CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 74,790
COMMITMENTS
14,288 12,469 8,968 51,505 53,346 74,760 74,782 30 8
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -3,555)
195 -95 -1,870 -1,870 -1,590 -3,545 -3,555 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 16.7 12.0 68.9 71.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 4 3 19 13 38 19
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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 12/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,366
COMMITMENTS
7,611 36,041 50 38,705 10,275 46,366 46,366 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 525)
0 525 0 525 0 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 77.7 0.1 83.5 22.2 100.0 100.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,772
COMMITMENTS
3,970 18,381 200 26,602 12,191 30,772 30,772 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -685)
0 330 0 -685 -1,015 -685 -685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 59.7 0.6 86.4 39.6 100.0 100.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,995
COMMITMENTS
6,820 7,847 0 25,175 24,148 31,995 31,995 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 300)
0 300 0 300 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 24.5 0.0 78.7 75.5 100.0 100.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,273
COMMITMENTS
2,815 3,363 500 26,958 26,410 30,273 30,273 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -1,697)
-982 0 0 -715 -1,697 -1,697 -1,697 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.1 1.7 89.0 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 13 8 18 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,872
COMMITMENTS
10,560 6,995 1,365 16,947 20,512 28,872 28,872 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,836)
1,007 1,204 -28 857 660 1,836 1,836 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 24.2 4.7 58.7 71.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 4 14 15 24 25
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,122
COMMITMENTS
13,809 4,963 0 17,313 26,159 31,122 31,122 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -85)
-100 -100 0 15 15 -85 -85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 15.9 0.0 55.6 84.1 100.0 100.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,770
COMMITMENTS
8,280 19,050 0 22,490 11,720 30,770 30,770 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 0)
0 200 0 0 -200 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 61.9 0.0 73.1 38.1 100.0 100.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 44,959
COMMITMENTS
4,400 3,192 0 40,559 41,767 44,959 44,959 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,618)
407 75 -302 2,513 2,845 2,618 2,618 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.1 0.0 90.2 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 4 0 17 14 22 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,308
COMMITMENTS
5,523 110 3,032 22,600 28,060 31,155 31,202 153 106
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 5,138)
436 0 390 4,312 4,748 5,138 5,138 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.4 9.7 72.2 89.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 4 23 22 30 26
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,408
COMMITMENTS
825 7,387 1,482 25,407 19,378 27,714 28,247 694 161
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,261)
0 636 181 2,080 1,444 2,261 2,261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 26.0 5.2 89.4 68.2 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 26 15 32 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,187,546
COMMITMENTS
259,720 74,777 527,027 4363409 4577694 5150156 5179498 37,390 8,048
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 38,236)
33,778 -20,397 641 3,453 58,500 37,872 38,744 364 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.4 10.2 84.1 88.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
42 23 53 143 112 206 169
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,182,673
COMMITMENTS
63,050 82,616 549,777 567,776 547,545 1180603 1179939 2,069 2,734
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -53,163)
-5,213 -31,044 -17,856 -30,118 -4,090 -53,187 -52,989 24 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.0 46.5 48.0 46.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 14 23 55 54 83 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,226
COMMITMENTS
0 5,006 0 247,180 246,365 247,180 251,371 10,046 5,855
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 146)
0 0 0 760 -369 760 -369 -614 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 96.1 95.8 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 27 25 27 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 134,525
COMMITMENTS
7,998 0 0 120,623 125,653 128,621 125,653 5,904 8,872
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,917)
-89 0 -49 4,013 4,087 3,875 4,038 42 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 89.7 93.4 95.6 93.4 4.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 0 30 23 34 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,583
COMMITMENTS
980 0 0 280,856 290,808 281,836 290,808 13,747 4,775
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 676)
140 0 0 3,280 1,880 3,420 1,880 -2,744 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 95.0 98.4 95.3 98.4 4.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 28 28 29 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 789,757
COMMITMENTS
5,782 6,661 10,745 763,926 770,686 780,453 788,092 9,304 1,665
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -5,124)
554 -277 523 -6,295 -4,237 -5,218 -3,991 94 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 1.4 96.7 97.6 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 39 22 44 26
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 404,978
COMMITMENTS
0 0 0 389,743 400,977 389,743 400,977 15,235 4,001
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,266)
0 -357 0 3,203 3,402 3,203 3,045 63 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 99.0 96.2 99.0 3.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 0 0 44 45 44 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 541,285
COMMITMENTS
2,256 716 124 527,695 535,226 530,075 536,066 11,210 5,219
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 11,800)
0 -116 -334 14,185 12,430 13,851 11,980 -2,051 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.0 97.5 98.9 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 1 38 40 40 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,292
COMMITMENTS
214 0 62 307,044 311,805 307,320 311,867 8,972 4,425
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 14,383)
124 0 -182 14,341 16,596 14,283 16,414 100 -2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 97.1 98.6 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 1 34 31 35 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,280
COMMITMENTS
537 248 570 102,355 104,899 103,462 105,717 6,818 4,563
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,700)
537 14 -391 1,639 2,835 1,785 2,458 915 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.5 92.8 95.1 93.8 95.9 6.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 20 22 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,873
COMMITMENTS
217 310 31 38,728 40,645 38,976 40,986 2,897 887
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 5,456)
-31 0 31 5,177 5,363 5,177 5,394 279 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.1 92.5 97.1 93.1 97.9 6.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 18 16 19 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,319
COMMITMENTS
652 277 633 241,185 244,177 242,470 245,087 5,849 3,232
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 5,148)
652 -96 553 4,903 7,256 6,108 7,713 -960 -2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.3 97.1 98.3 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 24 28 26 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 158,186
COMMITMENTS
0 1,712 0 149,304 150,515 149,304 152,227 8,882 5,959
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 5,237)
0 0 0 6,722 4,589 6,722 4,589 -1,485 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 94.4 95.2 94.4 96.2 5.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 26 19 26 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,267
COMMITMENTS
0 0 0 226,114 226,803 226,114 226,803 2,153 1,464
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 650)
0 -1,712 0 1,010 3,736 1,010 2,024 -360 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.4 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 18 19 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,085
COMMITMENTS
403 0 0 22,938 23,651 23,341 23,651 744 434
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 6,950)
0 -961 0 7,124 7,849 7,124 6,888 -174 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 95.2 98.2 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 16 17 17 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 546,508
COMMITMENTS
13,217 4,907 939 521,098 534,843 535,254 540,689 11,254 5,819
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,012)
440 -923 -93 2,222 1,934 2,569 918 -557 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.9 0.2 95.4 97.9 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 1 1 54 42 59 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,118
COMMITMENTS
0 1,704 608 191,613 188,201 192,221 190,513 5,897 7,605
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -5,657)
0 -354 286 -6,017 -5,468 -5,731 -5,536 74 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.3 96.7 95.0 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 1 28 27 29 31
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,526
COMMITMENTS
0 259 12 67,048 65,530 67,060 65,801 3,466 4,725
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 271)
0 259 12 1,633 -126 1,645 145 -1,374 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 95.1 92.9 95.1 93.3 4.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 19 21 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,738
COMMITMENTS
7,043 844 0 172,634 176,435 179,677 177,279 1,061 3,459
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 6,150)
3,782 124 0 1,760 5,635 5,542 5,759 608 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.0 95.5 97.6 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 0 24 26 29 27
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,036
COMMITMENTS
15,469 3,448 0 153,673 168,298 169,142 171,746 3,894 1,290
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 6,069)
3,906 248 0 1,946 5,585 5,852 5,833 217 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.0 0.0 88.8 97.3 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 4 0 40 39 46 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,159
COMMITMENTS
1,519 472 0 196,232 197,883 197,751 198,355 1,408 804
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,859)
0 0 0 4,735 5,095 4,735 5,095 124 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.0 98.5 99.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 0 27 26 29 27
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 278,191
COMMITMENTS
0 73 564 272,056 268,262 272,620 268,899 5,571 9,292
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,790)
0 73 564 2,605 3,892 3,169 4,529 621 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 97.8 96.4 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 36 35 37 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,756
COMMITMENTS
0 0 0 111,987 111,919 111,987 111,919 769 837
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,429)
0 0 0 3,305 3,429 3,305 3,429 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 17 11 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,222
COMMITMENTS
1,418 441 410 102,702 104,636 104,530 105,487 12,692 11,735
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,507)
585 441 54 896 -241 1,535 254 -28 1,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.3 87.6 89.3 89.2 90.0 10.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 17 20 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,914
COMMITMENTS
0 0 0 201,792 202,658 201,792 202,658 6,122 5,256
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 6,183)
0 0 0 6,088 5,528 6,088 5,528 95 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.5 97.1 97.5 2.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 19 24 19 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,539
COMMITMENTS
0 0 0 198,582 199,618 198,582 199,618 5,957 4,921
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,566)
0 0 0 3,403 4,721 3,403 4,721 163 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.6 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 20 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,946
COMMITMENTS
0 0 0 72,842 72,190 72,842 72,190 6,104 6,756
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 45)
0 0 0 -73 -3,468 -73 -3,468 118 3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 91.4 92.3 91.4 7.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 20 20 20
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,636
COMMITMENTS
1,302 0 0 36,838 38,636 38,140 38,636 496 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 95.3 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 12 11 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,904
COMMITMENTS
4,437 0 31 164,412 166,921 168,880 166,952 3,024 4,952
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,334)
242 0 31 1,578 1,867 1,851 1,898 -517 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.6 97.1 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 17 19 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,945
COMMITMENTS
0 0 0 151,904 152,272 151,904 152,272 11,041 10,673
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,805)
0 -1,242 -724 4,080 3,120 3,356 1,154 449 2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 93.4 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 29 27 29 27
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,097
COMMITMENTS
0 0 0 48,596 49,508 48,596 49,508 1,501 589
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,435)
0 0 0 3,001 3,398 3,001 3,398 434 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 98.8 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 17 16 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 237,304
COMMITMENTS
495 0 1,125 227,000 233,759 228,620 234,884 8,684 2,420
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,258)
286 0 -30 4,813 6,294 5,069 6,264 -811 -2,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 95.7 98.5 96.3 99.0 3.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 1 34 34 35 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 147,089
COMMITMENTS
0 3,940 596 143,482 139,631 144,078 144,167 3,011 2,922
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 554)
0 592 -25 1,044 -447 1,019 120 -465 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.4 97.5 94.9 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 23 28 25 30
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,132
COMMITMENTS
403 0 0 27,408 26,265 27,811 26,265 1,321 2,867
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 94.1 90.2 95.5 90.2 4.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 8 14 8
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 141,071
COMMITMENTS
0 0 0 134,457 137,051 134,457 137,051 6,614 4,020
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,436)
0 0 0 2,974 4,066 2,974 4,066 462 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 97.2 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 19 26 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,313
COMMITMENTS
1,041 0 58 55,221 58,657 56,320 58,715 5,993 3,598
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -86)
0 0 0 -117 -117 -117 -117 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 88.6 94.1 90.4 94.2 9.6 5.8
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 45,305
COMMITMENTS
496 0 0 41,797 41,667 42,293 41,667 3,012 3,638
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,818)
0 0 0 1,818 748 1,818 748 0 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 92.3 92.0 93.4 92.0 6.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 12 13 14 13
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 248,477
COMMITMENTS
0 0 0 228,098 246,237 228,098 246,237 20,379 2,240
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 18,533)
0 0 0 18,343 18,107 18,343 18,107 190 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 99.1 91.8 99.1 8.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 27 17 27 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 108,360
COMMITMENTS
5,170 8,774 1,183 96,374 96,592 102,727 106,549 5,633 1,811
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,108)
-614 0 0 2,048 1,232 1,434 1,232 -326 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.1 1.1 88.9 89.1 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 17 22 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 182,184
COMMITMENTS
0 0 0 178,356 177,670 178,356 177,670 3,828 4,514
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,171)
0 -159 -93 1,171 728 1,078 476 93 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 97.5 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 16 18 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 44,993
COMMITMENTS
7,548 865 6,421 30,124 37,314 44,094 44,601 899 393
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -1,361)
-57 38 -826 -474 -573 -1,357 -1,360 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.9 14.3 67.0 82.9 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 5 14 29 30 44 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,044
COMMITMENTS
6,679 1,030 633 36,672 42,381 43,984 44,044 60 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -111)
24 100 25 -154 -235 -105 -110 -6 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 2.3 1.4 83.3 96.2 99.9 100.0 0.1 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,628
COMMITMENTS
5,150 140 0 18,344 23,468 23,494 23,608 134 20
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 830)
100 -25 0 730 855 830 830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.6 0.0 77.6 99.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 15 17 20 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 145,983
COMMITMENTS
4,517 3,574 5,329 135,875 136,842 145,721 145,745 262 238
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,649)
-75 739 114 1,626 816 1,665 1,669 -16 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.4 3.7 93.1 93.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 6 38 37 47 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,538
COMMITMENTS
450 5,594 722 44,286 39,207 45,458 45,523 80 15
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,089)
-30 -47 -75 1,179 1,210 1,074 1,089 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 12.3 1.6 97.3 86.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 5 3 16 20 24 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 26,374
COMMITMENTS
158 0 42 26,152 26,332 26,352 26,374 22 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 365)
-25 0 25 365 340 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 99.2 99.8 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 49,015
COMMITMENTS
4,195 650 120 44,527 48,115 48,842 48,885 173 130
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,063)
1,800 0 -60 1,325 3,123 3,065 3,063 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.3 0.2 90.8 98.2 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,509
COMMITMENTS
17,019 1,015 385 53,513 70,109 70,917 71,509 592 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,185)
1,580 -10 -440 -148 1,635 992 1,185 193 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 1.4 0.5 74.8 98.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 31 29 34 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,620
COMMITMENTS
4,367 320 840 76,201 79,919 81,408 81,079 212 541
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,970)
-1,440 210 -180 3,650 1,940 2,030 1,970 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.4 1.0 93.4 97.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 2 23 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,224
COMMITMENTS
5,336 110 970 107,639 112,594 113,945 113,674 279 550
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,275)
-1,650 0 270 5,715 4,020 4,335 4,290 -60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.1 0.8 94.2 98.6 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 1 29 27 35 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,305
COMMITMENTS
160 95 125 41,895 41,960 42,180 42,180 125 125
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,605)
0 0 0 1,605 1,605 1,605 1,605 0 0
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,193
COMMITMENTS
649 10 95 26,189 27,088 26,933 27,193 260 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -192)
30 -60 0 -222 -114 -192 -174 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.3 96.3 99.6 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 22 21 24
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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 12/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 57,714
COMMITMENTS
4,598 3,304 3,186 49,461 51,217 57,246 57,707 468 7
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -514)
32 -43 -36 -579 -435 -583 -514 69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.7 5.5 85.7 88.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 5 8 30 31 43 40
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,027
COMMITMENTS
1,300 1,910 750 8,674 7,963 10,724 10,623 303 404
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,100)
0 60 0 1,100 1,100 1,100 1,160 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 17.3 6.8 78.7 72.2 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 14 15 18 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,371
COMMITMENTS
515 100 120 53,721 53,966 54,356 54,186 15 185
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,483)
0 0 0 1,483 1,483 1,483 1,483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.2 98.8 99.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 22 21 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,315
COMMITMENTS
2,587 440 240 38,038 40,635 40,865 41,315 450 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -906)
159 -120 0 -1,065 -786 -906 -906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.1 0.6 92.1 98.4 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 21 25 28 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,895
COMMITMENTS
4,720 300 7 66,480 70,915 71,207 71,222 688 673
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,897)
305 0 -18 2,610 2,915 2,897 2,897 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.4 0.0 92.5 98.6 99.0 99.1 1.0 0.9
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,730
COMMITMENTS
4,806 1,800 35 71,096 74,585 75,937 76,420 793 310
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,180)
305 0 -65 3,940 4,245 4,180 4,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.3 0.0 92.7 97.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 27 19 30 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 93,574
COMMITMENTS
45 822 310 93,098 92,426 93,453 93,558 121 16
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 694)
0 -566 -57 755 1,316 698 693 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.3 99.5 98.8 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 120,613
COMMITMENTS
1,135 2,900 964 118,099 116,677 120,199 120,542 414 71
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 943)
-50 409 117 890 399 957 925 -14 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 0.8 97.9 96.7 99.7 99.9 0.3 0.1
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 50,990
COMMITMENTS
0 725 0 50,990 50,265 50,990 50,990 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 665)
0 50 0 665 615 665 665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 0 15 15 15 19
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 40,719
COMMITMENTS
0 383 25 40,694 40,311 40,719 40,719 0 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 510)
0 75 0 510 435 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 99.9 99.0 100.0 100.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 46,221
COMMITMENTS
650 1,253 525 44,068 44,333 45,243 46,111 978 110
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 33)
0 -12 -145 163 202 18 45 15 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 1.1 95.3 95.9 97.9 99.8 2.1 0.2
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 55,284
COMMITMENTS
21,910 1,158 87 32,435 54,000 54,432 55,245 852 39
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -678)
-920 150 -128 357 -687 -691 -665 13 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 2.1 0.2 58.7 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,919
COMMITMENTS
195 0 285 36,382 36,563 36,862 36,848 57 71
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 234)
0 0 0 208 235 208 235 26 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 98.5 99.0 99.8 99.8 0.2 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,712
COMMITMENTS
0 265 0 33,472 33,422 33,472 33,687 240 25
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,859
COMMITMENTS
206 1,170 400 33,071 32,248 33,677 33,818 182 41
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 195)
0 135 0 200 55 200 190 -5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.5 1.2 97.7 95.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 22 23 26 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,375
COMMITMENTS
290 250 360 23,546 23,730 24,196 24,340 179 35
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,465)
0 250 0 1,612 1,401 1,612 1,651 -147 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 1.5 96.6 97.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 18 20 21 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 46,144
COMMITMENTS
580 1,193 1,336 44,132 43,575 46,048 46,104 96 40
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 383)
-35 303 -17 471 86 418 372 -35 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 2.9 95.6 94.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 21 24 27 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,571
COMMITMENTS
1,247 225 75 37,979 39,241 39,301 39,541 270 30
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 875)
32 -455 10 763 1,315 805 870 70 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 0.2 96.0 99.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 21 20 24 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| 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 12/11/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,981
COMMITMENTS
3,216 300 205 14,555 17,476 17,976 17,981 5 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -375)
-50 0 -325 0 -50 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 1.7 1.1 80.9 97.2 100.0 100.0 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,699
COMMITMENTS
2,609 1,050 425 15,620 17,224 18,654 18,699 45 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -425)
-50 0 -375 0 -50 -425 -425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 5.6 2.3 83.5 92.1 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 405,042
COMMITMENTS
44 27,923 42,523 362,456 334,596 405,022 405,042 20 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -4,790)
-3 303 -782 -4,005 -4,311 -4,790 -4,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 10.5 89.5 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 5 18 16 24 21
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,565
COMMITMENTS
900 400 0 15,045 16,165 15,945 16,565 620 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,255)
0 300 0 1,290 1,215 1,290 1,515 -35 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.4 0.0 90.8 97.6 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 13 15 14
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,060
COMMITMENTS
900 400 0 20,040 20,660 20,940 21,060 120 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,255)
0 300 0 1,290 1,215 1,290 1,515 -35 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.9 0.0 95.2 98.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,714
COMMITMENTS
4,240 2,805 560 20,455 22,298 25,255 25,663 459 51
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 178)
540 0 -460 30 650 110 190 68 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.9 2.2 79.5 86.7 98.2 99.8 1.8 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,442
COMMITMENTS
3,645 2,830 660 18,709 19,916 23,014 23,406 428 36
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 236)
540 0 -400 30 650 170 250 66 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 12.1 2.8 79.8 85.0 98.2 99.8 1.8 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,574
COMMITMENTS
0 875 2,490 46,532 46,209 49,022 49,574 552 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -46)
0 0 0 -101 -42 -101 -42 55 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 5.0 93.9 93.2 98.9 100.0 1.1 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,221
COMMITMENTS
245 1,385 2,475 46,214 45,361 48,934 49,221 287 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 185)
0 0 0 151 185 151 185 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 5.0 93.9 92.2 99.4 100.0 0.6 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,383
COMMITMENTS
11,827 11,177 643 107,653 108,498 120,123 120,318 260 65
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 5,512)
1,080 700 -1,255 5,687 6,067 5,512 5,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 9.3 0.5 89.4 90.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 8 36 29 45 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 126,886
COMMITMENTS
8,457 14,013 1,298 116,811 111,510 126,566 126,821 320 65
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,373)
50 1,880 -2,225 4,548 2,718 2,373 2,373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.0 1.0 92.1 87.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 6 8 37 33 46 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 303,975
COMMITMENTS
18,194 24,450 32,311 252,511 247,056 303,016 303,817 959 158
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 4,198)
512 -559 -1,008 4,627 5,747 4,131 4,180 67 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.0 10.6 83.1 81.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 12 21 47 43 75 68
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,585
COMMITMENTS
5,800 205 250 22,414 28,130 28,464 28,585 121 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -450)
0 0 -450 0 0 -450 -450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.7 0.9 78.4 98.4 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,510
COMMITMENTS
5,401 1,445 415 21,556 25,650 27,372 27,510 138 0
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -400)
0 0 -400 0 0 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 5.3 1.5 78.4 93.2 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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,279
COMMITMENTS
44 124 169 2,340 2,262 2,553 2,555 726 724
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 81)
0 -22 23 -16 30 7 31 74 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.8 5.2 71.4 69.0 77.9 77.9 22.1 22.1
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,476
COMMITMENTS
3,870 2,371 659 32,528 34,155 37,057 37,185 419 291
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,155)
192 145 52 1,946 1,963 2,190 2,160 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.3 1.8 86.8 91.1 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 5 33 32 41 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,070
COMMITMENTS
1,472 235 111 14,201 15,275 15,784 15,621 286 449
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 738)
115 0 0 603 738 718 738 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.5 0.7 88.4 95.1 98.2 97.2 1.8 2.8
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 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,222
COMMITMENTS
238 109 509 9,918 10,517 10,665 11,135 557 87
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 561)
-15 10 45 531 506 561 561 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 4.5 88.4 93.7 95.0 99.2 5.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 5 30 39 35 44
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 22,513
COMMITMENTS
25 1,343 105 22,330 20,908 22,460 22,356 53 157
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 692)
10 158 -66 748 590 692 682 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.0 0.5 99.2 92.9 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 8 1 26 35 28 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,772
COMMITMENTS
2,477 2,840 3,113 53,795 52,044 59,385 57,997 387 1,775
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 582)
-337 -1,124 -94 1,015 601 584 -617 -2 1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.8 5.2 90.0 87.1 99.4 97.0 0.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 15 19 56 60 80 85
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 38,229
COMMITMENTS
4,610 0 0 33,514 38,154 38,124 38,154 105 75
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -2,863)
-420 0 0 -2,298 -2,682 -2,718 -2,682 -145 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 87.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 17 25 17
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,323
COMMITMENTS
1,700 330 580 9,863 11,353 12,143 12,263 180 60
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 695)
-105 0 0 800 695 695 695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.7 4.7 80.0 92.1 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 13 13 16 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 14,406
COMMITMENTS
1,188 2,402 2,406 6,535 8,271 10,129 13,079 4,277 1,327
CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 439)
42 50 -42 575 733 575 741 -136 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 16.7 16.7 45.4 57.4 70.3 90.8 29.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 7 11 13 19 20
Updated December 20, 2018