CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 46,223
COMMITMENTS
11,729 10,185 1,050 33,429 34,988 46,208 46,223 15 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -28,014)
-1,792 -1,400 -8,185 -18,014 -18,421 -27,991 -28,006 -23 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 22.0 2.3 72.3 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 2 1 16 13 25 16
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,496
COMMITMENTS
4,994 24,256 800 36,702 17,440 42,496 42,496 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -225)
-25 -100 0 -200 -125 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 57.1 1.9 86.4 41.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 7 1 9 7 13 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,091
COMMITMENTS
7,611 36,223 75 39,405 10,793 47,091 47,091 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 25)
0 -212 25 0 212 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 76.9 0.2 83.7 22.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 10 1 12 7 15 17
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 30,756
COMMITMENTS
3,970 18,381 200 26,586 12,175 30,756 30,756 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -8)
0 0 0 -8 -8 -8 -8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 59.8 0.7 86.4 39.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 2 7 10 14 16
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,995
COMMITMENTS
6,820 7,847 0 25,175 24,148 31,995 31,995 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 24.5 0.0 78.7 75.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 10 4 15 8
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 30,486
COMMITMENTS
11,627 8,583 934 17,925 20,969 30,486 30,486 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,092)
-10 376 -509 -573 -959 -1,092 -1,092 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 28.2 3.1 58.8 68.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 3 13 12 23 21
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 31,137
COMMITMENTS
13,809 4,963 0 17,328 26,174 31,137 31,137 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -1 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 15.9 0.0 55.7 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 9 4 15 7
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,870
COMMITMENTS
8,280 21,287 0 23,590 10,583 31,870 31,870 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 87 0 0 -87 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 66.8 0.0 74.0 33.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 0 8 5 12 11
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,664
COMMITMENTS
3,950 446 0 30,714 34,218 34,664 34,664 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -25,981)
-400 -2,896 -20 -25,561 -23,065 -25,981 -25,981 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.3 0.0 88.6 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 13 7 16 9
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,569
COMMITMENTS
5,893 0 3,615 23,871 29,699 33,379 33,314 190 255
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,157)
253 0 344 552 813 1,149 1,157 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 10.8 71.1 88.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 0 4 23 22 29 26
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,969
COMMITMENTS
825 8,183 1,610 28,600 22,015 31,035 31,808 934 161
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,361)
0 397 68 2,053 1,896 2,121 2,361 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 25.6 5.0 89.5 68.9 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 27 16 33 21
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,984,605
COMMITMENTS
230,209 59,657 534,877 4178237 4381374 4943323 4975908 41,282 8,697
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -270,223)
-8,366 -2,422 -33,908 -230,901 -235,191 -273,175 -271,521 2,952 1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 10.7 83.8 87.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
31 27 47 136 109 190 161
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 850,607
COMMITMENTS
44,671 63,599 336,939 467,121 447,409 848,731 847,947 1,876 2,660
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -311,743)
-12,505 -8,915 -201,242 -97,855 -101,336 -311,602 -311,493 -141 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.5 39.6 54.9 52.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 13 20 51 50 75 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,522
COMMITMENTS
0 5,006 0 250,502 249,858 250,502 254,864 10,020 5,658
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,225)
0 0 0 2,335 2,204 2,335 2,204 -110 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 96.2 95.9 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 28 25 28 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,426
COMMITMENTS
8,202 0 31 121,215 126,647 129,448 126,678 5,978 8,748
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 373)
276 0 -28 -24 345 224 317 149 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 89.5 93.5 95.6 93.5 4.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 1 30 24 35 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,566
COMMITMENTS
701 0 0 279,614 289,718 280,315 289,718 16,251 6,848
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,305)
-427 0 0 1,595 1,492 1,168 1,492 137 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.3 97.7 94.5 97.7 5.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 0 28 27 30 27
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 791,841
COMMITMENTS
6,971 6,518 10,642 765,197 773,072 782,810 790,232 9,031 1,609
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 38)
28 0 -140 150 178 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 1.3 96.6 97.6 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 4 39 22 45 26
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 412,904
COMMITMENTS
1,237 0 31 394,755 409,187 396,023 409,218 16,881 3,686
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,243)
-930 0 0 2,850 2,163 1,920 2,163 323 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 95.6 99.1 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 0 1 43 45 45 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 551,769
COMMITMENTS
11,592 716 248 529,400 546,215 541,240 547,179 10,529 4,590
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 7,534)
2,063 0 96 5,244 7,156 7,403 7,252 131 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 0.0 95.9 99.0 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 1 3 40 42 46 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,563
COMMITMENTS
0 0 0 308,628 312,573 308,628 312,573 7,935 3,990
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 749)
0 0 0 962 966 962 966 -213 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.7 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 0 0 36 33 36 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,493
COMMITMENTS
242 967 820 105,100 106,104 106,162 107,891 6,331 4,602
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 604)
-295 402 40 707 131 452 573 152 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.7 93.4 94.3 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 23 21 25 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,438
COMMITMENTS
682 310 0 41,642 43,993 42,324 44,303 3,114 1,135
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 186)
-279 0 0 248 217 -31 217 217 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 0.0 91.6 96.8 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 21 16 22 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,438
COMMITMENTS
652 0 570 243,270 246,141 244,492 246,711 5,946 3,727
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 991 1,106 991 1,106 509 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 97.1 98.3 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 25 27 26 28
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 158,588
COMMITMENTS
0 1,712 0 149,558 150,942 149,558 152,654 9,030 5,934
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 124)
0 0 0 248 124 248 124 -124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 94.3 95.2 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 25 21 25 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,189
COMMITMENTS
0 0 0 228,149 229,725 228,149 229,725 3,040 1,464
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,510)
0 0 0 1,623 2,727 1,623 2,727 887 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.4 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 19 19 19 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,518
COMMITMENTS
465 589 0 27,433 27,495 27,898 28,084 620 434
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 279)
0 -62 0 403 -31 403 -93 -124 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 0.0 96.2 96.4 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 20 18 21 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 555,663
COMMITMENTS
12,289 7,950 1,122 535,391 541,550 548,802 550,622 6,861 5,041
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,888)
-454 3,348 183 6,860 979 6,589 4,510 -3,701 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.4 0.2 96.4 97.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 2 1 57 48 63 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,622
COMMITMENTS
0 1,613 119 194,090 191,542 194,209 193,274 6,413 7,348
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,397)
0 -477 -581 3,298 4,176 2,717 3,118 680 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 96.7 95.5 96.8 96.3 3.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 1 27 28 28 32
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,256
COMMITMENTS
0 527 31 30,932 30,997 30,963 31,555 1,293 701
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 31 0 0 0 0 31 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.1 95.9 96.1 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 13 12 14 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,635
COMMITMENTS
0 0 0 66,939 65,849 66,939 65,849 3,696 4,786
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -29)
0 -228 -12 -247 88 -259 -152 230 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 93.2 94.8 93.2 5.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,361
COMMITMENTS
15,289 2,580 0 183,458 193,617 198,747 196,197 614 3,164
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 6,247)
2,232 1,736 0 4,133 5,023 6,365 6,759 -118 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.3 0.0 92.0 97.1 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 4 0 34 34 42 38
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,423
COMMITMENTS
22,940 5,556 403 165,713 185,112 189,056 191,071 3,367 1,352
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 6,448)
1,519 2,604 31 5,301 3,813 6,851 6,448 -403 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.9 0.2 86.1 96.2 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
8 5 2 47 45 55 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,356
COMMITMENTS
1,488 534 217 200,212 201,348 201,917 202,099 1,439 1,257
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -290)
-31 31 217 -476 -600 -290 -352 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.1 98.5 99.0 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 27 28 30 31
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,349
COMMITMENTS
0 0 0 25,930 27,357 25,930 27,357 2,419 992
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -93 0 -93 0 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 96.5 91.5 96.5 8.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 12 11 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 288,045
COMMITMENTS
0 4,111 533 281,727 273,465 282,260 278,109 5,785 9,936
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,719)
0 1,101 0 3,474 2,522 3,474 3,623 245 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.2 97.8 94.9 98.0 96.6 2.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 2 1 36 34 37 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,996
COMMITMENTS
0 0 0 113,134 113,314 113,134 113,314 862 682
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -155 -31 -155 -31 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 13 19 13 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,631
COMMITMENTS
1,420 425 684 104,547 105,594 106,651 106,703 9,980 9,928
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 690)
-60 0 336 1,452 2,161 1,728 2,497 -1,038 -1,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.6 89.6 90.5 91.4 91.5 8.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 18 22 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,505
COMMITMENTS
0 530 28 210,294 211,222 210,322 211,780 6,183 4,725
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,644)
0 -62 0 3,644 3,706 3,644 3,644 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.1 97.6 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 22 28 23 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,673
COMMITMENTS
0 0 0 200,310 201,823 200,310 201,823 6,363 4,850
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 658)
0 0 0 568 487 568 487 90 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 97.7 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 20 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,165
COMMITMENTS
0 0 0 73,090 72,378 73,090 72,378 6,075 6,787
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 12)
0 0 0 12 12 12 12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 91.4 92.3 91.4 7.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 20 20 20
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,061
COMMITMENTS
1,519 0 0 38,984 40,813 40,503 40,813 558 248
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 94.9 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 12 11 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,306
COMMITMENTS
4,958 0 31 166,681 168,929 171,670 168,960 2,636 5,346
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 253)
112 -220 -28 231 98 315 -150 -62 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 95.6 96.9 98.5 96.9 1.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 19 19 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,328
COMMITMENTS
0 0 0 155,384 154,310 155,384 154,310 9,944 11,018
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -425)
0 0 0 -377 -1,720 -377 -1,720 -48 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 93.3 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 31 27 31 27
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,141
COMMITMENTS
0 0 0 52,037 51,371 52,037 51,371 1,104 1,770
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 372)
0 0 0 186 310 186 310 186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 96.7 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 18 16 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 242,479
COMMITMENTS
1,472 373 809 235,141 238,604 237,422 239,786 5,057 2,693
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,447)
368 373 147 3,294 2,995 3,809 3,515 -362 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.3 97.0 98.4 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 1 36 36 37 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 149,824
COMMITMENTS
0 4,027 693 146,332 142,304 147,025 147,024 2,799 2,800
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,343)
0 -27 27 1,222 1,405 1,249 1,405 94 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.5 97.7 95.0 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 25 28 27 30
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,876
COMMITMENTS
620 0 0 27,687 27,288 28,307 27,288 1,569 2,588
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 372)
155 0 0 217 310 372 310 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 92.7 91.3 94.7 91.3 5.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 10 14 10
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 142,044
COMMITMENTS
0 0 0 135,610 137,900 135,610 137,900 6,434 4,144
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 124 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 97.1 95.5 97.1 4.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 20 27 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,220
COMMITMENTS
1,070 0 29 55,072 58,750 56,171 58,779 6,049 3,441
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -92)
0 0 0 -92 -92 -92 -92 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 88.5 94.4 90.3 94.5 9.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 14 15 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 47,134
COMMITMENTS
589 0 0 43,223 44,743 43,812 44,743 3,322 2,391
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 341)
93 0 0 -124 527 -31 527 372 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 91.7 94.9 93.0 94.9 7.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 16 15 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 252,914
COMMITMENTS
0 0 0 231,773 250,920 231,773 250,920 21,141 1,994
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,932)
0 -247 -797 1,873 2,515 1,076 1,471 856 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 99.2 91.6 99.2 8.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 28 18 28 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 108,914
COMMITMENTS
4,804 8,774 1,183 97,325 95,624 103,312 105,581 5,602 3,333
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -68)
-366 0 0 360 -1,590 -6 -1,590 -62 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.1 1.1 89.4 87.8 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 21 16 22 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 183,573
COMMITMENTS
0 0 0 181,361 180,176 181,361 180,176 2,212 3,397
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -260)
0 0 0 -260 -260 -260 -260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 98.1 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 17 19 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 41,246
COMMITMENTS
7,326 1,055 5,223 27,783 34,566 40,331 40,844 915 402
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -3,468)
-282 199 -1,083 -2,121 -2,595 -3,486 -3,479 18 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.6 12.7 67.4 83.8 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 6 14 29 30 45 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,577
COMMITMENTS
6,486 1,030 372 36,509 42,175 43,367 43,577 210 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 57)
-244 0 39 112 18 -93 57 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 2.4 0.9 83.8 96.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 4 3 21 23 28 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,703
COMMITMENTS
5,000 140 0 18,279 23,018 23,279 23,158 424 545
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50)
-175 0 0 -65 -475 -240 -475 290 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 0.6 0.0 77.1 97.1 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 0 14 18 19 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 146,157
COMMITMENTS
3,873 3,489 5,528 136,236 136,902 145,637 145,919 520 238
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -642)
-525 3 175 -558 -820 -908 -642 266 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 3.8 93.2 93.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 5 37 37 45 42
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,997
COMMITMENTS
475 5,739 749 45,708 40,494 46,932 46,982 65 15
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,077)
-25 219 2 1,115 856 1,092 1,077 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 12.2 1.6 97.3 86.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 4 16 21 24 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,334
COMMITMENTS
158 0 42 27,112 27,292 27,312 27,334 22 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 99.2 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 10 13 12 14
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 50,918
COMMITMENTS
3,975 650 120 46,643 50,018 50,738 50,788 180 130
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 26)
0 0 0 15 26 15 26 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.3 0.2 91.6 98.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 27 28 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 73,268
COMMITMENTS
16,979 1,175 405 55,287 71,668 72,671 73,248 597 20
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -31)
0 60 0 -42 -91 -42 -31 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 1.6 0.6 75.5 97.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 3 31 29 34 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,848
COMMITMENTS
4,377 110 1,010 76,249 80,187 81,636 81,307 212 541
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 1.2 93.2 98.0 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 2 23 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,314
COMMITMENTS
5,426 110 970 108,639 113,933 115,035 115,013 279 301
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 100)
50 0 0 50 349 100 349 0 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.1 0.8 94.2 98.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 1 1 29 28 36 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,560
COMMITMENTS
190 75 145 43,100 43,215 43,435 43,435 125 125
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 715)
0 0 0 715 715 715 715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.3 98.9 99.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 21 19 25 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,624
COMMITMENTS
554 10 95 26,700 27,519 27,349 27,624 275 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -85)
-10 0 0 -75 -85 -85 -85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.3 96.7 99.6 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 22 21 24
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,700
COMMITMENTS
600 100 0 7,100 7,600 7,700 7,700 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.3 0.0 92.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 13 10 16 11
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 59,873
COMMITMENTS
4,627 1,630 3,762 51,056 54,472 59,445 59,864 428 9
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,053)
7 -1,671 555 501 2,169 1,063 1,053 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.7 6.3 85.3 91.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 5 8 31 31 45 40
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,577
COMMITMENTS
1,250 1,010 750 9,274 9,413 11,274 11,173 303 404
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 -900 0 0 900 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.7 6.5 80.1 81.3 97.4 96.5 2.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 14 17 18 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,612
COMMITMENTS
565 100 120 56,907 57,207 57,592 57,427 20 185
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,066)
0 0 0 1,066 1,066 1,066 1,066 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.2 98.8 99.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 22 21 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,566
COMMITMENTS
2,525 505 285 36,067 38,760 38,877 39,550 689 16
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -462)
-70 45 45 -676 -568 -701 -478 239 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.3 0.7 91.2 98.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 3 19 24 26 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,228
COMMITMENTS
4,720 300 7 67,863 72,248 72,590 72,555 638 673
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.4 0.0 92.7 98.7 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 24 19 27 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,710
COMMITMENTS
4,656 1,800 35 73,226 76,565 77,917 78,400 793 310
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,095)
0 0 0 1,095 1,095 1,095 1,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.3 0.0 93.0 97.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 27 19 30 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 94,063
COMMITMENTS
45 837 310 93,568 92,901 93,923 94,048 140 15
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,188)
0 40 0 -1,198 -1,228 -1,198 -1,188 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.3 99.5 98.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 24 28 26 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 121,328
COMMITMENTS
995 3,263 1,033 118,822 116,939 120,851 121,236 477 92
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,054)
-50 284 -164 -896 -1,192 -1,110 -1,072 56 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.7 0.9 97.9 96.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 9 5 23 32 29 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,815
COMMITMENTS
0 725 0 51,815 51,090 51,815 51,815 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 0 15 14 15 18
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 41,049
COMMITMENTS
0 383 25 41,024 40,641 41,049 41,049 0 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 99.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 10 13 11
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 47,090
COMMITMENTS
650 1,253 525 44,887 45,213 46,062 46,991 1,028 99
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -358)
0 0 0 -363 -351 -363 -351 5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 1.1 95.3 96.0 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 21 20 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 56,117
COMMITMENTS
21,939 1,008 154 33,605 54,955 55,698 56,117 419 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 223)
14 0 0 209 223 223 223 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 1.8 0.3 59.9 97.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 2 23 26 29 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,964
COMMITMENTS
135 0 345 36,432 36,559 36,912 36,904 52 60
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -18 -25 -18 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.9 98.6 98.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 16 19 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,817
COMMITMENTS
0 265 0 33,802 33,527 33,802 33,792 15 25
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 55)
0 0 0 280 55 280 55 -225 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,099
COMMITMENTS
186 1,151 400 33,321 32,492 33,907 34,043 192 56
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 175)
-20 120 0 185 55 165 175 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.4 1.2 97.7 95.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 22 23 26 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,269
COMMITMENTS
200 100 450 23,470 23,674 24,120 24,224 149 45
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50)
-40 0 40 60 0 60 40 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 1.9 96.7 97.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 18 19 21 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,323
COMMITMENTS
566 1,503 1,426 45,212 44,360 47,204 47,288 119 35
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 154)
6 117 4 152 33 162 154 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.2 3.0 95.5 93.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 3 21 25 27 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,693
COMMITMENTS
1,227 160 100 38,326 39,360 39,653 39,620 40 73
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 63)
-10 -65 25 278 60 293 20 -230 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.4 0.3 96.6 99.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 21 21 24 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,580
COMMITMENTS
1,699 0 75 15,551 16,980 17,325 17,055 255 525
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 185)
14 0 0 109 -340 123 -340 62 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.4 88.5 96.6 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 15 14 18 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,881
COMMITMENTS
3,116 300 205 14,555 17,376 17,876 17,881 5 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 1.7 1.1 81.4 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 2 15 9 20 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,699
COMMITMENTS
2,509 1,050 525 15,620 17,124 18,654 18,699 45 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.6 2.8 83.5 91.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 15 11 19 14
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,565
COMMITMENTS
900 400 0 15,045 16,165 15,945 16,565 620 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.4 0.0 90.8 97.6 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 13 15 14
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,060
COMMITMENTS
900 400 0 20,040 20,660 20,940 21,060 120 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.9 0.0 95.2 98.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,789
COMMITMENTS
4,290 2,855 560 20,480 22,323 25,330 25,738 459 51
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 125)
50 50 0 75 75 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.1 2.2 79.4 86.6 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 13 15 18 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,524
COMMITMENTS
3,795 2,880 660 18,641 19,948 23,096 23,488 428 36
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50)
50 50 0 0 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 12.2 2.8 79.2 84.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 4 13 13 18 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,284
COMMITMENTS
0 1,075 2,340 46,392 45,869 48,732 49,284 552 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 4.7 94.1 93.1 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 4 20 17 24 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,091
COMMITMENTS
15 1,385 2,705 46,084 45,001 48,804 49,091 287 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 5.5 93.9 91.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 4 21 17 25 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,555
COMMITMENTS
11,592 10,677 693 111,002 112,120 123,287 123,490 268 65
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -107)
-250 -400 50 93 243 -107 -107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.6 0.6 89.8 90.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 8 35 29 44 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,910
COMMITMENTS
8,222 13,073 1,438 119,910 115,334 129,570 129,845 340 65
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 569)
-250 -710 140 659 1,139 549 569 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 10.1 1.1 92.3 88.8 99.7 99.9 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 6 9 37 34 46 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 282,399
COMMITMENTS
18,130 24,977 23,810 239,535 233,456 281,474 282,242 925 157
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,744)
1,905 361 -333 438 1,585 2,010 1,613 -266 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.8 8.4 84.8 82.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 16 21 45 45 74 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,585
COMMITMENTS
5,800 205 250 22,414 28,130 28,464 28,585 121 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.7 0.9 78.4 98.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 3 21 10 26 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,510
COMMITMENTS
5,401 1,445 415 21,556 25,650 27,372 27,510 138 0
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 5.3 1.5 78.4 93.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 4 20 9 26 13
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,407
COMMITMENTS
104 213 199 2,489 2,291 2,792 2,703 615 704
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1)
0 40 0 4 -27 4 13 -3 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.3 5.8 73.1 67.2 81.9 79.3 18.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 5 3 17 17 22 22
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,323
COMMITMENTS
3,870 2,297 812 33,222 34,923 37,904 38,032 419 291
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 179)
0 44 -15 194 150 179 179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.0 2.1 86.7 91.1 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 5 33 32 41 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,586
COMMITMENTS
1,598 235 111 15,508 16,790 17,217 17,136 369 450
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 125)
131 0 0 -7 124 124 124 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.3 0.6 88.2 95.5 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 21 26 25 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,541
COMMITMENTS
288 179 464 10,232 10,811 10,984 11,454 557 87
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 54)
50 -20 -45 49 119 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 4.0 88.7 93.7 95.2 99.2 4.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 4 31 40 36 44
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 25,240
COMMITMENTS
25 1,774 236 24,908 23,074 25,169 25,084 71 156
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,096)
0 75 0 1,078 1,031 1,078 1,106 18 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.0 0.9 98.7 91.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 8 4 29 37 34 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,643
COMMITMENTS
2,870 2,911 3,052 54,476 52,873 60,398 58,836 245 1,807
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 543)
322 -99 -116 324 757 530 542 13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.8 5.0 89.8 87.2 99.6 97.0 0.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 12 19 56 62 81 86
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,668
COMMITMENTS
121 28 125 1,038 1,013 1,284 1,166 384 502
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.7 7.5 62.2 60.7 77.0 69.9 23.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 3 10 13 14 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 39,796
COMMITMENTS
4,610 0 0 35,021 39,661 39,631 39,661 165 135
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.0 88.0 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 17 25 17
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,728
COMMITMENTS
570 165 580 8,398 8,943 9,548 9,688 180 40
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -2,595)
-1,130 -165 0 -1,465 -2,410 -2,595 -2,575 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.7 6.0 86.3 91.9 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 12 14 14
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 14,906
COMMITMENTS
930 3,221 2,337 6,571 8,046 9,838 13,604 5,068 1,302
CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 75)
-166 144 -69 -481 0 -716 75 791 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 21.6 15.7 44.1 54.0 66.0 91.3 34.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 6 11 13 18 20
Updated February 5, 2019