CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 72,263
COMMITMENTS
14,281 13,101 6,357 51,594 52,797 72,231 72,255 32 8
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 6,700)
1,419 1,624 3,743 1,538 1,333 6,699 6,700 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 18.1 8.8 71.4 73.1 100.0 100.0 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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,129
COMMITMENTS
3,970 17,338 200 26,959 13,591 31,129 31,129 0 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,098)
400 800 0 698 298 1,098 1,098 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 55.7 0.6 86.6 43.7 100.0 100.0 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,945
COMMITMENTS
6,920 6,947 0 24,025 23,998 30,945 30,945 0 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -2,300)
200 325 0 -2,500 -2,625 -2,300 -2,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 22.4 0.0 77.6 77.6 100.0 100.0 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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,978
COMMITMENTS
7,052 3,179 937 14,988 18,861 22,978 22,978 0 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,070)
1,172 244 7 -110 819 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 13.8 4.1 65.2 82.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 3 12 13 21 21
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,832
COMMITMENTS
14,309 5,263 0 17,523 26,569 31,832 31,832 0 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -2,088)
450 0 0 -2,538 -2,088 -2,088 -2,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 16.5 0.0 55.0 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 0 10 4 16 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,570
COMMITMENTS
8,930 19,100 0 21,640 11,470 30,570 30,570 0 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 -400 0 0 400 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 62.5 0.0 70.8 37.5 100.0 100.0 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,609
COMMITMENTS
3,333 3,042 692 39,584 39,875 43,609 43,609 0 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 6)
0 0 0 6 6 6 6 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,650
COMMITMENTS
5,004 200 3,752 23,820 28,598 32,576 32,550 74 100
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,041)
279 0 -187 949 1,228 1,041 1,041 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.6 11.5 73.0 87.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 1 5 26 26 33 31
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,865
COMMITMENTS
292 9,264 698 23,368 14,724 24,358 24,686 507 179
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 98)
12 -125 -12 83 235 83 98 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 37.3 2.8 94.0 59.2 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 24 15 29 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,390,652
COMMITMENTS
347,649 54,799 539,087 4464692 4783522 5351428 5377408 39,224 13,244
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,563)
-4,943 -9,624 21,553 -10,843 -6,830 5,767 5,099 -3,204 -2,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.0 10.0 82.8 88.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
55 18 64 149 124 225 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,199,281
COMMITMENTS
79,912 137,117 518,438 573,090 529,743 1171440 1185298 27,841 13,982
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -328,550)
-5,246 -9,617 -211,766 -134,757 -117,069 -351,769 -338,452 23,219 9,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.4 43.2 47.8 44.2 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 15 20 56 53 81 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,332
COMMITMENTS
416 5,006 0 257,390 257,244 257,806 262,250 10,526 6,082
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,529)
-103 -825 -30 -1,541 -1,536 -1,674 -2,391 145 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 0.0 95.9 95.9 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 28 26 29 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,540
COMMITMENTS
10,632 0 49 121,697 127,354 132,378 127,403 4,162 9,137
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,554)
2,481 0 49 459 2,880 2,989 2,929 -435 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 89.1 93.3 97.0 93.3 3.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 0 1 31 26 36 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,556
COMMITMENTS
3,141 0 1,639 294,861 303,229 299,641 304,868 10,915 5,688
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,650)
1,262 0 754 800 1,713 2,816 2,467 -1,166 -817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.5 94.9 97.6 96.5 98.2 3.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 3 29 33 34 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 819,456
COMMITMENTS
5,546 6,642 10,405 792,524 798,324 808,475 815,371 10,981 4,085
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,919)
46 -590 683 -2,800 -2,012 -2,071 -1,919 152 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 1.3 96.7 97.4 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 40 23 45 27
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 424,645
COMMITMENTS
0 1,799 0 410,469 415,593 410,469 417,392 14,176 7,253
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 5,332)
-279 -124 0 4,559 4,997 4,280 4,873 1,052 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.7 97.9 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 2 0 42 42 42 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 547,853
COMMITMENTS
7,397 837 518 529,306 542,347 537,221 543,702 10,632 4,151
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,364)
4,289 -93 -31 -317 3,891 3,941 3,767 -577 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.1 96.6 99.0 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 1 2 42 45 50 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,329
COMMITMENTS
0 1,046 1 297,819 298,669 297,820 299,716 6,509 4,613
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 8,431)
0 297 -62 9,672 11,647 9,610 11,882 -1,179 -3,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 97.9 98.1 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 2 1 39 36 40 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,811
COMMITMENTS
147 0 744 102,784 105,218 103,675 105,962 6,136 3,849
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 508)
-351 0 152 -47 342 -246 494 754 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 93.6 95.8 94.4 96.5 5.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 24 23 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,494
COMMITMENTS
0 700 0 44,372 44,430 44,372 45,130 2,122 1,364
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,488)
0 310 0 1,145 1,270 1,145 1,580 343 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 95.4 95.6 95.4 97.1 4.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 21 17 21 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,179
COMMITMENTS
150 0 839 243,168 244,835 244,157 245,674 7,022 5,505
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,179)
-62 0 0 1,981 1,934 1,919 1,934 260 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 96.8 97.5 97.2 97.8 2.8 2.2
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 158,943
COMMITMENTS
0 1,712 0 151,415 151,702 151,415 153,414 7,528 5,529
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,634)
0 0 0 2,358 3,704 2,358 3,704 276 -1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 95.3 95.4 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 27 21 27 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,112
COMMITMENTS
0 1,712 0 236,283 235,846 236,283 237,558 2,829 1,554
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -2,601)
0 1,712 0 -2,601 -3,457 -2,601 -1,745 0 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.8 98.6 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 20 17 20 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,758
COMMITMENTS
2,473 589 0 22,189 23,899 24,662 24,488 1,096 1,270
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,719)
403 217 0 4,266 4,371 4,669 4,588 -950 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.3 0.0 86.1 92.8 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 22 23 24 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 561,991
COMMITMENTS
12,870 8,038 1,095 536,572 547,448 550,537 556,581 11,454 5,410
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -5,407)
-2,709 -360 -155 -3,300 -2,329 -6,164 -2,844 757 -2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 0.2 95.5 97.4 98.0 99.0 2.0 1.0
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,678
COMMITMENTS
0 2,561 912 208,691 204,906 209,603 208,379 6,075 7,299
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -4,237)
0 -141 -163 -3,606 -3,675 -3,769 -3,979 -468 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.4 96.8 95.0 97.2 96.6 2.8 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,689
COMMITMENTS
0 457 0 30,987 31,715 30,987 32,172 1,702 517
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 217)
0 62 0 434 155 434 217 -217 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 94.8 97.0 94.8 98.4 5.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 13 13 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,686
COMMITMENTS
0 430 136 70,635 68,022 70,771 68,588 2,915 5,098
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 687)
0 430 136 702 -126 838 440 -151 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 95.9 92.3 96.0 93.1 4.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 23 20 24 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,541
COMMITMENTS
12,220 2,704 0 191,290 201,475 203,510 204,179 4,031 3,362
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 8,798)
7,998 1,736 0 645 6,864 8,643 8,600 155 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.3 0.0 92.2 97.1 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 2 0 31 36 37 38
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,566
COMMITMENTS
16,170 24,874 3,188 191,607 184,867 210,965 212,929 3,601 1,637
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 9,672)
4,808 -1,084 3,128 1,756 8,105 9,692 10,149 -20 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 11.6 1.5 89.3 86.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 7 3 40 37 47 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,868
COMMITMENTS
1,781 248 0 201,085 203,134 202,866 203,382 2,002 1,486
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,573)
1,271 0 0 1,023 2,387 2,294 2,387 279 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.0 98.2 99.2 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 0 26 23 28 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 30,006
COMMITMENTS
0 0 0 28,732 29,422 28,732 29,422 1,274 584
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,015)
0 0 0 2,075 1,581 2,075 1,581 -60 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 98.1 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 15 14 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 281,816
COMMITMENTS
928 0 642 277,004 270,731 278,574 271,373 3,242 10,443
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,880)
0 0 0 5,089 3,979 5,089 3,979 -3,209 -2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 98.3 96.1 98.8 96.3 1.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 0 1 36 39 37 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,686
COMMITMENTS
0 0 0 95,806 95,894 95,806 95,894 880 792
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 62)
0 0 0 -31 62 -31 62 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 19 14 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,259
COMMITMENTS
293 0 600 104,690 105,670 105,583 106,270 13,676 12,989
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 583)
-31 0 0 276 279 245 279 338 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 87.8 88.6 88.5 89.1 11.5 10.9
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,422
COMMITMENTS
912 0 222 205,686 207,964 206,820 208,186 5,602 4,236
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -223)
0 0 0 -167 -130 -167 -130 -56 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 96.8 97.9 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 21 29 22 30
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,768
COMMITMENTS
0 3 214 43,446 46,003 43,660 46,220 6,108 3,548
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.4 87.3 92.4 87.7 92.9 12.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 16 13 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,763
COMMITMENTS
0 0 0 193,458 201,589 193,458 201,589 14,305 6,174
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2,180)
0 0 0 1,997 2,197 1,997 2,197 183 -17
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: 31)
0 0 0 24 19 24 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,466
COMMITMENTS
248 0 0 74,722 81,712 74,970 81,712 8,496 1,754
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 341)
248 0 0 -543 -387 -295 -387 636 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 89.5 97.9 89.8 97.9 10.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 21 22 21
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,168
COMMITMENTS
1,646 0 0 42,078 44,168 43,724 44,168 444 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 4,143)
896 0 0 3,306 4,143 4,202 4,143 -59 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 95.3 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 11 16 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,481
COMMITMENTS
5,240 0 0 173,349 176,093 178,589 176,093 3,892 6,388
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,640)
735 0 0 856 1,324 1,591 1,324 49 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 95.0 96.5 97.9 96.5 2.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 20 18 22 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,574
COMMITMENTS
248 64 286 150,257 154,858 150,791 155,208 10,783 6,366
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -3,803)
-253 64 -677 -3,774 -1,878 -4,704 -2,491 901 -1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.2 93.0 95.8 93.3 96.1 6.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 33 31 35 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,027
COMMITMENTS
0 0 0 45,033 45,785 45,033 45,785 994 242
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,147)
0 0 0 1,267 1,209 1,267 1,209 -120 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.5 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 17 21 17 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 239,742
COMMITMENTS
0 2,304 738 229,307 233,851 230,045 236,893 9,697 2,849
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 3,773)
0 495 145 3,468 3,060 3,613 3,700 160 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.3 95.6 97.5 96.0 98.8 4.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 2 1 34 33 35 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 154,621
COMMITMENTS
0 1,467 1,085 151,514 150,849 152,599 153,401 2,022 1,220
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -224)
0 638 -346 1,027 933 681 1,225 -905 -1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.7 98.0 97.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 27 31 29 33
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 28,695
COMMITMENTS
403 0 0 26,857 25,962 27,260 25,962 1,435 2,733
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,116)
403 0 0 402 1,023 805 1,023 311 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.6 90.5 95.0 90.5 5.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 11 16 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 132,996
COMMITMENTS
0 0 0 127,876 128,938 127,876 128,938 5,120 4,058
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 403)
0 0 0 580 825 580 825 -177 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 96.9 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 21 28 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,665
COMMITMENTS
404 0 258 58,166 59,330 58,828 59,588 4,837 4,077
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 214)
0 0 0 214 90 214 90 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 91.4 93.2 92.4 93.6 7.6 6.4
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 52,461
COMMITMENTS
1,488 0 0 48,001 51,087 49,489 51,087 2,972 1,374
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,507)
93 0 0 1,352 589 1,445 589 62 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 91.5 97.4 94.3 97.4 5.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 14 16 17 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 214,998
COMMITMENTS
0 0 0 194,579 213,176 194,579 213,176 20,419 1,822
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,187)
0 0 0 1,117 760 1,117 760 70 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 99.2 90.5 99.2 9.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 19 27 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 116,276
COMMITMENTS
8,553 8,774 1,032 99,201 104,442 108,786 114,248 7,490 2,028
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,905)
394 0 0 1,356 1,874 1,750 1,874 155 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 7.5 0.9 85.3 89.8 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 191,871
COMMITMENTS
0 0 0 187,561 189,016 187,561 189,016 4,310 2,855
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 810)
0 0 0 473 229 473 229 337 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.5 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 16 18 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 54,071
COMMITMENTS
8,334 1,339 8,649 36,108 43,651 53,091 53,640 979 431
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,107)
-387 -187 -142 -579 -737 -1,108 -1,066 1 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.5 16.0 66.8 80.7 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 9 15 31 32 47 49
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,661
COMMITMENTS
7,071 1,130 553 37,967 43,977 45,591 45,660 70 1
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 67)
126 55 26 -85 -14 67 67 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.5 1.2 83.2 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 3 4 21 25 28 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,663
COMMITMENTS
5,575 215 125 18,834 24,283 24,534 24,623 129 40
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 270)
425 15 0 -155 255 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.9 0.5 76.4 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 152,455
COMMITMENTS
4,552 4,677 5,283 142,358 142,188 152,193 152,148 262 307
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,215)
-555 105 230 -911 -1,575 -1,236 -1,240 21 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.1 3.5 93.4 93.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 5 6 36 35 47 42
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,940
COMMITMENTS
592 4,900 1,072 43,211 38,922 44,875 44,895 65 45
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 52)
115 -184 -121 53 356 47 52 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.9 2.4 96.2 86.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 3 5 17 19 27 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,340
COMMITMENTS
150 150 50 27,098 27,140 27,298 27,340 42 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -75)
0 -100 50 -127 -25 -77 -75 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.2 99.1 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 11 13 13 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 46,626
COMMITMENTS
2,035 700 280 44,141 45,546 46,456 46,526 170 100
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 180)
0 0 0 185 180 185 180 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.5 0.6 94.7 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,868
COMMITMENTS
13,058 1,330 575 57,801 69,956 71,434 71,861 434 7
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 71)
-247 0 45 271 24 69 69 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 1.9 0.8 80.4 97.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 3 31 29 38 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,089
COMMITMENTS
5,147 120 1,340 72,320 77,083 78,807 78,543 282 546
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,864
COMMITMENTS
6,871 120 800 103,859 110,378 111,530 111,298 334 566
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -175)
-150 0 0 -25 -175 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.1 0.7 92.8 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,820
COMMITMENTS
345 80 150 40,205 40,460 40,700 40,690 120 130
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 25)
-50 50 50 25 -75 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.4 98.5 99.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 18 27 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,460
COMMITMENTS
536 0 170 26,714 27,252 27,420 27,422 40 38
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 214)
4 0 0 210 214 214 214 0 0
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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.5 0.0 87.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 14 9 17 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 57,074
COMMITMENTS
4,766 2,594 3,084 48,915 51,375 56,765 57,053 309 21
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,404)
-290 75 49 1,644 1,331 1,403 1,455 1 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.5 5.4 85.7 90.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 3 8 30 29 42 38
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.7 11.1 76.6 77.0 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,103
COMMITMENTS
655 100 120 52,303 52,693 53,078 52,913 25 190
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -50)
0 100 0 -50 -150 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.2 98.5 99.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 23 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,719
COMMITMENTS
2,126 315 315 40,738 43,084 43,179 43,714 540 5
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 15)
26 45 -25 -46 -5 -45 15 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 0.7 93.2 98.5 98.8 100.0 1.2 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,815
COMMITMENTS
4,753 300 100 64,269 68,737 69,122 69,137 693 678
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,270)
180 0 -75 1,165 1,345 1,270 1,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.4 0.1 92.1 98.5 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,377
COMMITMENTS
5,376 1,800 175 68,033 72,062 73,584 74,037 793 340
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 255)
30 0 -50 275 305 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.4 0.2 91.5 96.9 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 91,851
COMMITMENTS
45 3,312 5 91,672 88,503 91,722 91,820 129 31
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 365)
0 492 0 375 -148 375 344 -10 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.8 96.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 27 26 28 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 120,863
COMMITMENTS
1,290 4,181 938 118,251 115,698 120,479 120,816 384 47
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 288)
1 1,088 -190 488 -533 299 366 -11 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.5 0.8 97.8 95.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 6 6 25 31 35 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,920
COMMITMENTS
0 700 225 51,695 50,995 51,920 51,920 0 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 405)
-25 25 -25 455 405 405 405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 99.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 6 3 17 16 20 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 49,686
COMMITMENTS
1,050 1,370 790 46,926 47,404 48,766 49,564 920 122
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -990)
0 200 -115 -885 -1,041 -1,000 -956 10 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.8 1.6 94.4 95.4 98.1 99.8 1.9 0.2
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 58,629
COMMITMENTS
22,900 1,706 320 34,739 56,558 57,959 58,584 670 45
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 965)
1,145 50 -135 -58 1,131 952 1,046 13 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 2.9 0.5 59.3 96.5 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 2 23 25 29 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,511
COMMITMENTS
180 0 300 35,805 36,123 36,285 36,423 226 88
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 803)
0 0 0 803 783 803 783 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 98.1 98.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 15 16 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,649
COMMITMENTS
0 410 0 33,369 33,199 33,369 33,609 280 40
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,060)
0 0 0 1,055 1,055 1,055 1,055 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.2 98.7 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,737
COMMITMENTS
142 810 450 33,959 33,342 34,551 34,602 186 135
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 395)
0 0 0 389 400 389 400 6 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.3 1.3 97.8 96.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 23 21 26 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,637
COMMITMENTS
310 0 465 22,514 22,976 23,289 23,441 348 196
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -10 -9 -10 -9 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 2.0 95.2 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 46,087
COMMITMENTS
400 1,419 1,108 44,528 43,538 46,036 46,065 51 22
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 425)
-15 112 82 353 226 420 420 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.1 2.4 96.6 94.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 4 26 25 33 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,662
COMMITMENTS
1,270 265 130 38,082 39,257 39,482 39,652 180 10
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 294)
-20 -20 0 314 314 294 294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.7 0.3 96.0 99.0 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,190
COMMITMENTS
2,220 0 75 16,685 19,109 18,980 19,184 210 6
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 25)
-150 0 75 100 -50 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.4 86.9 99.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 12 17 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,386
COMMITMENTS
4,251 550 530 15,590 19,306 20,371 20,386 15 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 106)
50 0 0 56 106 106 106 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 2.7 2.6 76.5 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,754
COMMITMENTS
3,604 1,275 580 16,500 18,899 20,684 20,754 70 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 114)
50 0 0 64 114 114 114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 6.1 2.8 79.5 91.1 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 384,709
COMMITMENTS
786 25,425 42,893 340,989 316,391 384,668 384,709 41 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -10,941)
225 -965 -791 -10,375 -9,185 -10,941 -10,941 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.6 11.1 88.6 82.2 100.0 100.0 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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,202
COMMITMENTS
3,005 3,055 1,205 21,707 21,933 25,917 26,193 285 9
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 38)
0 -600 50 -12 588 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.7 4.6 82.8 83.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 4 13 15 18 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,542
COMMITMENTS
2,360 3,080 1,260 19,663 19,198 23,283 23,538 259 4
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 38)
0 -600 50 -12 588 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.1 5.4 83.5 81.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 4 13 13 18 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,113
COMMITMENTS
325 215 2,600 48,707 49,290 51,632 52,105 481 8
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -173)
0 50 0 -181 -221 -181 -171 8 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 5.0 93.5 94.6 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 20 17 24 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,566
COMMITMENTS
1,025 895 2,335 47,968 48,336 51,328 51,566 238 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -325)
-50 0 -100 -175 -225 -325 -325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.7 4.5 93.0 93.7 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,727
COMMITMENTS
9,009 10,782 3,156 102,286 100,709 114,451 114,647 276 80
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,536)
-400 1 29 1,906 1,506 1,535 1,536 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.4 2.8 89.2 87.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 4 9 35 31 46 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,319
COMMITMENTS
10,579 15,318 2,527 114,876 110,394 127,982 128,239 337 80
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 185)
-650 75 80 755 30 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.9 2.0 89.5 86.0 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 300,759
COMMITMENTS
19,754 28,346 32,662 247,601 239,692 300,016 300,699 743 59
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -683)
-1,041 2,392 -1,782 2,119 -1,324 -704 -713 21 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.4 10.9 82.3 79.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 14 25 43 43 75 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,692
COMMITMENTS
6,164 255 650 24,745 30,787 31,559 31,692 133 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.8 2.1 78.1 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,572
COMMITMENTS
5,680 1,535 765 23,972 28,272 30,417 30,572 155 0
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 195)
0 0 0 195 195 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 5.0 2.5 78.4 92.5 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,663
COMMITMENTS
44 120 193 2,651 2,551 2,888 2,864 775 799
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 2)
-9 46 -22 1 -47 -30 -23 32 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.3 5.3 72.4 69.6 78.8 78.2 21.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 18 18 21 21
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,206
COMMITMENTS
3,955 2,457 721 32,250 33,849 36,926 37,027 280 179
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 449)
85 -1 -34 398 484 449 449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.6 1.9 86.7 91.0 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,119
COMMITMENTS
1,173 225 141 14,587 15,195 15,901 15,561 218 558
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 264)
-35 0 20 279 244 264 264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.4 0.9 90.5 94.3 98.6 96.5 1.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 20 25 24 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,907
COMMITMENTS
281 129 323 9,540 10,220 10,144 10,672 763 235
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 257)
0 0 45 205 220 250 265 7 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.2 3.0 87.5 93.7 93.0 97.8 7.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 5 32 35 38 40
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,223
COMMITMENTS
238 977 259 20,565 19,740 21,062 20,976 161 247
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 756)
-110 40 -68 826 753 648 725 108 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.6 1.2 96.9 93.0 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 6 2 25 32 28 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 67,191
COMMITMENTS
3,228 4,148 3,788 59,662 58,753 66,678 66,689 513 502
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,079)
310 -463 78 674 1,467 1,063 1,082 16 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.2 5.6 88.8 87.4 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 15 23 55 59 83 90
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,858
COMMITMENTS
122 44 118 1,118 1,214 1,358 1,376 500 482
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -40)
-18 0 -16 55 -95 21 -111 -61 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.4 6.4 60.2 65.3 73.1 74.1 26.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 4 13 15 17 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 29,923
COMMITMENTS
3,770 0 0 25,958 29,812 29,728 29,812 195 111
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 1,090)
435 0 0 595 1,030 1,030 1,030 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 0.0 86.7 99.6 99.3 99.6 0.7 0.4
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,395
COMMITMENTS
2,480 345 145 7,590 9,845 10,215 10,335 180 60
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -1,505)
560 90 -720 -1,525 -935 -1,685 -1,565 180 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 3.3 1.4 73.0 94.7 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 10 15 11
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 202,429
COMMITMENTS
0 0 0 187,437 189,880 187,437 189,880 14,992 12,549
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -11,854)
0 0 0 -12,663 -10,392 -12,663 -10,392 809 -1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 93.8 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,438
COMMITMENTS
2,500 1,970 3,254 7,703 11,111 13,457 16,335 3,981 1,103
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 230)
-525 433 305 510 -675 290 63 -60 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 11.3 18.7 44.2 63.7 77.2 93.7 22.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 7 10 13 18 20
Updated November 30, 2018