CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 65,563
COMMITMENTS
12,862 11,477 2,614 50,056 51,464 65,532 65,555 31 8
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,270)
471 1,672 43 746 -445 1,260 1,270 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 17.5 4.0 76.3 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 6 7 19 14 40 24
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,945
COMMITMENTS
5,343 24,174 800 36,802 17,971 42,945 42,945 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 800)
200 301 0 600 499 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 56.3 1.9 85.7 41.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 8 1 10 7 16 15
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,816
COMMITMENTS
7,611 35,541 25 38,180 10,250 45,816 45,816 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,150)
125 1,825 25 2,000 300 2,150 2,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 77.6 0.1 83.3 22.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 9 1 12 7 15 16
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,031
COMMITMENTS
3,570 16,538 200 26,261 13,293 30,031 30,031 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 371)
0 15 100 271 256 371 371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 55.1 0.7 87.4 44.3 100.0 100.0 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 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 33,245
COMMITMENTS
6,720 6,622 0 26,525 26,623 33,245 33,245 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0)
-300 -750 0 300 750 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.9 0.0 79.8 80.1 100.0 100.0 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 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,235
COMMITMENTS
5,222 3,438 500 25,513 27,297 31,235 31,235 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -125)
0 -50 0 -125 -75 -125 -125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 11.0 1.6 81.7 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 2 1 13 6 19 8
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 21,908
COMMITMENTS
5,880 2,935 930 15,098 18,043 21,908 21,908 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 319)
64 -7 335 127 162 526 490 -207 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 13.4 4.2 68.9 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 3 11 13 19 21
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 33,920
COMMITMENTS
13,859 5,263 0 20,061 28,657 33,920 33,920 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,328)
0 175 0 3,328 3,153 3,328 3,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 15.5 0.0 59.1 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 0 12 2 18 5
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,570
COMMITMENTS
8,930 19,500 0 21,640 11,070 30,570 30,570 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,200)
600 800 0 600 400 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 63.8 0.0 70.8 36.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 0 7 6 12 12
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,602
COMMITMENTS
3,333 3,042 692 39,577 39,869 43,602 43,602 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 69)
0 51 0 69 18 69 69 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.0 1.6 90.8 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 4 2 16 16 21 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,609
COMMITMENTS
4,725 200 3,939 22,871 27,370 31,535 31,509 74 100
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,663)
595 -20 -562 2,640 3,255 2,673 2,673 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.6 12.5 72.4 86.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 1 5 26 26 32 32
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,767
COMMITMENTS
280 9,389 710 23,285 14,489 24,275 24,588 492 179
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 822)
-10 514 10 822 268 822 792 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 37.9 2.9 94.0 58.5 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 25 15 30 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,388,089
COMMITMENTS
352,592 64,423 517,534 4475535 4790352 5345661 5372309 42,428 15,780
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -16,514)
-80,168 -8,647 -56,458 114,127 42,534 -22,499 -22,571 5,985 6,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.2 9.6 83.1 88.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
48 21 63 144 117 215 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,527,830
COMMITMENTS
85,157 146,734 730,205 707,847 646,812 1523208 1523750 4,622 4,080
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 330,216)
24,245 25,993 168,938 136,442 134,172 329,626 329,104 590 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.6 47.8 46.3 42.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 13 24 59 57 87 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,861
COMMITMENTS
519 5,831 30 258,931 258,780 259,480 264,641 10,381 5,220
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 365)
56 0 30 1,370 307 1,456 337 -1,091 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.2 0.0 95.9 95.9 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 28 26 29 29
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,986
COMMITMENTS
8,151 0 0 121,238 124,474 129,389 124,474 4,597 9,512
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,845)
-131 0 0 2,625 8,362 2,494 8,362 -649 -6,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 90.5 92.9 96.6 92.9 3.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 0 30 26 34 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,906
COMMITMENTS
1,879 0 885 294,061 301,516 296,825 302,401 12,081 6,505
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,193)
75 -656 -9 2,399 4,184 2,465 3,519 -272 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 95.2 97.6 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 2 29 32 32 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 821,375
COMMITMENTS
5,500 7,232 9,722 795,324 800,336 810,546 817,290 10,829 4,085
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -8,337)
2,394 337 385 -10,784 -8,562 -8,005 -7,840 -332 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 1.2 96.8 97.4 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 40 24 45 28
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,313
COMMITMENTS
279 1,923 0 405,910 410,596 406,189 412,519 13,124 6,794
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,308)
-211 0 0 6,218 4,334 6,007 4,334 -699 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.0 96.8 97.9 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 2 0 43 43 44 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 544,489
COMMITMENTS
3,108 930 549 529,623 538,456 533,280 539,935 11,209 4,554
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,054)
-2,105 -123 7 8,311 4,984 6,213 4,868 -1,159 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.1 97.3 98.9 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 1 2 38 43 42 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,898
COMMITMENTS
0 749 63 288,147 287,022 288,210 287,834 7,688 8,064
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,812)
0 366 -558 -2,807 -4,335 -3,365 -4,527 553 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 97.4 97.0 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 2 2 39 34 41 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,303
COMMITMENTS
498 0 592 102,831 104,876 103,921 105,468 5,382 3,835
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,929)
203 0 -98 2,097 2,229 2,202 2,131 -273 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.5 94.1 95.9 95.1 96.5 4.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 25 24 26 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,006
COMMITMENTS
0 390 0 43,227 43,160 43,227 43,550 1,779 1,456
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,857)
0 0 0 2,793 2,609 2,793 2,609 64 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 96.0 95.9 96.0 96.8 4.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 15 19 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,000
COMMITMENTS
212 0 839 241,187 242,901 242,238 243,740 6,762 5,260
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 943)
-866 0 365 4,168 2,701 3,667 3,066 -2,724 -2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 96.9 97.6 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 20 24 21 25
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,309
COMMITMENTS
0 1,712 0 149,057 147,998 149,057 149,710 7,252 6,599
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 783)
-1,047 -1,579 -429 2,969 2,030 1,493 22 -710 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 95.4 94.7 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 27 20 27 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,713
COMMITMENTS
0 0 0 238,884 239,303 238,884 239,303 2,829 2,410
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -676)
0 0 0 -800 -1,532 -800 -1,532 124 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.0 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 16 18 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,039
COMMITMENTS
2,070 372 0 17,923 19,528 19,993 19,900 2,046 2,139
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,259)
0 372 0 4,297 3,892 4,297 4,264 962 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.7 0.0 81.3 88.6 90.7 90.3 9.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 19 23 21 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 567,398
COMMITMENTS
15,579 8,398 1,250 539,872 549,777 556,701 559,425 10,697 7,973
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 12,152)
1,642 -176 -131 10,820 10,964 12,331 10,657 -179 1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.5 0.2 95.1 96.9 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 1 2 57 51 62 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,915
COMMITMENTS
0 2,702 1,075 212,297 208,581 213,372 212,358 6,543 7,557
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,067)
-235 -870 -39 2,919 2,296 2,645 1,387 422 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.5 96.5 94.8 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 3 28 28 31 32
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,472
COMMITMENTS
0 395 0 30,553 31,560 30,553 31,955 1,919 517
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 94.1 97.2 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 13 11 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,999
COMMITMENTS
0 0 0 69,933 68,148 69,933 68,148 3,066 4,851
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,870)
0 0 0 2,897 3,022 2,897 3,022 -27 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 93.4 95.8 93.4 4.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 20 23 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,743
COMMITMENTS
4,222 968 0 190,645 194,611 194,867 195,579 3,876 3,164
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 6,637)
961 0 0 5,760 6,569 6,721 6,569 -84 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.0 95.9 97.9 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 27 26 30 27
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,894
COMMITMENTS
11,362 25,958 60 189,851 176,762 201,273 202,780 3,621 2,114
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,800)
901 0 60 4,772 6,154 5,733 6,214 67 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.7 0.0 92.7 86.3 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 8 1 36 31 41 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,295
COMMITMENTS
510 248 0 200,062 200,747 200,572 200,995 1,723 1,300
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 775)
0 248 0 1,439 403 1,439 651 -664 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.0 98.9 99.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 24 20 25 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,991
COMMITMENTS
0 0 0 26,657 27,841 26,657 27,841 1,334 150
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,542)
0 0 0 2,232 2,542 2,232 2,542 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 99.5 95.2 99.5 4.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 14 11 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,936
COMMITMENTS
928 0 642 271,915 266,752 273,485 267,394 6,451 12,542
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 10,806)
928 0 642 9,190 10,068 10,760 10,710 46 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 97.1 95.3 97.7 95.5 2.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 0 1 34 38 35 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,624
COMMITMENTS
0 0 0 95,837 95,832 95,837 95,832 787 792
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,676
COMMITMENTS
324 0 600 104,414 105,391 105,338 105,991 13,338 12,685
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 736)
-474 0 -25 1,663 32 1,164 7 -428 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.5 88.0 88.8 88.8 89.3 11.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 18 20 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,645
COMMITMENTS
912 0 222 205,853 208,094 206,987 208,316 5,658 4,329
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 8,530)
-184 0 95 7,837 8,485 7,748 8,580 782 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 96.8 97.9 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 21 27 22 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,583
COMMITMENTS
0 0 0 191,461 199,392 191,461 199,392 14,122 6,191
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,720)
0 0 0 4,015 5,324 4,015 5,324 -295 -1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 97.0 93.1 97.0 6.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 18 24 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,125
COMMITMENTS
0 0 0 75,265 82,099 75,265 82,099 7,860 1,026
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,340)
0 0 0 2,117 1,534 2,117 1,534 -777 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 98.8 90.5 98.8 9.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 22 22 22
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,025
COMMITMENTS
750 0 0 38,772 40,025 39,522 40,025 503 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,917)
434 0 0 5,264 5,917 5,698 5,917 219 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 96.9 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 16 12 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,841
COMMITMENTS
4,505 0 0 172,493 174,769 176,998 174,769 3,843 6,072
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 964)
-525 -25 -834 1,985 1,814 626 955 338 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.4 96.6 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,377
COMMITMENTS
501 0 963 154,031 156,736 155,495 157,699 9,882 7,678
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 6,047)
501 -1,061 963 6,556 6,925 8,020 6,827 -1,973 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 93.1 94.8 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 32 30 34 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,880
COMMITMENTS
0 0 0 43,766 44,576 43,766 44,576 1,114 304
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 1,364 1,240 1,364 1,240 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.3 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 14 17 14 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 235,969
COMMITMENTS
0 1,809 593 225,839 230,791 226,432 233,193 9,537 2,776
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,731)
-363 -122 -64 690 3,782 263 3,596 1,468 -1,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.3 95.7 97.8 96.0 98.8 4.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 33 33 34 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 154,845
COMMITMENTS
0 829 1,431 150,487 149,916 151,918 152,176 2,927 2,669
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,145)
-217 634 343 881 -305 1,007 672 138 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.9 97.2 96.8 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 25 29 27 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,579
COMMITMENTS
0 0 0 26,455 24,939 26,455 24,939 1,124 2,640
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 90.4 95.9 90.4 4.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 10 14 10
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 132,593
COMMITMENTS
0 0 0 127,296 128,113 127,296 128,113 5,297 4,480
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,287)
0 0 0 1,349 1,011 1,349 1,011 -62 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 96.6 96.0 96.6 4.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 20 27 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,451
COMMITMENTS
404 0 258 57,952 59,240 58,614 59,498 4,837 3,953
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 954)
-114 0 58 1,134 709 1,078 767 -124 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 91.3 93.4 92.4 93.8 7.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 14 16 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 50,954
COMMITMENTS
1,395 0 0 46,649 50,498 48,044 50,498 2,910 456
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,573)
434 0 0 2,445 2,449 2,879 2,449 -306 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 91.6 99.1 94.3 99.1 5.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 13 16 16 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 213,811
COMMITMENTS
0 0 0 193,462 212,416 193,462 212,416 20,349 1,395
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,545)
0 0 0 1,856 2,545 1,856 2,545 689 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 99.3 90.5 99.3 9.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 18 27 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 114,371
COMMITMENTS
8,159 8,774 1,032 97,845 102,568 107,036 112,374 7,335 1,997
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,896)
239 0 0 1,688 1,896 1,927 1,896 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.7 0.9 85.6 89.7 93.6 98.3 6.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 18 20 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 191,061
COMMITMENTS
0 0 0 187,088 188,787 187,088 188,787 3,973 2,274
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,321)
0 0 0 674 1,319 674 1,319 1,647 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.8 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 17 19 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 55,178
COMMITMENTS
8,721 1,527 8,791 36,688 44,388 54,200 54,706 978 472
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,298)
462 140 839 1,015 1,276 2,317 2,256 -18 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.8 15.9 66.5 80.4 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 9 15 30 32 46 49
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,594
COMMITMENTS
6,945 1,075 527 38,053 43,991 45,524 45,593 70 1
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,943)
-216 -200 131 2,025 2,012 1,940 1,943 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 2.4 1.2 83.5 96.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 3 21 26 27 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,393
COMMITMENTS
5,150 200 125 18,989 24,028 24,264 24,353 129 40
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 933)
450 50 0 483 883 933 933 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 0.8 0.5 77.8 98.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 1 16 17 23 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 153,670
COMMITMENTS
5,107 4,572 5,053 143,269 143,763 153,429 153,388 241 282
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -1,167)
795 -34 53 -2,015 -1,066 -1,167 -1,047 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.0 3.3 93.2 93.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 5 38 36 49 43
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,888
COMMITMENTS
477 5,084 1,193 43,158 38,566 44,828 44,843 60 45
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,311)
177 -300 290 2,856 3,306 3,323 3,296 -12 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 11.3 2.7 96.1 85.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 4 5 16 19 26 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,415
COMMITMENTS
150 250 0 27,225 27,165 27,375 27,415 40 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -85 -85 -85 -85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.0 99.3 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 11 12 12 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,446
COMMITMENTS
2,035 700 280 43,956 45,366 46,271 46,346 175 100
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 160)
45 0 -20 70 175 95 155 65 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.5 0.6 94.6 97.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 28 28 32 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,797
COMMITMENTS
13,305 1,330 530 57,530 69,932 71,365 71,792 432 5
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 405)
280 100 -50 175 350 405 400 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 1.9 0.7 80.1 97.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 4 31 29 38 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,039
COMMITMENTS
5,147 120 1,340 72,270 77,033 78,757 78,493 282 546
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 300 315 300 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.2 1.7 91.4 97.5 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 2 24 26 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,039
COMMITMENTS
7,021 120 800 103,884 110,553 111,705 111,473 334 566
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.1 0.7 92.7 98.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 1 1 30 29 38 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,795
COMMITMENTS
395 30 100 40,180 40,535 40,675 40,665 120 130
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 170 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.1 0.2 98.5 99.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 18 28 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,246
COMMITMENTS
532 0 170 26,504 27,038 27,206 27,208 40 38
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 867)
-108 0 120 855 709 867 829 0 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.6 97.3 99.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 21 23 23 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,100
COMMITMENTS
1,000 200 0 7,100 7,900 8,100 8,100 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.5 0.0 87.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 14 9 17 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 55,670
COMMITMENTS
5,056 2,519 3,035 47,270 50,044 55,362 55,598 308 72
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 901)
-1,236 62 55 2,063 731 883 848 18 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.5 5.5 84.9 89.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 3 9 31 29 44 38
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,317
COMMITMENTS
950 900 1,150 7,904 7,943 10,004 9,993 313 324
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -347)
0 0 0 -344 -347 -344 -347 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.7 11.1 76.6 77.0 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 14 17 18 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,153
COMMITMENTS
655 0 120 52,353 52,843 53,128 52,963 25 190
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 265)
55 0 0 230 265 285 265 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.2 98.5 99.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 1 23 20 27 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,704
COMMITMENTS
2,100 270 340 40,784 43,089 43,224 43,699 480 5
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 931)
5 120 5 931 806 941 931 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 0.8 93.3 98.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 21 25 25 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,545
COMMITMENTS
4,573 300 175 63,104 67,392 67,852 67,867 693 678
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 885)
250 -100 0 635 985 885 885 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 0.3 92.1 98.3 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 19 28 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,122
COMMITMENTS
5,346 1,800 225 67,758 71,757 73,329 73,782 793 340
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 680)
260 -100 0 420 780 680 680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.4 0.3 91.4 96.8 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 18 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 91,486
COMMITMENTS
45 2,820 5 91,297 88,651 91,347 91,476 139 10
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 945)
0 454 -111 1,036 602 925 945 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 99.8 96.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 27 27 28 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 120,575
COMMITMENTS
1,289 3,092 1,128 117,763 116,231 120,180 120,451 395 124
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,673)
-20 -364 -386 2,079 2,338 1,673 1,589 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.6 0.9 97.7 96.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 6 7 25 30 35 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,515
COMMITMENTS
25 675 250 51,240 50,590 51,515 51,515 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,805)
-150 250 125 2,830 2,430 2,805 2,805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.5 99.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 3 16 17 19 23
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 39,921
COMMITMENTS
0 450 0 39,921 39,471 39,921 39,921 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 11 11 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 50,676
COMMITMENTS
1,050 1,170 905 47,811 48,445 49,766 50,520 910 156
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -82)
0 -15 15 -82 -143 -67 -143 -15 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.3 1.8 94.3 95.6 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 20 19 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 57,664
COMMITMENTS
21,755 1,656 455 34,797 55,427 57,007 57,538 657 126
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -54)
50 -10 5 -106 -148 -51 -153 -3 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 2.9 0.8 60.3 96.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 2 23 24 29 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,708
COMMITMENTS
180 0 300 35,002 35,340 35,482 35,640 226 68
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 135)
0 0 0 130 155 130 155 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 98.0 99.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 15 17 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,589
COMMITMENTS
0 410 0 32,314 32,144 32,314 32,554 275 35
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 305)
0 0 0 300 325 300 325 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.2 98.6 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 13 18 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,342
COMMITMENTS
142 810 450 33,570 32,942 34,162 34,202 180 140
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 236)
0 -100 100 146 235 246 235 -10 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.4 1.3 97.8 95.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 24 21 27 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,646
COMMITMENTS
310 0 465 22,524 22,985 23,299 23,450 347 196
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -140)
5 0 0 -145 -140 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 2.0 95.3 97.2 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 18 19 21 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,661
COMMITMENTS
415 1,307 1,026 44,175 43,312 45,615 45,644 46 17
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 523)
-125 42 109 538 441 523 592 0 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.9 2.2 96.7 94.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 4 27 26 34 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,368
COMMITMENTS
1,290 285 130 37,768 38,943 39,188 39,358 180 10
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 16)
-60 0 40 36 -24 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.7 0.3 95.9 98.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 24 21 26 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,165
COMMITMENTS
2,370 0 0 16,585 19,159 18,955 19,159 210 6
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,186)
-50 0 0 -2,136 -2,186 -2,186 -2,186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 86.5 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 12 17 12
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,280
COMMITMENTS
4,201 550 530 15,534 19,200 20,265 20,280 15 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 625)
300 0 0 325 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 2.7 2.6 76.6 94.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 1 15 9 20 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,640
COMMITMENTS
3,554 1,275 580 16,436 18,785 20,570 20,640 70 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 625)
300 0 0 325 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 6.2 2.8 79.6 91.0 99.7 100.0 0.3 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 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 395,650
COMMITMENTS
561 26,390 43,684 351,364 325,576 395,609 395,650 41 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 13,517)
393 2,443 4,274 8,849 6,799 13,517 13,517 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.7 11.0 88.8 82.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 4 16 16 21 21
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,880
COMMITMENTS
930 100 0 14,290 15,780 15,220 15,880 660 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.6 0.0 90.0 99.4 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 13 15 14
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,330
COMMITMENTS
930 100 0 19,260 20,230 20,190 20,330 140 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 0.0 94.7 99.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 15 15 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,164
COMMITMENTS
3,005 3,655 1,155 21,719 21,345 25,879 26,155 285 9
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -80)
-225 -225 255 -110 -110 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.0 4.4 83.0 81.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 3 13 15 17 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,504
COMMITMENTS
2,360 3,680 1,210 19,675 18,610 23,245 23,500 259 4
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -120)
-225 -225 255 -150 -150 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 15.7 5.1 83.7 79.2 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 3 13 13 17 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,286
COMMITMENTS
325 165 2,600 48,888 49,511 51,813 52,276 473 10
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 297)
0 -355 80 220 570 300 295 -3 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 5.0 93.5 94.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 20 16 24 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,891
COMMITMENTS
1,075 895 2,435 48,143 48,561 51,653 51,891 238 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 375)
475 20 -220 120 575 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.7 4.7 92.8 93.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 22 18 26 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,191
COMMITMENTS
9,409 10,781 3,127 100,380 99,203 112,916 113,111 275 80
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 850)
-205 849 -144 1,200 145 851 850 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.5 2.8 88.7 87.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 9 35 31 47 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,134
COMMITMENTS
11,229 15,243 2,447 114,121 110,364 127,797 128,054 337 80
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 875)
-205 925 -175 1,255 125 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.9 1.9 89.1 86.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 7 7 40 36 49 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 301,441
COMMITMENTS
20,795 25,954 34,443 245,482 241,015 300,720 301,412 721 29
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,225)
-1,522 -1,360 1,308 1,417 1,383 1,203 1,330 22 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.6 11.4 81.4 80.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 13 25 43 43 77 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,517
COMMITMENTS
6,164 255 650 24,570 30,612 31,384 31,517 133 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -70)
-250 -25 155 25 -200 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.8 2.1 78.0 97.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 2 21 10 25 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,377
COMMITMENTS
5,680 1,535 765 23,777 28,077 30,222 30,377 155 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -50)
-250 -25 175 25 -200 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 5.1 2.5 78.3 92.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 3 20 9 25 13
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,661
COMMITMENTS
53 74 215 2,650 2,598 2,918 2,887 743 774
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 209)
-15 20 36 129 123 150 179 59 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 5.9 72.4 71.0 79.7 78.9 20.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 18 18 21 21
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,757
COMMITMENTS
3,870 2,458 755 31,852 33,365 36,477 36,578 280 179
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 252)
240 145 -98 50 205 192 252 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.7 2.1 86.7 90.8 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 4 33 33 40 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,855
COMMITMENTS
1,208 225 121 14,308 14,951 15,637 15,297 218 558
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 370)
-30 225 40 360 105 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.4 0.8 90.2 94.3 98.6 96.5 1.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 21 25 26 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,650
COMMITMENTS
281 129 278 9,335 10,000 9,894 10,407 756 243
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 345)
-43 -25 53 335 315 345 343 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.2 2.6 87.7 93.9 92.9 97.7 7.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 5 31 35 37 40
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,467
COMMITMENTS
348 937 327 19,739 18,987 20,414 20,251 53 216
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,177)
57 0 3 1,112 1,154 1,172 1,157 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.6 1.6 96.4 92.8 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 5 2 24 30 28 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 66,112
COMMITMENTS
2,917 4,611 3,710 58,988 57,286 65,615 65,607 497 505
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,123)
122 58 53 1,052 1,104 1,227 1,215 -104 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.0 5.6 89.2 86.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
16 17 23 54 57 82 88
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,898
COMMITMENTS
140 44 134 1,063 1,309 1,337 1,487 561 411
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.3 7.1 56.0 69.0 70.4 78.3 29.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 4 11 14 15 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,833
COMMITMENTS
3,335 0 0 25,363 28,782 28,698 28,782 135 51
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -4,820)
-250 0 0 -4,705 -4,860 -4,955 -4,860 135 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.0 88.0 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 20 24 20
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,900
COMMITMENTS
1,920 255 865 9,115 10,780 11,900 11,900 0 0
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 945)
-150 120 -5 1,100 830 945 945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.1 7.3 76.6 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 18 23 21 26
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 214,283
COMMITMENTS
0 0 0 200,100 200,272 200,100 200,272 14,183 14,011
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 629)
0 0 0 1,054 689 1,054 689 -425 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 93.5 93.4 93.5 6.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,208
COMMITMENTS
3,025 1,537 2,949 7,193 11,786 13,167 16,272 4,041 936
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -366)
-1,040 873 773 -1,001 -1,207 -1,268 439 902 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 8.9 17.1 41.8 68.5 76.5 94.6 23.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 7 9 13 17 20
Updated November 23, 2018