CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 18,338
COMMITMENTS
456 4,027 0 17,828 14,294 18,284 18,321 54 17
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 292)
80 0 0 201 292 281 292 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 22.0 0.0 97.2 77.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 0 11 11 15 15
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 72,821
COMMITMENTS
9,469 11,929 6,736 56,608 54,155 72,813 72,821 8 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 5,883)
618 -462 3,607 1,658 2,738 5,883 5,883 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.4 9.2 77.7 74.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 10 12 16 15 38 29
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,060
COMMITMENTS
8,808 24,823 710 38,542 22,527 48,060 48,060 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 51.7 1.5 80.2 46.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 8 1 10 7 15 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,962
COMMITMENTS
8,782 31,150 0 35,180 12,812 43,962 43,962 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 450)
350 150 0 100 300 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 70.9 0.0 80.0 29.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 8 0 11 7 14 15
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,029
COMMITMENTS
3,070 15,334 100 25,859 13,595 29,029 29,029 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -2,219)
-150 -1,500 0 -2,069 -719 -2,219 -2,219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 52.8 0.3 89.1 46.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 1 9 9 14 16
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,895
COMMITMENTS
7,220 6,605 0 22,675 23,290 29,895 29,895 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,100)
700 -600 0 400 1,700 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 22.1 0.0 75.8 77.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 0 11 3 16 6
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,222
COMMITMENTS
5,497 5,275 0 21,725 21,947 27,222 27,222 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.4 0.0 79.8 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 12 6 16 8
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,481
COMMITMENTS
2,596 813 0 11,885 13,669 14,481 14,481 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 925)
575 -8 0 350 934 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 5.6 0.0 82.1 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 5 0 11 11 18 16
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 23,880
COMMITMENTS
9,200 4,950 0 14,680 18,930 23,880 23,880 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,080)
400 0 0 1,680 2,080 2,080 2,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 20.7 0.0 61.5 79.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 8 4 14 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,370
COMMITMENTS
7,980 18,020 0 19,390 9,350 27,370 27,370 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 100)
0 -50 0 100 150 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 65.8 0.0 70.8 34.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 0 7 6 12 13
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,991
COMMITMENTS
3,033 3,017 667 25,291 25,307 28,991 28,991 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 763)
0 -1 -1 764 765 763 763 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.4 2.3 87.2 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 18 15 21 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 20,565
COMMITMENTS
2,358 491 4,428 13,704 15,526 20,490 20,445 75 120
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,024)
-273 -649 30 1,277 1,643 1,034 1,024 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.4 21.5 66.6 75.5 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 5 21 21 28 27
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,623
COMMITMENTS
694 8,376 974 20,320 13,273 21,988 22,623 635 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -244)
0 853 -892 673 -180 -219 -219 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 37.0 4.3 89.8 58.7 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 26 18 31 22
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,406,876
COMMITMENTS
463,069 57,028 636,572 4267197 4699134 5366838 5392734 40,038 14,142
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 116,635)
-9,982 8,733 4,660 121,886 104,722 116,564 118,115 71 -1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.1 11.8 78.9 86.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
56 22 56 133 114 205 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 820,457
COMMITMENTS
42,958 95,304 370,498 382,646 349,415 796,102 815,217 24,355 5,240
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -44,455)
162 24,521 -40,465 -22,774 -31,438 -63,077 -47,381 18,621 2,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.6 45.2 46.6 42.6 97.0 99.4 3.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 13 21 48 49 72 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,484
COMMITMENTS
1,114 6,624 229 264,541 265,494 265,884 272,347 9,600 3,137
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -5,495)
-197 -691 -157 -5,698 -3,710 -6,052 -4,558 557 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.4 0.1 96.0 96.4 96.5 98.9 3.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 1 32 30 36 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,146
COMMITMENTS
8,248 0 1,695 112,903 114,588 122,846 116,283 4,300 10,863
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,774)
2,963 -252 -1,680 4,891 7,518 6,174 5,586 -2,400 -1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 1.3 88.8 90.1 96.6 91.5 3.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 0 3 23 24 29 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,428
COMMITMENTS
248 7,097 1,701 351,776 345,630 353,725 354,428 7,703 7,000
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,381)
31 495 17 2,120 1,682 2,168 2,194 213 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.5 97.3 95.6 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 8 3 32 34 36 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 850,477
COMMITMENTS
3,652 7,493 9,446 825,894 830,204 838,992 847,143 11,485 3,334
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 4,145)
-1,423 161 -52 5,929 3,705 4,454 3,814 -309 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.1 97.1 97.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 4 45 30 50 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,855
COMMITMENTS
1,535 2,083 30 427,877 443,075 429,442 445,188 23,413 7,667
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 6,051)
1,535 755 0 6,044 4,267 7,579 5,022 -1,528 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 94.5 97.8 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 1 39 45 41 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 533,675
COMMITMENTS
4,749 2,185 2,297 513,813 523,087 520,859 527,569 12,816 6,106
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 10,322)
3,236 -435 1,144 6,214 10,014 10,594 10,723 -272 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.4 96.3 98.0 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 3 6 38 45 48 51
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,093
COMMITMENTS
0 9,914 362 298,162 289,494 298,524 299,770 7,569 6,323
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 9,958)
0 8,319 362 7,250 591 7,612 9,272 2,346 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.1 97.4 94.6 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
0 6 2 43 35 45 41
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,517
COMMITMENTS
1,880 334 4,047 103,444 107,790 109,371 112,171 6,146 3,346
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 5,260)
151 -1,967 483 4,223 7,753 4,857 6,269 403 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 3.5 89.5 93.3 94.7 97.1 5.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 27 24 29 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,193
COMMITMENTS
0 0 0 46,734 48,038 46,734 48,038 1,459 155
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 4,380)
0 0 0 4,504 4,628 4,504 4,628 -124 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 99.7 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 18 17 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,998
COMMITMENTS
302 205 2,052 217,666 222,712 220,020 224,969 8,978 4,029
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,807)
-164 -309 261 1,139 1,885 1,236 1,837 571 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.9 95.1 97.3 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 18 22 20 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,681
COMMITMENTS
0 3,319 0 170,800 169,108 170,800 172,427 9,881 8,254
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,740)
0 248 0 2,860 1,187 2,860 1,435 -1,120 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 94.5 93.6 94.5 95.4 5.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 0 28 25 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,536
COMMITMENTS
0 0 0 252,098 253,641 252,098 253,641 5,438 3,895
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -201)
0 0 0 -172 894 -172 894 -29 -1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.5 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 17 19 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,211
COMMITMENTS
4,073 1,133 492 26,180 30,341 30,745 31,966 1,466 245
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 5,670)
306 300 120 4,982 5,160 5,408 5,580 262 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.5 1.5 81.3 94.2 95.4 99.2 4.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 20 18 24 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 618,629
COMMITMENTS
16,488 17,902 2,405 592,006 593,274 610,899 613,581 7,730 5,048
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 8,254)
5,175 388 79 3,671 7,710 8,925 8,177 -671 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.9 0.4 95.7 95.9 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
5 5 5 56 54 64 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,327
COMMITMENTS
0 15,058 381 237,996 225,093 238,377 240,532 6,950 4,795
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 5,831)
0 7,223 -37 5,121 -1,981 5,084 5,205 747 626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.2 97.0 91.8 97.2 98.0 2.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 1 30 30 31 35
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,077
COMMITMENTS
98 0 150 34,572 34,707 34,820 34,857 1,257 1,220
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,836)
-150 0 150 3,624 3,941 3,624 4,091 212 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.4 95.8 96.2 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 13 17 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,858
COMMITMENTS
0 181 442 74,291 73,087 74,733 73,710 6,125 7,148
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -1,551)
0 -529 442 -2,205 -2,146 -1,763 -2,233 212 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 91.9 90.4 92.4 91.2 7.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 18 12 19 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,155
COMMITMENTS
4,280 3,794 0 172,281 173,779 176,561 177,573 4,594 3,582
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 29,772)
2,400 2,220 0 27,223 26,900 29,623 29,120 149 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.1 0.0 95.1 95.9 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 6 0 29 29 34 35
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,649
COMMITMENTS
15,504 12,774 2,469 177,774 183,181 195,747 198,424 3,902 1,225
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 32,504)
1,670 1,400 940 29,784 29,714 32,394 32,054 110 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.4 1.2 89.0 91.8 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 10 4 40 35 48 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,371
COMMITMENTS
2,015 778 186 199,155 200,507 201,356 201,471 2,015 1,900
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 12,388)
0 -66 186 12,422 12,452 12,608 12,572 -220 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.1 97.9 98.6 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 1 22 23 26 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 298,312
COMMITMENTS
279 627 949 291,667 282,541 292,895 284,117 5,417 14,195
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 16,780)
279 -305 -20 15,229 16,833 15,488 16,508 1,292 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.3 97.8 94.7 98.2 95.2 1.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 2 37 34 40 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,201
COMMITMENTS
0 0 0 95,407 95,864 95,407 95,864 794 337
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 12 13 12
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 13,255
COMMITMENTS
0 863 0 12,213 10,737 12,213 11,600 1,042 1,655
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 420)
0 150 0 664 -495 664 -345 -244 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 92.1 81.0 92.1 87.5 7.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 11 15 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,500
COMMITMENTS
0 285 920 104,401 105,617 105,321 106,822 14,179 12,678
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,007)
-144 285 84 4,810 2,066 4,750 2,435 -2,743 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.8 87.4 88.4 88.1 89.4 11.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,340
COMMITMENTS
809 601 1,227 204,684 202,449 206,720 204,277 2,620 5,063
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 7,464)
762 601 -121 7,280 7,045 7,921 7,525 -457 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.6 97.8 96.7 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 25 31 26 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,298
COMMITMENTS
0 762 0 154,234 160,685 154,234 161,447 13,064 5,851
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 5,884)
0 390 0 -241 5,394 -241 5,784 6,125 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 92.2 96.0 92.2 96.5 7.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 26 20 26 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,290
COMMITMENTS
0 0 0 94,515 97,532 94,515 97,532 8,775 5,758
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,940)
0 0 0 1,789 1,574 1,789 1,574 151 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 94.4 91.5 94.4 8.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,677
COMMITMENTS
0 900 0 39,862 39,742 39,862 40,642 1,815 1,035
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 95.6 95.4 95.6 97.5 4.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 11 16 11 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,698
COMMITMENTS
6,391 689 730 187,113 191,032 194,234 192,451 4,464 6,247
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -126)
642 393 -410 -628 -136 -396 -153 270 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.3 0.4 94.2 96.1 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 22 19 26 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,589
COMMITMENTS
778 4,013 1,819 158,291 161,808 160,888 167,640 13,701 6,949
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -3,771)
-88 -42 590 -7,371 -4,836 -6,869 -4,288 3,098 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.3 1.0 90.7 92.7 92.2 96.0 7.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 3 34 31 38 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,159
COMMITMENTS
300 1,192 210 11,522 11,085 12,032 12,487 1,127 672
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.1 1.6 87.6 84.2 91.4 94.9 8.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 11 9 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,902
COMMITMENTS
1,023 0 0 39,801 42,232 40,824 42,232 2,078 670
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 510)
0 0 0 450 451 450 451 60 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 92.8 98.4 95.2 98.4 4.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 15 11 17 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 238,672
COMMITMENTS
421 570 899 233,128 234,182 234,448 235,651 4,224 3,021
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 4,707)
-149 154 -1,028 4,743 4,703 3,566 3,829 1,141 878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.4 97.7 98.1 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 1 38 36 40 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 167,039
COMMITMENTS
0 0 0 164,548 164,150 164,548 164,150 2,491 2,889
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,344)
-547 0 0 2,952 1,673 2,405 1,673 -61 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 98.3 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 29 31 29 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 145,809
COMMITMENTS
0 360 0 142,164 139,286 142,164 139,646 3,645 6,163
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,558)
0 0 0 1,648 1,678 1,648 1,678 -90 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.5 95.5 97.5 95.8 2.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 26 22 26 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,181
COMMITMENTS
2,527 0 0 52,756 61,777 55,283 61,777 8,898 2,404
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -61)
271 0 0 -269 -274 2 -274 -63 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 82.2 96.3 86.1 96.3 13.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 14 17 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 45,868
COMMITMENTS
1,224 0 0 41,226 45,196 42,450 45,196 3,418 672
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 5,700)
360 0 0 5,340 5,645 5,700 5,645 0 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 89.9 98.5 92.5 98.5 7.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 13 19 15 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 166,512
COMMITMENTS
4,054 0 91 146,485 163,692 150,630 163,783 15,882 2,729
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 5,277)
365 0 0 6,834 4,977 7,199 4,977 -1,922 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.1 88.0 98.3 90.5 98.4 9.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 28 19 30 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 105,648
COMMITMENTS
9,353 8,346 604 92,156 93,814 102,113 102,764 3,535 2,884
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 6,397)
1,798 2,354 -30 4,504 2,863 6,272 5,187 125 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.9 0.6 87.2 88.8 96.7 97.3 3.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 16 21 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 164,889
COMMITMENTS
0 0 0 162,733 162,066 162,733 162,066 2,156 2,823
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,591)
0 0 0 3,253 2,778 3,253 2,778 338 813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 98.3 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 17 17 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 59,384
COMMITMENTS
9,166 2,425 6,260 43,035 50,283 58,461 58,968 923 416
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 713)
147 62 348 218 296 713 706 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.1 10.5 72.5 84.7 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 7 14 32 31 48 47
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,029
COMMITMENTS
5,359 1,300 218 37,312 41,511 42,889 43,029 140 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -883)
303 0 -27 -1,159 -856 -883 -883 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.0 0.5 86.7 96.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 2 5 25 21 36 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 21,692
COMMITMENTS
1,580 200 870 19,113 20,522 21,563 21,592 129 100
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 425)
25 -75 100 300 400 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.9 4.0 88.1 94.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 19 13 22 16
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 159,589
COMMITMENTS
7,662 13,814 4,331 147,390 141,274 159,383 159,419 206 170
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,669)
-500 -505 715 2,442 2,459 2,657 2,669 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.7 2.7 92.4 88.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 6 5 37 39 48 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 43,339
COMMITMENTS
450 8,007 1,056 41,713 34,276 43,219 43,339 120 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -1,229)
62 643 206 -1,497 -2,078 -1,229 -1,229 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 18.5 2.4 96.2 79.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 6 18 21 29 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,740
COMMITMENTS
200 125 50 31,490 31,565 31,740 31,740 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.2 99.2 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 11 17 14 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,711
COMMITMENTS
4,465 950 490 41,581 45,121 46,536 46,561 175 150
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 182)
0 0 0 182 182 182 182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.0 1.0 89.0 96.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 27 28 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 73,188
COMMITMENTS
15,275 1,875 1,330 56,150 69,971 72,755 73,176 433 12
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,541)
3,450 50 0 31 3,501 3,481 3,551 60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 2.6 1.8 76.7 95.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 5 32 30 40 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,287
COMMITMENTS
2,790 390 2,000 72,097 74,625 76,887 77,015 400 272
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 965)
-50 0 50 965 915 965 965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.5 2.6 93.3 96.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 3 23 28 29 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,007
COMMITMENTS
5,625 150 1,355 105,547 111,395 112,527 112,900 480 107
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,115)
-50 0 50 1,115 1,065 1,115 1,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 1.2 93.4 98.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 1 28 30 33 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,935
COMMITMENTS
740 205 10 31,065 31,535 31,815 31,750 120 185
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 820)
0 10 0 820 810 820 820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 0.0 97.3 98.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 23 19 27 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,390
COMMITMENTS
740 300 60 27,490 28,025 28,290 28,385 100 5
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 135)
10 0 0 125 130 135 130 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.1 0.2 96.8 98.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 21 22 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,520
COMMITMENTS
700 600 0 8,820 8,920 9,520 9,520 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.3 0.0 92.6 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 0 15 8 18 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 55,288
COMMITMENTS
12,124 757 3,098 39,780 51,031 55,002 54,886 286 402
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 657)
-262 -30 31 950 652 719 653 -62 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 1.4 5.6 72.0 92.3 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 7 11 28 27 44 42
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,830
COMMITMENTS
400 610 1,100 9,036 8,685 10,536 10,395 294 435
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 475)
200 100 -200 535 575 535 475 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.6 10.2 83.4 80.2 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 17 17 21 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,816
COMMITMENTS
690 275 0 44,076 44,246 44,766 44,521 50 295
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,075 1,075 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.0 98.3 98.7 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 0 24 23 28 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,194
COMMITMENTS
3,175 1,295 245 42,178 44,654 45,598 46,194 596 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -235)
-10 0 0 -230 -235 -240 -235 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.8 0.5 91.3 96.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 2 25 25 32 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,284
COMMITMENTS
3,913 300 470 46,228 49,916 50,611 50,686 673 598
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 770)
190 0 0 580 770 770 770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.6 0.9 90.1 97.3 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 23 18 27 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,246
COMMITMENTS
4,053 2,750 450 53,985 55,503 58,488 58,703 758 543
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 950)
190 0 0 760 950 950 950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.6 0.8 91.1 93.7 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 23 18 26 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,754
COMMITMENTS
0 1,077 922 80,714 79,754 81,636 81,753 118 1
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 692)
0 107 12 679 572 691 691 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.1 98.7 97.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 29 28 30 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 115,529
COMMITMENTS
5,383 2,414 1,832 108,041 111,279 115,256 115,524 273 5
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,636)
-143 -188 384 1,428 1,445 1,670 1,641 -34 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.1 1.6 93.5 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 4 5 27 33 37 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 52,090
COMMITMENTS
50 250 250 51,780 51,590 52,080 52,090 10 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -265)
-200 -75 250 -325 -440 -275 -265 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.5 99.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 12 17 16 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,217
COMMITMENTS
1,300 1,775 725 35,057 35,602 37,082 38,102 1,135 115
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 630)
0 0 0 720 600 720 600 -90 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.6 1.9 91.7 93.2 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 19 18 23 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 53,856
COMMITMENTS
15,508 1,900 1,065 36,522 50,891 53,095 53,856 761 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,077)
-596 0 -10 1,267 1,087 661 1,077 416 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 3.5 2.0 67.8 94.5 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 2 3 24 24 31 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,656
COMMITMENTS
0 821 480 34,099 32,934 34,579 34,235 77 421
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 286)
0 -90 -10 235 626 225 526 61 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.4 98.4 95.0 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 1 17 16 18 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,112
COMMITMENTS
0 845 0 28,992 27,760 28,992 28,605 120 507
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 365)
0 0 0 305 605 305 605 60 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 99.6 95.4 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 13 15 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,918
COMMITMENTS
688 910 15 33,035 32,988 33,738 33,913 180 5
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,125)
0 0 0 1,125 1,125 1,125 1,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.7 0.0 97.4 97.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 25 23 28 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,574
COMMITMENTS
405 100 160 24,607 24,948 25,172 25,208 402 366
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,340)
-5 -50 50 2,095 2,220 2,140 2,220 200 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.4 0.6 96.2 97.6 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 19 23 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,807
COMMITMENTS
566 5,479 315 44,741 39,925 45,622 45,719 185 88
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,889)
-150 -5 136 1,913 1,757 1,899 1,888 -10 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 12.0 0.7 97.7 87.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 5 4 28 25 35 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,597
COMMITMENTS
0 1,120 625 37,496 36,773 38,121 38,518 476 79
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,908)
0 -385 440 1,428 1,810 1,868 1,865 40 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 1.6 97.1 95.3 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 24 19 26 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,878
COMMITMENTS
2,772 75 31 18,822 21,757 21,625 21,863 253 15
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -12)
101 0 -25 -88 13 -12 -12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.3 0.1 86.0 99.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 15 14 18 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,445
COMMITMENTS
1,025 1,325 450 17,920 17,670 19,395 19,445 50 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.8 2.3 92.2 90.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 2 17 11 22 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,990
COMMITMENTS
775 3,100 400 19,670 17,490 20,845 20,990 145 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 14.8 1.9 93.7 83.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 19 10 23 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 275,770
COMMITMENTS
3,930 20,002 19,476 252,258 236,291 275,664 275,770 106 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -7,341)
1,150 2,325 -3,341 -5,150 -6,325 -7,341 -7,341 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.3 7.1 91.5 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 4 17 16 22 20
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,880
COMMITMENTS
780 0 0 20,900 21,880 21,680 21,880 200 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 95.5 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,225
COMMITMENTS
3,475 1,820 160 22,368 24,245 26,003 26,225 222 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 6.9 0.6 85.3 92.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 14 11 20 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,065
COMMITMENTS
1,950 1,845 285 18,668 18,920 20,903 21,050 162 15
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 8.8 1.4 88.6 89.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 2 12 9 17 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,405
COMMITMENTS
650 3,550 150 8,380 5,630 9,180 9,330 225 75
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 37.7 1.6 89.1 59.9 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 10 17 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,825
COMMITMENTS
650 1,250 125 5,875 5,375 6,650 6,750 175 75
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 18.3 1.8 86.1 78.8 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 14 10 17 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,600
COMMITMENTS
1,000 6,830 2,120 49,040 43,642 52,160 52,592 440 8
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,675)
0 175 700 975 800 1,675 1,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 13.0 4.0 93.2 83.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 19 15 23 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,851
COMMITMENTS
2,085 7,650 1,435 47,955 42,766 51,475 51,851 376 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,835)
550 820 150 1,135 865 1,835 1,835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.8 2.8 92.5 82.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 2 21 16 25 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,393
COMMITMENTS
11,910 3,033 5,699 99,542 108,536 117,151 117,268 242 125
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,605)
760 550 150 695 905 1,605 1,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.6 4.9 84.8 92.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 5 9 33 32 45 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 137,802
COMMITMENTS
15,890 9,011 3,165 118,435 125,626 137,490 137,802 312 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,806)
915 550 175 716 1,081 1,806 1,806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 6.5 2.3 85.9 91.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 7 6 36 33 47 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 292,599
COMMITMENTS
26,770 33,284 20,703 244,222 238,067 291,695 292,054 905 545
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 100)
-160 3,303 -1,432 1,374 -2,273 -219 -403 319 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 11.4 7.1 83.5 81.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 13 22 44 46 78 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,712
COMMITMENTS
3,678 375 520 28,375 31,817 32,573 32,712 139 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 485)
0 0 0 485 485 485 485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.1 1.6 86.7 97.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 21 10 25 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,309
COMMITMENTS
2,628 1,225 955 27,560 29,129 31,143 31,309 166 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.9 3.1 88.0 93.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 21 10 26 14
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,844
COMMITMENTS
117 165 53 2,900 2,764 3,070 2,982 774 862
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 70)
0 21 31 33 43 64 95 6 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.3 1.4 75.4 71.9 79.9 77.6 20.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 3 19 18 23 22
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,713
COMMITMENTS
2,606 2,055 1,175 35,692 36,188 39,473 39,418 240 295
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 792)
216 -4 113 668 653 997 762 -205 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.2 3.0 89.9 91.1 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 5 5 30 30 38 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,490
COMMITMENTS
1,495 125 0 13,445 14,581 14,940 14,706 550 784
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,120)
175 0 0 635 1,120 810 1,120 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.8 0.0 86.8 94.1 96.4 94.9 3.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 23 25 25 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,770
COMMITMENTS
50 315 424 10,996 10,681 11,470 11,420 300 350
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -38)
0 -45 45 -119 -34 -74 -34 36 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.7 3.6 93.4 90.7 97.5 97.0 2.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 4 29 33 34 37
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,288
COMMITMENTS
1,021 1,070 333 19,619 19,685 20,973 21,088 315 200
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 363)
315 -7 10 20 360 345 363 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.0 1.6 92.2 92.5 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 6 6 19 36 27 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 74,904
COMMITMENTS
5,283 4,421 5,159 64,233 64,684 74,676 74,264 228 640
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 3,013)
481 474 387 2,207 2,053 3,074 2,914 -61 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.9 6.9 85.8 86.4 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
17 16 23 59 59 87 87
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 34,035
COMMITMENTS
2,125 0 0 31,910 34,035 34,035 34,035 0 0
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 875)
-90 0 0 965 875 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 93.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 25 21 27 21
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,195
COMMITMENTS
1,180 0 645 7,325 8,535 9,150 9,180 45 15
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -3,335)
-295 0 -45 -2,965 -3,285 -3,305 -3,330 -30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 7.0 79.7 92.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 12 20 15 23
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 212,249
COMMITMENTS
0 0 0 204,833 197,259 204,833 197,259 7,416 14,990
CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -6,339)
0 0 0 -6,557 -6,919 -6,557 -6,919 218 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 92.9 96.5 92.9 3.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 14 15 14
Updated August 31, 2018