -1,866 919 1,309 1,104 120 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 1.8 1.0 76.3 96.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 4 32 30 38 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,429
COMMITMENTS
5,782 120 1,205 75,785 81,318 82,772 82,643 657 786
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,340)
635 0 -135 3,465 4,235 3,965 4,100 375 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.1 1.4 90.8 97.5 99.2 99.1 0.8 0.9
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,959
COMMITMENTS
7,461 120 700 106,689 114,473 114,850 115,293 1,109 666
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,095)
590 0 -100 2,830 4,095 3,320 3,995 775 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.1 0.6 92.0 98.7 99.0 99.4 1.0 0.6
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,945
COMMITMENTS
195 80 150 40,480 40,585 40,825 40,815 120 130
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 125)
-150 0 0 275 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.4 98.9 99.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 19 27 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,340
COMMITMENTS
599 0 170 26,521 27,152 27,290 27,322 50 18
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -120)
63 0 0 -193 -100 -130 -100 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.6 97.0 99.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 21 23 23 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,100
COMMITMENTS
1,000 200 0 7,100 7,900 8,100 8,100 0 0
CHANGES FROM 11/27/18 (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 2.5 0.0 87.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 14 9 17 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 59,399
COMMITMENTS
4,140 3,693 3,235 51,622 52,452 58,997 59,380 402 19
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,326)
-626 1,099 151 2,707 1,078 2,233 2,328 93 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.2 5.4 86.9 88.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 6 9 31 30 43 42
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,592
COMMITMENTS
950 1,850 1,150 8,179 7,268 10,279 10,268 313 324
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 275)
0 950 0 275 -675 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 17.5 10.9 77.2 68.6 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 14 16 18 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,948
COMMITMENTS
485 100 120 53,318 53,538 53,923 53,758 25 190
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 845)
-170 0 0 1,015 845 845 845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.2 98.8 99.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 23 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,874
COMMITMENTS
2,146 625 295 40,713 42,949 43,154 43,869 720 5
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 155)
20 310 -20 -25 -135 -25 155 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.4 0.7 92.8 97.9 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,975
COMMITMENTS
4,615 300 100 65,099 70,862 69,814 71,262 2,161 713
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,160)
-138 0 0 830 2,125 692 2,125 1,468 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.4 0.1 90.4 98.5 97.0 99.0 3.0 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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,062
COMMITMENTS
5,481 1,800 175 69,048 74,612 74,704 76,587 2,358 475
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,685)
105 0 0 1,015 2,550 1,120 2,550 1,565 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.3 0.2 89.6 96.8 96.9 99.4 3.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 26 18 29 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 94,013
COMMITMENTS
45 2,289 93 93,726 91,611 93,864 93,993 149 20
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,162)
0 -1,023 88 2,054 3,108 2,142 2,173 20 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 99.7 97.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 25 28 27 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 123,369
COMMITMENTS
1,368 3,649 982 120,600 118,683 122,950 123,314 419 55
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,506)
78 -531 44 2,349 2,985 2,471 2,498 35 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.0 0.8 97.8 96.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 6 6 24 32 34 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 52,370
COMMITMENTS
0 725 200 52,170 51,445 52,370 52,370 0 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 450)
0 25 -25 475 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.4 99.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 6 2 16 18 18 24
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 48,967
COMMITMENTS
850 1,390 770 46,344 46,170 47,964 48,330 1,003 637
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -719)
-200 20 -20 -582 -1,234 -802 -1,234 83 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.8 1.6 94.6 94.3 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 21 20 25 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 57,799
COMMITMENTS
23,010 1,873 250 33,700 55,066 56,960 57,189 839 610
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -830)
110 167 -70 -1,039 -1,492 -999 -1,395 169 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 3.2 0.4 58.3 95.3 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 1 23 26 28 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,467
COMMITMENTS
195 0 285 36,351 36,617 36,831 36,902 636 565
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 956)
15 0 -15 546 494 546 479 410 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 97.0 97.7 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 17 19 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,309
COMMITMENTS
0 265 0 33,569 33,422 33,569 33,687 740 622
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 660)
0 -145 0 200 223 200 78 460 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 97.8 97.4 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 13 19 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,490
COMMITMENTS
122 910 450 33,902 33,687 34,474 35,047 1,016 443
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 753)
-20 100 0 -57 345 -77 445 830 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.6 1.3 95.5 94.9 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 23 22 26 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,712
COMMITMENTS
235 0 475 22,294 23,169 23,004 23,644 1,708 1,068
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,075)
-75 0 10 -220 193 -285 203 1,360 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.9 90.2 93.8 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,054
COMMITMENTS
597 1,534 1,212 44,939 44,061 46,748 46,807 306 247
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 967)
197 115 104 411 523 712 742 255 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.3 2.6 95.5 93.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 6 4 25 24 32 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,147
COMMITMENTS
1,155 675 65 38,462 38,870 39,682 39,610 465 537
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 485)
-115 410 -65 380 -387 200 -42 285 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.7 0.2 95.8 96.8 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 24 21 26 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,431
COMMITMENTS
1,906 0 75 15,257 17,353 17,238 17,428 193 3
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,759)
-314 0 0 -1,428 -1,756 -1,742 -1,756 -17 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.4 87.5 99.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 13 13 15 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,786
COMMITMENTS
3,676 550 480 15,560 18,256 19,716 19,286 70 500
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -600)
-575 0 -50 -30 -1,050 -655 -1,100 55 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 2.8 2.4 78.6 92.3 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 1 15 9 20 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,154
COMMITMENTS
3,004 1,275 530 16,375 17,574 19,909 19,379 245 775
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -600)
-600 0 -50 -125 -1,325 -775 -1,375 175 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 6.3 2.6 81.2 87.2 98.8 96.2 1.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 15 11 19 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 392,339
COMMITMENTS
156 26,287 42,777 349,198 323,275 392,130 392,339 209 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 7,630)
-631 862 -116 8,209 6,885 7,462 7,630 168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 10.9 89.0 82.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 4 17 16 22 21
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,860
COMMITMENTS
930 100 0 13,895 15,140 14,825 15,240 1,035 620
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -395 -640 -395 -640 375 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.6 0.0 87.6 95.5 93.5 96.1 6.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| 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 18,765 19,510 19,695 19,610 635 720
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -495 -720 -495 -720 495 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 0.0 92.3 96.0 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 14 14 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,252
COMMITMENTS
2,855 3,005 1,155 21,585 21,928 25,595 26,088 657 164
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 50)
-150 -50 -50 -122 -5 -322 -105 372 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.4 4.4 82.2 83.5 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 4 13 15 18 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,592
COMMITMENTS
2,410 3,030 1,210 19,646 19,198 23,266 23,438 326 154
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 50)
50 -50 -50 -17 0 -17 -100 67 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 12.8 5.1 83.3 81.4 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 4 13 13 18 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,179
COMMITMENTS
75 585 2,700 48,478 48,200 51,253 51,485 926 694
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 66)
-250 370 100 -229 -1,090 -379 -620 445 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 5.2 92.9 92.4 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 20 17 24 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,597
COMMITMENTS
565 1,045 2,585 47,898 47,207 51,048 50,837 549 760
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 31)
-460 150 250 -70 -1,129 -280 -729 311 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.0 5.0 92.8 91.5 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 21 18 26 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,890
COMMITMENTS
9,359 10,137 2,721 103,589 102,864 115,669 115,722 1,221 1,168
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,163)
350 -645 -435 1,303 2,155 1,218 1,075 945 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.7 2.3 88.6 88.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 5 8 35 31 44 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,519
COMMITMENTS
8,024 11,848 4,417 114,926 111,333 127,367 127,598 2,152 1,921
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,200)
-2,555 -3,470 1,890 50 939 -615 -641 1,815 1,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.1 3.4 88.7 86.0 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 8 8 38 36 47 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 308,579
COMMITMENTS
20,279 27,476 35,052 251,389 242,949 306,720 305,476 1,858 3,102
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 7,820)
525 -871 2,391 3,788 3,257 6,704 4,777 1,116 3,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.9 11.4 81.5 78.7 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 15 25 46 43 79 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,592
COMMITMENTS
6,014 255 650 23,765 29,172 30,429 30,077 1,163 1,515
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -100)
-150 0 0 -980 -1,615 -1,130 -1,615 1,030 1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.8 2.1 75.2 92.3 96.3 95.2 3.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 2 21 10 25 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,472
COMMITMENTS
5,605 1,535 765 23,357 26,667 29,727 28,967 745 1,505
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -100)
-75 0 0 -615 -1,605 -690 -1,605 590 1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 5.0 2.5 76.7 87.5 97.6 95.1 2.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 3 20 9 25 13
MISO AMIL.BGS6 DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064HZR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,905
COMMITMENTS
0 175 0 6,595 6,730 6,595 6,905 310 0
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 95.5 97.5 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 11 10 11 12
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,055
COMMITMENTS
44 161 152 2,200 2,100 2,396 2,413 659 642
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -608)
0 41 -41 -451 -451 -492 -451 -116 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.3 5.0 72.0 68.7 78.4 79.0 21.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 17 17 20 20
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,441
COMMITMENTS
3,435 2,392 571 29,981 31,233 33,987 34,196 454 245
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -2,765)
-520 -65 -150 -2,269 -2,616 -2,939 -2,831 174 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.9 1.7 87.0 90.7 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 4 31 32 38 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,623
COMMITMENTS
842 235 131 13,379 13,763 14,352 14,129 271 494
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -1,496)
-331 10 -10 -1,208 -1,432 -1,549 -1,432 53 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.6 0.9 91.5 94.1 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 20 24 24 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,192
COMMITMENTS
238 89 439 8,749 9,597 9,426 10,125 766 67
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -715)
-43 -40 116 -791 -623 -718 -547 3 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.9 4.3 85.8 94.2 92.5 99.3 7.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 4 27 37 31 41
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,674
COMMITMENTS
5 1,185 202 21,414 20,160 21,621 21,547 53 127
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 451)
-233 208 -57 849 420 559 571 -108 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.9 98.8 93.0 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 7 1 24 33 25 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 58,779
COMMITMENTS
2,810 3,805 2,937 52,667 51,535 58,414 58,277 365 502
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -8,412)
-418 -343 -851 -6,995 -7,218 -8,264 -8,412 -148 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.5 5.0 89.6 87.7 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 15 20 55 58 79 86
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 32,489
COMMITMENTS
3,620 0 0 28,674 32,198 32,294 32,198 195 291
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,566)
-150 0 0 2,716 2,386 2,566 2,386 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 88.3 99.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 26 20 27 20
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,065
COMMITMENTS
1,670 270 665 8,550 10,070 10,885 11,005 180 60
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 670)
-810 -75 520 960 225 670 670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 2.4 6.0 77.3 91.0 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 11 12 14 14
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 202,698
COMMITMENTS
0 0 0 187,906 189,454 187,906 189,454 14,792 13,244
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 269)
0 0 0 469 -426 469 -426 -200 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 93.5 92.7 93.5 7.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 16 13 16
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 14,056
COMMITMENTS
1,196 1,827 2,903 5,644 7,897 9,743 12,627 4,313 1,429
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -3,382)
-1,304 -143 -351 -2,059 -3,214 -3,714 -3,708 332 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 13.0 20.7 40.2 56.2 69.3 89.8 30.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 7 9 11 17 18
Updated December 10, 2018