CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 78,346
COMMITMENTS
14,092 12,564 10,838 53,375 54,936 78,306 78,338 40 8
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 1,344)
-1,022 170 504 1,867 670 1,349 1,344 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 16.0 13.8 68.1 70.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 7 9 20 13 42 25
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,621
COMMITMENTS
5,019 24,150 800 36,802 17,671 42,621 42,621 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -99)
-99 1 0 0 -100 -99 -99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 56.7 1.9 86.3 41.5 100.0 100.0 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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,841
COMMITMENTS
7,611 35,516 50 38,180 10,275 45,841 45,841 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 25)
0 225 25 0 -225 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 77.5 0.1 83.3 22.4 100.0 100.0 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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,457
COMMITMENTS
3,970 18,051 200 27,287 13,206 31,457 31,457 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 309)
0 313 0 309 -4 309 309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 57.4 0.6 86.7 42.0 100.0 100.0 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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,695
COMMITMENTS
6,820 7,547 0 24,875 24,148 31,695 31,695 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 250)
0 250 0 250 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 23.8 0.0 78.5 76.2 100.0 100.0 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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,970
COMMITMENTS
3,797 3,363 500 27,673 28,107 31,970 31,970 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 25)
-750 -25 0 775 50 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.5 1.6 86.6 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 1 13 7 19 9
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,037
COMMITMENTS
9,553 5,791 1,393 16,091 19,852 27,037 27,037 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 277)
67 117 144 65 15 277 277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 21.4 5.2 59.5 73.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 8 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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,207
COMMITMENTS
13,909 5,063 0 17,298 26,144 31,207 31,207 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 67)
-250 0 0 317 67 67 67 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 16.2 0.0 55.4 83.8 100.0 100.0 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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,770
COMMITMENTS
8,280 18,850 0 22,490 11,920 30,770 30,770 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 150)
-650 0 0 800 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 61.3 0.0 73.1 38.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 0 7 6 11 12
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 42,341
COMMITMENTS
3,993 3,117 302 38,046 38,922 42,341 42,341 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -747)
150 25 0 -897 -772 -747 -747 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 7.4 0.7 89.9 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 4 1 17 15 22 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,170
COMMITMENTS
5,087 110 2,642 18,288 23,312 26,017 26,064 153 106
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,362)
207 0 112 -1,696 -1,469 -1,377 -1,357 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.4 10.1 69.9 89.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 4 22 22 29 26
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,147
COMMITMENTS
825 6,751 1,301 23,327 17,934 25,453 25,986 694 161
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 2,435)
533 553 175 1,778 1,730 2,486 2,458 -51 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 25.8 5.0 89.2 68.6 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 4 23 16 29 21
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,149,310
COMMITMENTS
225,942 95,174 526,386 4359956 4519194 5112284 5140754 37,026 8,556
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 8,593)
-55,610 12,126 5,536 59,366 -8,301 9,292 9,361 -699 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.8 10.2 84.7 87.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
36 29 53 142 113 200 174
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,235,836
COMMITMENTS
68,264 113,660 567,633 597,894 551,635 1233791 1232928 2,045 2,908
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 39,457)
-1,060 -3,847 23,492 17,019 19,784 39,450 39,429 6 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.2 45.9 48.4 44.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 13 22 53 53 80 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,080
COMMITMENTS
0 5,006 0 246,420 246,734 246,420 251,740 10,660 5,340
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -11,578)
-217 0 0 -10,753 -11,232 -10,970 -11,232 -608 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 95.9 96.0 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 28 25 28 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,608
COMMITMENTS
8,087 0 49 116,610 121,566 124,746 121,615 5,862 8,993
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -10,924)
-2,706 0 31 -8,997 -9,250 -11,672 -9,219 748 -1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 89.3 93.1 95.5 93.1 4.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 1 29 24 33 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,907
COMMITMENTS
840 0 0 277,576 288,928 278,416 288,928 16,491 5,979
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -17,797)
-2,496 0 -560 -13,601 -7,984 -16,657 -8,544 -1,140 -9,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 94.1 98.0 94.4 98.0 5.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 27 27 28 27
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,881
COMMITMENTS
5,228 6,938 10,222 770,221 774,923 785,671 792,083 9,210 2,798
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 3,684)
-432 59 -138 4,219 4,254 3,649 4,175 35 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 1.3 96.9 97.5 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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,712
COMMITMENTS
0 357 0 386,540 397,575 386,540 397,932 15,172 3,780
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -25,612)
-425 -493 -186 -23,838 -18,411 -24,449 -19,090 -1,163 -6,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 96.2 99.0 96.2 99.1 3.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
0 1 0 43 43 43 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 529,485
COMMITMENTS
2,256 832 458 513,510 522,796 516,224 524,086 13,261 5,399
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -26,482)
-2,172 -616 272 -22,582 -23,353 -24,482 -23,697 -2,000 -2,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.1 97.0 98.7 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 2 34 38 37 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,909
COMMITMENTS
90 0 244 292,703 295,209 293,037 295,453 8,872 6,456
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -11,877)
-5 -302 -1 -12,396 -10,114 -12,402 -10,417 525 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.1 97.0 97.8 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 1 34 30 35 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,580
COMMITMENTS
0 234 961 100,716 102,064 101,677 103,259 5,903 4,321
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,653)
0 -618 162 -3,458 -4,797 -3,296 -5,253 -2,357 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.9 93.6 94.9 94.5 96.0 5.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 21 22 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,417
COMMITMENTS
248 310 0 33,551 35,282 33,799 35,592 2,618 825
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -10,387)
60 -390 -60 -9,749 -9,427 -9,749 -9,877 -638 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.0 92.1 96.9 92.8 97.7 7.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 14 19 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,171
COMMITMENTS
0 373 80 236,282 236,921 236,362 237,374 6,809 5,797
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -10,282)
0 20 19 -9,092 -8,130 -9,073 -8,091 -1,209 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.2 97.4 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 21 27 22 28
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,949
COMMITMENTS
0 1,712 0 142,582 145,926 142,582 147,638 10,367 5,311
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,329)
-40 0 -563 -8,245 -4,650 -8,848 -5,213 3,519 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 93.2 95.4 93.2 96.5 6.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 25 19 25 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,617
COMMITMENTS
0 1,712 0 225,104 223,067 225,104 224,779 2,513 2,838
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -7,119)
0 0 0 -4,633 -8,093 -4,633 -8,093 -2,486 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.9 98.0 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 16 17 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,135
COMMITMENTS
403 961 0 15,814 15,802 16,217 16,763 918 372
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -8,406)
-2,070 372 0 -5,800 -7,880 -7,870 -7,508 -536 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.6 0.0 92.3 92.2 94.6 97.8 5.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 14 14 15 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 544,496
COMMITMENTS
12,777 5,830 1,032 518,876 532,909 532,685 539,771 11,811 4,725
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -21,518)
-1,977 130 -279 -17,658 -16,081 -19,914 -16,230 -1,604 -5,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.1 0.2 95.3 97.9 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 1 2 56 44 61 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,775
COMMITMENTS
0 2,058 322 197,630 193,669 197,952 196,049 5,823 7,726
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -7,469)
0 105 142 -6,908 -4,849 -6,766 -4,602 -703 -2,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.2 97.0 95.0 97.1 96.2 2.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 2 28 27 30 32
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,255
COMMITMENTS
0 0 0 65,415 65,656 65,415 65,656 4,840 4,599
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -6,396)
0 -464 -136 -6,215 -4,623 -6,351 -5,223 -45 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 93.5 93.1 93.5 6.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 19 19 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,588
COMMITMENTS
3,261 720 0 170,874 170,800 174,135 171,520 453 3,068
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -38,145)
-2,412 -2,232 0 -21,045 -30,888 -23,457 -33,120 -14,688 -5,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 0.0 97.9 97.8 99.7 98.2 0.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 0 24 21 28 22
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,967
COMMITMENTS
11,563 3,200 0 151,727 162,713 163,290 165,913 3,677 1,054
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -53,223)
-6,954 -22,387 0 -43,167 -26,827 -50,121 -49,214 -3,102 -4,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.9 0.0 90.9 97.5 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 4 0 39 36 45 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,300
COMMITMENTS
1,519 472 0 191,497 192,788 193,016 193,260 1,284 1,040
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -13,248)
-696 472 0 -11,834 -13,004 -12,530 -12,532 -718 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.0 98.6 99.2 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 0 26 25 28 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,401
COMMITMENTS
0 0 0 269,451 264,370 269,451 264,370 4,950 10,031
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -9,794)
0 -341 0 -9,015 -7,373 -9,015 -7,714 -779 -2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 96.3 98.2 96.3 1.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 0 0 37 36 37 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,327
COMMITMENTS
0 0 0 108,682 108,490 108,682 108,490 645 837
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 2,413)
0 0 0 3,522 2,492 3,522 2,492 -1,109 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 10 17 10 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,715
COMMITMENTS
833 0 356 101,806 104,877 102,995 105,233 12,720 10,482
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,299)
540 0 -244 -4,159 -5,056 -3,863 -5,300 -1,436 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.3 88.0 90.6 89.0 90.9 11.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 18 20 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,731
COMMITMENTS
0 0 0 195,704 197,130 195,704 197,130 6,027 4,601
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -10,075)
-530 0 -222 -10,207 -7,335 -10,959 -7,557 884 -2,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 97.7 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 18 25 18 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,973
COMMITMENTS
0 0 0 195,179 194,897 195,179 194,897 5,794 6,076
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -9,558)
0 0 0 -5,257 -10,012 -5,257 -10,012 -4,301 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.0 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 18 23 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,901
COMMITMENTS
0 0 0 72,915 75,658 72,915 75,658 5,986 3,243
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -4,371)
-217 0 0 -4,028 -5,949 -4,245 -5,949 -126 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 95.9 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 20 20 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,570
COMMITMENTS
4,195 0 0 162,834 165,054 167,029 165,054 3,541 5,516
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -11,543)
-372 0 0 -9,790 -9,233 -10,162 -9,233 -1,381 -2,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.5 96.8 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 17 18 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,140
COMMITMENTS
0 1,242 724 147,824 149,152 148,548 151,118 10,592 8,022
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -4,988)
-248 803 724 -4,737 -7,433 -4,261 -5,906 -727 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.5 92.9 93.7 93.3 95.0 6.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 29 27 31 29
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,662
COMMITMENTS
0 0 0 45,595 46,110 45,595 46,110 1,067 552
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,360)
0 0 0 -2,820 -4,260 -2,820 -4,260 -2,540 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 98.8 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 16 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,046
COMMITMENTS
209 0 1,155 222,187 227,465 223,551 228,620 9,495 4,426
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -10,817)
209 -926 359 -8,482 -9,739 -7,914 -10,306 -2,903 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.5 95.3 97.6 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 1 31 32 32 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 146,535
COMMITMENTS
0 3,348 621 142,438 140,078 143,059 144,047 3,476 2,488
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -8,458)
0 408 -113 -9,237 -9,329 -9,350 -9,034 892 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.4 97.2 95.6 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 23 28 25 30
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 137,635
COMMITMENTS
0 0 0 131,483 132,985 131,483 132,985 6,152 4,650
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 4,387)
0 0 0 4,316 5,938 4,316 5,938 71 -1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 96.6 95.5 96.6 4.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 16 24 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,399
COMMITMENTS
1,041 0 58 55,338 58,774 56,437 58,832 5,962 3,567
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,922)
-200 0 0 -2,025 -2,364 -2,225 -2,364 -697 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 88.7 94.2 90.4 94.3 9.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 14 15 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 43,487
COMMITMENTS
496 0 0 39,979 40,919 40,475 40,919 3,012 2,568
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -8,825)
-992 0 0 -7,873 -6,419 -8,865 -6,419 40 -2,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 91.9 94.1 93.1 94.1 6.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 12 12 14 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 229,944
COMMITMENTS
0 0 0 209,755 228,130 209,755 228,130 20,189 1,814
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 696)
0 0 0 4,321 3,483 4,321 3,483 -3,625 -2,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 99.2 91.2 99.2 8.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 17 24 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 107,252
COMMITMENTS
5,784 8,774 1,183 94,326 95,360 101,293 105,317 5,959 1,935
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -8,862)
-954 0 150 -6,473 -7,896 -7,277 -7,746 -1,585 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.2 1.1 87.9 88.9 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 17 21 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 181,013
COMMITMENTS
0 159 93 177,185 176,942 177,278 177,194 3,735 3,819
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -16,225)
0 31 -31 -14,441 -15,217 -14,472 -15,217 -1,753 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 97.9 97.8 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 18 16 19 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 46,354
COMMITMENTS
7,606 827 7,247 30,598 37,887 45,451 45,961 903 393
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -3,232)
-953 -430 284 -1,512 -2,307 -2,181 -2,454 -1,051 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 1.8 15.6 66.0 81.7 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 5 14 29 31 44 47
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,154
COMMITMENTS
6,655 930 608 36,825 42,615 44,088 44,153 66 1
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 311)
-222 0 25 509 286 311 311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 2.1 1.4 83.4 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 3 22 23 29 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,798
COMMITMENTS
5,050 165 0 17,614 22,613 22,664 22,778 134 20
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -245)
75 0 -50 -270 -195 -245 -245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 0.7 0.0 77.3 99.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 0 14 17 19 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 144,334
COMMITMENTS
4,592 2,835 5,215 134,249 136,026 144,056 144,076 278 258
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -7,953)
-393 -1,195 705 -4,134 -3,239 -3,822 -3,729 -4,131 -4,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.0 3.6 93.0 94.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 5 37 35 45 40
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,449
COMMITMENTS
480 5,640 797 43,107 37,997 44,384 44,434 65 15
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,011)
-112 188 -224 -1,675 -1,974 -2,011 -2,011 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.7 1.8 97.0 85.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 4 16 20 25 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 26,009
COMMITMENTS
183 0 17 25,787 25,992 25,987 26,009 22 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,458)
33 -175 -33 -1,438 -1,250 -1,438 -1,458 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 99.1 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 10 13 12 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 45,952
COMMITMENTS
2,395 650 180 43,202 44,992 45,777 45,822 175 130
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,239)
395 -50 10 -1,609 -979 -1,204 -1,019 -35 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.4 0.4 94.0 97.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 27 28 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 70,324
COMMITMENTS
15,439 1,025 825 53,661 68,474 69,925 70,324 399 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,973)
-609 -305 65 -2,274 -2,401 -2,818 -2,641 -155 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 1.5 1.2 76.3 97.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 3 31 29 35 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,650
COMMITMENTS
5,807 110 1,020 72,551 77,979 79,378 79,109 272 541
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -3,779)
25 -10 -185 -3,234 -3,339 -3,394 -3,534 -385 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.1 1.3 91.1 97.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 2 23 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,949
COMMITMENTS
6,986 110 700 101,924 108,574 109,610 109,384 339 565
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -6,010)
-475 -10 0 -4,765 -5,899 -5,240 -5,909 -770 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.1 0.6 92.7 98.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 1 29 28 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,700
COMMITMENTS
160 95 125 40,290 40,355 40,575 40,575 125 125
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -245)
-35 15 -25 -190 -230 -250 -240 5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.3 99.0 99.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 21 19 25 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,385
COMMITMENTS
619 70 95 26,411 27,202 27,125 27,367 260 18
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 45)
20 70 -75 -110 50 -165 45 210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.3 0.3 96.4 99.3 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 22 22 24
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,900
COMMITMENTS
950 100 0 6,950 7,800 7,900 7,900 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -200)
-50 -100 0 -150 -100 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.3 0.0 88.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 13 10 16 11
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 58,228
COMMITMENTS
4,567 3,347 3,222 50,040 51,652 57,829 58,221 399 7
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,171)
427 -346 -13 -1,582 -800 -1,168 -1,159 -3 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.7 5.5 85.9 88.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 4 10 31 29 44 41
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,927
COMMITMENTS
1,300 1,850 750 7,574 6,863 9,624 9,463 303 464
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -665)
350 0 -400 -605 -405 -655 -805 -10 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 18.6 7.6 76.3 69.1 96.9 95.3 3.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 13 15 17 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,888
COMMITMENTS
515 100 120 52,238 52,483 52,873 52,703 15 185
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,060)
30 0 0 -1,080 -1,055 -1,050 -1,055 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.2 98.8 99.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 22 20 25 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,221
COMMITMENTS
2,428 560 240 39,103 41,421 41,771 42,221 450 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,653)
282 -65 -55 -1,610 -1,528 -1,383 -1,648 -270 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 0.6 92.6 98.1 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 21 25 26 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,998
COMMITMENTS
4,415 300 25 63,870 68,000 68,310 68,325 688 673
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,977)
-200 0 -75 -1,229 -2,862 -1,504 -2,937 -1,473 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.4 0.0 92.6 98.6 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 24 19 27 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,550
COMMITMENTS
4,501 1,800 100 67,156 70,340 71,757 72,240 793 310
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -4,512)
-980 0 -75 -1,892 -4,272 -2,947 -4,347 -1,565 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.5 0.1 92.6 97.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 26 19 29 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 92,880
COMMITMENTS
45 1,388 367 92,343 91,110 92,755 92,865 125 15
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,133)
0 -901 274 -1,383 -501 -1,109 -1,128 -24 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.4 99.4 98.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 24 28 26 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 119,670
COMMITMENTS
1,185 2,491 848 117,210 116,278 119,242 119,617 428 53
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -3,699)
-183 -1,158 -135 -3,390 -2,405 -3,708 -3,697 9 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.1 0.7 97.9 97.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 8 4 23 32 30 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 50,325
COMMITMENTS
0 675 0 50,325 49,650 50,325 50,325 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,045)
0 -50 -200 -1,845 -1,795 -2,045 -2,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 0 16 17 16 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 40,209
COMMITMENTS
0 308 25 40,184 39,876 40,209 40,209 0 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 99.9 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 10 13 11
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 46,188
COMMITMENTS
650 1,265 670 43,905 44,131 45,225 46,066 963 122
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,779)
-200 -125 -100 -2,439 -2,039 -2,739 -2,264 -40 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 1.5 95.1 95.5 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 21 20 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 55,962
COMMITMENTS
22,830 1,008 215 32,078 54,687 55,123 55,910 839 52
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,837)
-180 -865 -35 -1,622 -379 -1,837 -1,279 0 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 1.8 0.4 57.3 97.7 98.5 99.9 1.5 0.1
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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,685
COMMITMENTS
195 0 285 36,174 36,328 36,654 36,613 31 72
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -782)
0 0 0 -177 -289 -177 -289 -605 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 98.6 99.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 16 19 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,622
COMMITMENTS
0 265 0 33,382 33,332 33,382 33,597 240 25
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -687)
0 0 0 -187 -90 -187 -90 -500 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.3 99.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 13 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,664
COMMITMENTS
206 1,035 400 32,871 32,193 33,477 33,628 187 36
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,826)
84 125 -50 -1,031 -1,494 -997 -1,419 -829 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.1 1.2 97.6 95.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 21 21 25 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,910
COMMITMENTS
290 0 360 21,934 22,329 22,584 22,689 326 221
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,802)
55 0 -115 -360 -840 -420 -955 -1,382 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.6 95.7 97.5 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 17 18 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,761
COMMITMENTS
615 890 1,353 43,662 43,489 45,630 45,732 131 29
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,293)
18 -643 142 -1,277 -573 -1,118 -1,075 -175 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 3.0 95.4 95.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 3 21 24 27 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,696
COMMITMENTS
1,215 680 65 37,216 37,926 38,496 38,671 200 25
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,451)
60 5 0 -1,246 -944 -1,186 -939 -265 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.8 0.2 96.2 98.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 21 20 23 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,210
COMMITMENTS
1,685 0 75 15,257 17,132 17,017 17,207 193 3
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -221)
-221 0 0 0 -221 -221 -221 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.4 88.7 99.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 13 13 16 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,356
COMMITMENTS
3,266 300 530 14,555 17,526 18,351 18,356 5 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,430)
-410 -250 50 -1,005 -730 -1,365 -930 -65 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 1.6 2.9 79.3 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 2 15 9 20 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,124
COMMITMENTS
2,659 1,050 800 15,620 17,274 19,079 19,124 45 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,030)
-345 -225 270 -755 -300 -830 -255 -200 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 5.5 4.2 81.7 90.3 99.8 100.0 0.2 0.0
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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 409,832
COMMITMENTS
46 27,620 43,305 366,461 338,907 409,812 409,832 20 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 17,493)
-109 1,333 529 17,263 15,632 17,682 17,493 -189 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 10.6 89.4 82.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 5 17 16 23 21
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,310
COMMITMENTS
900 100 0 13,755 14,950 14,655 15,050 655 260
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -550)
-30 0 0 -140 -190 -170 -190 -380 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.7 0.0 89.8 97.6 95.7 98.3 4.3 1.7
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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,805
COMMITMENTS
900 100 0 18,750 19,445 19,650 19,545 155 260
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -525)
-30 0 0 -15 -65 -45 -65 -480 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 0.0 94.7 98.2 99.2 98.7 0.8 1.3
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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,536
COMMITMENTS
3,700 2,805 1,020 20,425 21,648 25,145 25,473 391 63
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -716)
845 -200 -135 -1,160 -280 -450 -615 -266 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 11.0 4.0 80.0 84.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 13 15 18 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,206
COMMITMENTS
3,105 2,830 1,060 18,679 19,266 22,844 23,156 362 50
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -386)
695 -200 -150 -967 68 -422 -282 36 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.2 4.6 80.5 83.0 98.4 99.8 1.6 0.2
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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,620
COMMITMENTS
0 875 2,490 46,633 46,251 49,123 49,616 497 4
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,559)
-75 290 -210 -1,845 -1,949 -2,130 -1,869 -429 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 5.0 94.0 93.2 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 4 20 17 24 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,036
COMMITMENTS
245 1,385 2,475 46,063 45,176 48,783 49,036 253 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,561)
-320 340 -110 -1,835 -2,031 -2,265 -1,801 -296 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 5.0 93.9 92.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 4 21 17 25 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,871
COMMITMENTS
10,747 10,477 1,898 101,966 102,431 114,611 114,806 260 65
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,019)
1,388 340 -823 -1,623 -433 -1,058 -916 -961 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 9.1 1.7 88.8 89.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 8 36 30 45 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,513
COMMITMENTS
8,407 12,133 3,523 112,263 108,792 124,193 124,448 320 65
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,006)
383 285 -894 -2,663 -2,541 -3,174 -3,150 -1,832 -1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 9.7 2.8 90.2 87.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 6 8 38 34 47 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 299,777
COMMITMENTS
17,682 25,009 33,319 247,885 241,309 298,885 299,637 892 140
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -8,802)
-2,598 -2,467 -1,733 -3,504 -1,639 -7,835 -5,839 -967 -2,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.3 11.1 82.7 80.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 12 21 47 43 76 67
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,035
COMMITMENTS
5,800 205 700 22,414 28,130 28,914 29,035 121 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,557)
-214 -50 50 -1,351 -1,042 -1,515 -1,042 -1,042 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.7 2.4 77.2 96.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 3 21 10 26 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,910
COMMITMENTS
5,401 1,445 815 21,556 25,650 27,772 27,910 138 0
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,562)
-204 -90 50 -1,801 -1,017 -1,955 -1,057 -607 -1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 5.2 2.9 77.2 91.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 4 20 9 26 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,198
COMMITMENTS
44 146 146 2,356 2,232 2,546 2,524 652 674
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 143)
0 -15 -6 156 132 150 111 -7 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.6 4.6 73.7 69.8 79.6 78.9 20.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 18 18 21 21
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,321
COMMITMENTS
3,678 2,226 607 30,582 32,192 34,867 35,025 454 296
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 880)
243 -166 36 601 959 880 829 0 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.3 1.7 86.6 91.1 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 3 4 33 32 40 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,332
COMMITMENTS
1,357 235 111 13,598 14,537 15,066 14,883 266 449
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 709)
515 0 -20 219 774 714 754 -5 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.5 0.7 88.7 94.8 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 21 25 25 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,661
COMMITMENTS
253 99 464 9,387 10,011 10,104 10,574 557 87
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 469)
15 10 25 638 414 678 449 -209 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.9 4.4 88.0 93.9 94.8 99.2 5.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 4 30 37 34 41
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,821
COMMITMENTS
15 1,185 171 21,582 20,318 21,768 21,674 53 147
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 147)
10 0 -31 168 158 147 127 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.4 0.8 98.9 93.1 99.8 99.3 0.2 0.7
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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,189
COMMITMENTS
2,814 3,964 3,207 52,779 51,442 58,800 58,613 389 576
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 411)
4 159 270 113 -92 387 337 24 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.7 5.4 89.2 86.9 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 14 20 55 58 79 85
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 41,092
COMMITMENTS
5,030 0 0 35,812 40,836 40,842 40,836 250 256
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 8,603)
1,410 0 0 7,138 8,638 8,548 8,638 55 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 87.2 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 18 28 18
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,628
COMMITMENTS
1,805 330 580 9,063 10,658 11,448 11,568 180 60
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 563)
135 60 -85 513 588 563 563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.8 5.0 77.9 91.7 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 12 14 15 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 202,983
COMMITMENTS
0 0 0 187,806 189,684 187,806 189,684 15,177 13,299
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: 285)
0 0 0 -100 230 -100 230 385 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 93.4 92.5 93.4 7.5 6.6
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 12/11/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 13,967
COMMITMENTS
1,146 2,352 2,448 5,960 7,538 9,554 12,338 4,413 1,629
CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -89)
-50 525 -455 316 -359 -189 -289 100 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 16.8 17.5 42.7 54.0 68.4 88.3 31.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 7 9 11 17 18
Updated December 14, 2018