CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,668
COMMITMENTS
6,284 7,067 845 25,539 24,756 32,668 32,668 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,027)
-66 -135 -50 -911 -842 -1,027 -1,027 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 21.6 2.6 78.2 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 3 2 19 12 30 16
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 102,044
COMMITMENTS
47,701 25,796 6,993 46,730 66,480 101,424 99,269 620 2,775
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,181)
4,319 241 -4,052 -1,545 365 -1,278 -3,446 97 2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 25.3 6.9 45.8 65.1 99.4 97.3 0.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 12 8 27 20 52 36
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 46,604
COMMITMENTS
21,437 12,881 2,520 22,530 31,118 46,487 46,519 117 85
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,896)
1,571 1,280 0 1,325 1,616 2,896 2,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 27.6 5.4 48.3 66.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 7 5 17 15 37 24
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 153,608
COMMITMENTS
40,528 25,735 4,743 108,337 123,130 153,608 153,608 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 4,163)
-240 -683 1,418 2,985 3,428 4,163 4,163 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 16.8 3.1 70.5 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 7 4 16 15 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 109,129
COMMITMENTS
14,969 51,498 3,337 90,823 54,294 109,129 109,129 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 453)
-50 2,000 0 503 -1,547 453 453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 47.2 3.1 83.2 49.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 3 3 18 9 26 14
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,222
COMMITMENTS
9,645 5,823 4,254 18,323 22,145 32,222 32,222 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 600)
0 300 0 600 300 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 18.1 13.2 56.9 68.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 4 11 12 23 17
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,276
COMMITMENTS
6,090 2,995 2,055 52,131 55,226 60,276 60,276 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,150)
-115 10 40 1,225 1,100 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.0 3.4 86.5 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 3 18 15 26 20
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 10,352
COMMITMENTS
5,594 1,301 1,058 3,350 7,643 10,002 10,002 350 350
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,250)
400 -500 500 0 900 900 900 350 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 12.6 10.2 32.4 73.8 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 4 11 12 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 11,921
COMMITMENTS
1,046 2,550 214 10,661 9,157 11,921 11,921 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 50)
150 0 -50 -50 100 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 21.4 1.8 89.4 76.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 2 11 7 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 19,353
COMMITMENTS
2,498 5,900 850 15,980 12,603 19,328 19,353 25 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 50)
0 50 -100 150 100 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 30.5 4.4 82.6 65.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 4 12 9 18 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,694
COMMITMENTS
22,444 9,700 2,487 19,763 32,507 44,694 44,694 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -250)
-750 300 0 500 -550 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 21.7 5.6 44.2 72.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 4 15 10 23 16
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,435
COMMITMENTS
550 7,450 1,450 12,435 5,535 14,435 14,435 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0)
-150 0 0 150 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 51.6 10.0 86.1 38.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 2 11 6 14 11
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 38,454
COMMITMENTS
4,108 1,646 3,526 30,648 33,272 38,282 38,444 172 10
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,955)
70 31 -92 -1,933 -1,894 -1,955 -1,955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 4.3 9.2 79.7 86.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 5 25 27 34 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 38,102
COMMITMENTS
2,965 2,201 4,270 30,079 31,415 37,314 37,886 788 216
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,629)
336 232 322 1,671 1,955 2,329 2,509 300 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 5.8 11.2 78.9 82.4 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 4 24 22 30 29
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,536
COMMITMENTS
173 1,950 667 5,624 3,739 6,464 6,356 72 180
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 472)
35 -173 170 267 475 472 472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 29.8 10.2 86.0 57.2 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 12 11 15 13
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,176,503
COMMITMENTS
368,555 141,802 329,873 4437615 4674782 5136043 5146457 40,460 30,046
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 59,441)
71,579 38,566 -398 -19,947 12,787 51,234 50,955 8,207 8,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 2.7 6.4 85.7 90.3 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
48 24 51 152 121 217 179
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,213
COMMITMENTS
18,777 54,485 24,798 144,444 108,930 188,019 188,213 194 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -9,586)
-361 -6,444 604 -9,575 -2,414 -9,332 -8,254 -254 -1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 28.9 13.2 76.7 57.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 5 9 25 20 40 32
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,412
COMMITMENTS
384 5,776 275 238,190 252,831 238,849 258,882 24,563 4,530
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,542)
-160 522 275 2,278 2,200 2,393 2,997 149 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.2 0.1 90.4 96.0 90.7 98.3 9.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 29 25 31 28
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,714
COMMITMENTS
3,466 5,136 1,442 138,645 127,835 143,553 134,413 4,161 13,301
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,278)
652 0 525 329 1,943 1,506 2,468 772 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.5 1.0 93.9 86.5 97.2 91.0 2.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 5 18 21 23 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,231
COMMITMENTS
4,013 4,211 4,686 296,691 301,542 305,390 310,439 11,841 6,792
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,594)
1,247 -655 -514 1,886 2,851 2,619 1,682 -1,025 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.3 1.5 93.5 95.1 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 3 30 30 36 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 863,520
COMMITMENTS
5,782 12,041 3,141 846,787 847,160 855,710 862,342 7,810 1,178
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,774)
56 -544 1 9,808 10,924 9,865 10,381 -91 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 1.4 0.4 98.1 98.1 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 4 40 28 46 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,007
COMMITMENTS
5,073 4,577 1,488 370,700 374,657 377,261 380,722 12,746 9,285
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,570)
1,793 -860 -589 2,622 1,159 3,826 -290 -256 3,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.2 0.4 95.0 96.1 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 4 3 41 39 48 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 532,094
COMMITMENTS
3,041 906 182 518,557 525,192 521,780 526,280 10,314 5,814
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 5,093)
899 0 0 3,699 5,326 4,598 5,326 495 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.2 0.0 97.5 98.7 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 1 44 40 50 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,213
COMMITMENTS
0 4,411 1,922 387,066 382,755 388,988 389,088 7,225 7,125
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 6,287)
0 546 434 6,218 5,926 6,652 6,906 -365 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.5 97.7 96.6 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 5 3 39 29 42 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,605
COMMITMENTS
0 4,057 403 107,872 104,921 108,275 109,381 5,330 4,224
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,364)
0 -188 0 1,229 1,454 1,229 1,266 135 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.4 95.0 92.4 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 16 19 18 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,085
COMMITMENTS
300 1,466 300 31,507 31,133 32,107 32,899 1,978 1,186
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,538)
-270 102 270 2,134 1,736 2,134 2,108 404 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 4.3 0.9 92.4 91.3 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 2 16 17 19 21
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 255,435
COMMITMENTS
0 2,081 354 250,240 246,088 250,594 248,523 4,841 6,912
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,243)
0 725 210 11,934 11,072 12,144 12,007 99 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.1 98.0 96.3 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 26 24 28 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,872
COMMITMENTS
0 0 0 181,574 186,915 181,574 186,915 7,298 1,957
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 78)
0 0 0 1,392 1,269 1,392 1,269 -1,314 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.1 99.0 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 23 26 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 286,168
COMMITMENTS
0 2,736 0 280,105 281,103 280,105 283,839 6,063 2,329
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,822)
0 2,736 0 1,884 -395 1,884 2,341 -62 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.0 97.9 98.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 22 23 22 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,363
COMMITMENTS
9,783 0 0 31,476 41,282 41,259 41,282 2,104 2,081
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 7,428)
2,325 0 0 4,725 6,777 7,050 6,777 378 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 0.0 0.0 72.6 95.2 95.1 95.2 4.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 0 0 16 17 24 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 612,779
COMMITMENTS
20,377 5,248 7,139 575,657 588,177 603,173 600,564 9,606 12,215
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,351)
-855 222 1,137 9,741 7,584 10,023 8,943 -672 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.9 1.2 93.9 96.0 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 3 6 47 35 55 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,167
COMMITMENTS
931 2,200 3,361 203,872 197,332 208,164 202,893 3,003 8,274
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,184)
931 269 119 1,468 1,759 2,518 2,147 -334 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.0 1.6 96.5 93.4 98.6 96.1 1.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 24 21 28 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,293
COMMITMENTS
497 249 1,031 44,883 44,327 46,411 45,607 882 1,686
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 682)
0 249 30 713 279 743 558 -61 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.5 2.2 94.9 93.7 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 9 17 11
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,795
COMMITMENTS
0 0 0 71,854 67,230 71,854 67,230 2,941 7,565
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,489)
0 0 0 1,883 1,423 1,883 1,423 -394 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.1 89.9 96.1 89.9 3.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 15 20 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 266,069
COMMITMENTS
20,478 8,587 0 241,865 256,211 262,343 264,798 3,726 1,271
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 26,364)
16,833 8,587 0 8,704 16,754 25,537 25,341 827 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 3.2 0.0 90.9 96.3 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 4 0 33 34 42 38
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 260,873
COMMITMENTS
36,000 11,905 6,738 216,518 240,948 259,256 259,591 1,617 1,282
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 35,912)
11,745 3,565 5,238 19,254 26,757 36,237 35,560 -325 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 4.6 2.6 83.0 92.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 7 5 40 44 51 55
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,188
COMMITMENTS
2,255 248 0 143,221 144,961 145,476 145,209 1,712 1,979
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 8,441)
620 -339 0 7,722 8,501 8,342 8,162 99 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.2 0.0 97.3 98.5 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 26 22 28 23
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,088
COMMITMENTS
240 3,449 31 25,262 22,690 25,533 26,170 1,555 918
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,581)
0 -31 31 1,085 1,488 1,116 1,488 465 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 12.7 0.1 93.3 83.8 94.3 96.6 5.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 19 12 21 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,242
COMMITMENTS
1,728 1,411 3,668 260,306 253,745 265,702 258,824 4,540 11,418
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,644)
-293 -1,365 -680 2,524 3,266 1,551 1,221 93 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.5 1.4 96.3 93.9 98.3 95.8 1.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 2 37 34 40 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,169
COMMITMENTS
178 0 62 101,990 101,406 102,230 101,468 939 1,701
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,379)
-186 0 62 3,565 3,158 3,441 3,220 -62 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.1 98.9 98.3 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 12 17 13 18
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,488
COMMITMENTS
0 744 62 97,374 91,176 97,436 91,982 8,052 13,506
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 557)
0 744 62 1,382 -2,440 1,444 -1,634 -887 2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.1 92.3 86.4 92.4 87.2 7.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 20 22 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,650
COMMITMENTS
1,220 2,515 626 226,339 225,570 228,185 228,711 3,465 2,939
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,445)
-15 1,121 226 2,896 2,115 3,107 3,462 338 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.1 0.3 97.7 97.4 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 5 2 25 33 28 38
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,607
COMMITMENTS
0 0 0 48,098 49,150 48,098 49,150 3,509 2,457
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 517)
0 0 0 391 730 391 730 126 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.2 95.2 93.2 95.2 6.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 17 10 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,652
COMMITMENTS
0 0 0 186,007 184,664 186,007 184,664 3,645 4,988
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -3,492)
0 0 0 -3,390 -3,860 -3,390 -3,860 -102 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 97.4 98.1 97.4 1.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 20 24 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,393
COMMITMENTS
0 0 0 77,480 83,800 77,480 83,800 7,913 1,593
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,759)
0 0 0 849 2,881 849 2,881 1,910 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.7 98.1 90.7 98.1 9.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 16 19 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,981
COMMITMENTS
4,339 0 0 27,536 33,284 31,875 33,284 2,106 697
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -993)
-63 0 0 -1,180 -964 -1,243 -964 250 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 0.0 81.0 97.9 93.8 97.9 6.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 13 13 16 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,245
COMMITMENTS
3,331 1,211 722 180,303 182,129 184,356 184,062 5,889 6,183
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 221)
-911 1,211 377 1,641 -583 1,107 1,005 -886 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.6 0.4 94.8 95.7 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 18 20 21 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,504
COMMITMENTS
0 6,628 5,574 144,414 137,777 149,988 149,979 12,516 12,525
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,129)
0 2,559 237 3,132 -219 3,369 2,577 -240 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 3.4 88.9 84.8 92.3 92.3 7.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 2 27 28 29 33
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,020
COMMITMENTS
287 510 240 20,554 20,410 21,081 21,160 939 860
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.3 1.1 93.3 92.7 95.7 96.1 4.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 12 10 13 12
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 46,409
COMMITMENTS
589 0 0 41,652 43,848 42,241 43,848 4,168 2,561
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 462)
-62 0 0 736 853 674 853 -212 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.0 89.7 94.5 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 14 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,280
COMMITMENTS
1,406 383 175 44,464 45,363 46,045 45,921 1,235 1,359
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 6,312)
866 73 175 5,097 6,097 6,138 6,345 174 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.8 0.4 94.0 95.9 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 16 17 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 240,627
COMMITMENTS
236 1,060 4,208 229,195 228,997 233,639 234,265 6,988 6,362
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 5,515)
91 0 -31 4,022 5,633 4,082 5,602 1,433 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.4 1.7 95.2 95.2 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 3 35 36 38 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 135,824
COMMITMENTS
1,648 0 33 127,456 130,649 129,137 130,682 6,687 5,142
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,082)
186 0 31 3,324 2,925 3,541 2,956 -459 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 93.8 96.2 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 29 28 32 30
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 32,076
COMMITMENTS
1,673 0 0 29,313 30,670 30,986 30,670 1,090 1,406
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,759)
341 0 0 2,294 2,356 2,635 2,356 124 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 0.0 91.4 95.6 96.6 95.6 3.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 12 9 14 9
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,178
COMMITMENTS
1,220 1,220 0 156,044 160,612 157,264 161,832 8,914 4,346
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 907)
0 0 0 418 845 418 845 489 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.7 0.0 93.9 96.7 94.6 97.4 5.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 18 19 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,219
COMMITMENTS
766 1,739 401 33,671 33,224 34,838 35,364 2,381 1,855
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 682)
371 0 0 217 434 588 434 94 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 4.7 1.1 90.5 89.3 93.6 95.0 6.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 9 18 12 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 284,129
COMMITMENTS
0 0 0 268,810 283,397 268,810 283,397 15,319 732
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,160)
0 0 0 1,977 2,435 1,977 2,435 183 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.6 99.7 94.6 99.7 5.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 29 18 29 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,777
COMMITMENTS
10,653 8,774 142 91,686 100,398 102,481 109,314 9,296 2,463
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 505)
0 0 0 291 749 291 749 214 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 7.8 0.1 82.0 89.8 91.7 97.8 8.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 12 14 14 16
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 213,625
COMMITMENTS
0 0 0 210,886 210,866 210,886 210,866 2,739 2,759
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,950)
0 0 0 2,957 2,291 2,957 2,291 -1,007 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 98.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 23 22 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 13,298
COMMITMENTS
4,064 120 0 8,936 12,776 13,000 12,896 298 402
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -361 0 -361 0 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 0.9 0.0 67.2 96.1 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 0 15 18 20 21
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,507
COMMITMENTS
8,251 396 469 32,667 40,642 41,387 41,507 120 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 40)
36 -199 -251 144 490 -71 40 111 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 1.0 1.1 78.7 97.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 4 5 27 24 38 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,170
COMMITMENTS
4,647 275 600 25,923 30,295 31,170 31,170 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,582)
75 -100 22 1,485 1,660 1,582 1,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.9 1.9 83.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 2 19 17 24 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,852
COMMITMENTS
5,963 7,992 10,698 120,829 118,721 137,490 137,411 362 441
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -43)
447 -503 -109 -313 558 25 -54 -68 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 5.8 7.8 87.7 86.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 8 8 33 36 48 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 75,048
COMMITMENTS
1,738 783 2,773 70,522 71,472 75,033 75,028 15 20
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 780)
738 -525 -202 259 1,487 795 760 -15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.0 3.7 94.0 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 6 22 23 31 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,182
COMMITMENTS
325 400 200 34,657 34,582 35,182 35,182 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 701)
-25 -250 -25 751 976 701 701 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.1 0.6 98.5 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 11 15 15 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,588
COMMITMENTS
16,065 788 5,824 45,372 60,946 67,261 67,558 327 30
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 224)
-5 -12 12 216 224 223 224 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 1.2 8.6 67.1 90.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 3 27 27 33 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,954
COMMITMENTS
26,254 1,926 4,763 54,073 79,029 85,090 85,718 864 236
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 363)
45 83 -18 331 279 358 344 5 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 2.2 5.5 62.9 91.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 6 5 27 26 35 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,869
COMMITMENTS
3,681 1,051 1,294 70,971 74,451 75,946 76,796 923 73
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 137)
-12 300 -7 156 -156 137 137 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 1.4 1.7 92.3 96.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 28 27 33 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,823
COMMITMENTS
4,174 1,054 1,891 92,026 95,856 98,091 98,801 732 22
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 780)
-17 300 -2 779 475 760 773 20 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.1 1.9 93.1 97.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 4 30 30 36 35
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,788
COMMITMENTS
400 420 0 42,242 42,098 42,642 42,518 146 270
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -206 -200 -206 -200 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.0 0.0 98.7 98.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 22 20 23
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,548
COMMITMENTS
350 687 73 25,859 25,668 26,282 26,428 266 120
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 310)
0 -60 60 250 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.6 0.3 97.4 96.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 19 21 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 82,461
COMMITMENTS
23,365 777 2,108 56,667 79,441 82,140 82,326 321 135
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,706)
61 94 -78 3,721 3,690 3,704 3,706 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 0.9 2.6 68.7 96.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 1 10 32 33 53 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,576
COMMITMENTS
9,936 110 950 20,404 30,174 31,290 31,234 286 342
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,600)
0 0 200 2,400 2,400 2,600 2,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 0.3 3.0 64.6 95.6 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 4 21 22 28 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,875
COMMITMENTS
400 370 50 48,273 48,245 48,723 48,665 152 210
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -141)
0 0 0 -148 -141 -148 -141 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.8 0.1 98.8 98.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 23 23 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,678
COMMITMENTS
695 1,410 120 38,951 39,074 39,766 40,604 912 74
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 161)
90 -50 0 103 231 193 181 -32 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 3.5 0.3 95.8 96.1 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 4 2 22 22 27 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,888
COMMITMENTS
2,862 475 0 59,453 62,068 62,315 62,543 573 345
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 135)
-50 275 0 185 -140 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.8 0.0 94.5 98.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 25 17 27 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,741
COMMITMENTS
3,512 3,575 60 62,889 62,926 66,461 66,561 280 180
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 127)
253 275 0 -126 -148 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 5.4 0.1 94.2 94.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 26 18 29 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,344
COMMITMENTS
1,416 1,246 182 80,481 80,911 82,079 82,339 265 5
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 428)
16 201 -4 416 226 428 423 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.5 0.2 97.7 98.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 27 27 31 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,256
COMMITMENTS
1,992 5,782 545 100,387 96,913 102,924 103,240 332 16
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 692)
328 616 -114 501 190 715 692 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 5.6 0.5 97.2 93.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 15 6 30 32 39 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,748
COMMITMENTS
100 4,319 275 56,353 52,154 56,728 56,748 20 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 425)
-50 163 0 475 262 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 7.6 0.5 99.3 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 2 16 16 18 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 51,690
COMMITMENTS
575 520 240 50,875 50,930 51,690 51,690 0 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,150)
450 50 -100 800 1,200 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.0 0.5 98.4 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 13 9 16 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 64,322
COMMITMENTS
1,667 2,021 1,391 61,212 60,758 64,270 64,170 52 152
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,620)
240 65 -121 1,501 1,676 1,620 1,620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.1 2.2 95.2 94.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 1 3 23 24 31 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,121
COMMITMENTS
2,316 1,919 5,233 57,232 57,853 64,781 65,005 340 116
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 723)
240 397 -145 644 473 739 725 -16 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 2.9 8.0 87.9 88.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 3 3 24 26 34 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,953
COMMITMENTS
1,046 450 80 27,659 28,351 28,785 28,881 168 72
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 168)
56 0 0 96 152 152 152 16 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 1.6 0.3 95.5 97.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 13 21 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,538
COMMITMENTS
875 0 0 27,456 28,403 28,331 28,403 207 135
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 78)
0 0 0 77 55 77 55 1 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 96.2 99.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 11 20 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,825
COMMITMENTS
454 1,919 919 32,287 30,942 33,660 33,780 165 45
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 257)
65 45 30 12 137 107 212 150 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.7 2.7 95.5 91.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 20 24 24 29
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,863
COMMITMENTS
450 3,175 250 21,592 19,338 22,292 22,763 571 100
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 493)
125 353 -25 283 165 383 493 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 13.9 1.1 94.4 84.6 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 14 16 15 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,933
COMMITMENTS
1,931 3,186 1,114 55,782 54,623 58,827 58,923 106 10
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 304)
-245 -126 197 348 239 300 310 4 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 5.4 1.9 94.7 92.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 5 6 30 28 39 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,057
COMMITMENTS
408 1,941 1,142 38,385 36,911 39,935 39,994 122 63
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 82)
-25 0 0 357 139 332 139 -250 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 4.8 2.9 95.8 92.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 24 20 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,127
COMMITMENTS
1,690 300 100 21,187 22,712 22,977 23,112 150 15
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 600)
-625 0 0 1,225 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 1.3 0.4 91.6 98.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 17 14 20 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,551
COMMITMENTS
50 1,270 280 12,004 10,979 12,334 12,529 217 22
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 10.1 2.2 95.6 87.5 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 14 13 16 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,701
COMMITMENTS
50 1,670 205 12,326 10,826 12,581 12,701 120 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 13.1 1.6 97.0 85.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 15 13 17 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,253
COMMITMENTS
2,160 375 505 14,409 16,348 17,074 17,228 179 25
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0)
25 0 -25 0 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 2.2 2.9 83.5 94.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 17 16 20 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,981
COMMITMENTS
2,230 375 470 13,927 16,103 16,627 16,948 354 33
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0)
25 0 -25 0 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 2.2 2.8 82.0 94.8 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 16 16 19 20
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,393
COMMITMENTS
355 1,060 3,235 38,738 38,038 42,328 42,333 65 60
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -90)
-50 0 0 -40 -90 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.5 7.6 91.4 89.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 3 23 15 28 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,346
COMMITMENTS
725 925 3,140 38,413 38,281 42,278 42,346 68 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 50)
-90 0 40 100 10 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.2 7.4 90.7 90.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 4 24 17 30 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,207
COMMITMENTS
1,860 11,058 1,370 108,917 99,749 112,147 112,177 60 30
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,068)
-110 221 -54 1,232 911 1,068 1,078 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 9.9 1.2 97.1 88.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 10 6 41 33 52 45
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,623
COMMITMENTS
1,860 9,693 2,017 121,731 113,913 125,608 125,623 15 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,202)
-40 -23 100 1,142 1,125 1,202 1,202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 7.7 1.6 96.9 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 11 7 42 38 57 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 280,811
COMMITMENTS
20,815 18,432 27,718 231,654 234,380 280,187 280,530 624 281
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,380)
827 576 143 2,351 3,065 3,321 3,784 59 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 6.6 9.9 82.5 83.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 22 19 42 42 71 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,426
COMMITMENTS
3,915 25 0 12,497 16,401 16,412 16,426 14 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0)
0 25 0 0 -25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 0.2 0.0 76.1 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 19 12 24 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,053
COMMITMENTS
3,575 235 60 12,204 15,758 15,839 16,053 214 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0)
0 25 0 0 -25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 1.5 0.4 76.0 98.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 19 11 23 13
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,495
COMMITMENTS
1,605 450 0 2,883 4,045 4,488 4,495 7 0
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,105)
805 250 0 300 855 1,105 1,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 10.0 0.0 64.1 90.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 14 14 17 15
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,388
COMMITMENTS
323 0 252 1,484 1,725 2,059 1,977 329 411
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 103)
-14 0 -3 104 85 87 82 16 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 0.0 10.6 62.1 72.2 86.2 82.8 13.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 4 15 19 19 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,428
COMMITMENTS
673 578 243 3,836 3,664 4,752 4,485 676 943
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 286)
97 12 56 156 186 309 254 -23 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 10.6 4.5 70.7 67.5 87.5 82.6 12.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 5 6 20 22 27 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,823
COMMITMENTS
5,367 0 35 30,261 35,637 35,663 35,672 160 151
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 454)
120 -35 0 334 489 454 454 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 0.0 0.1 84.5 99.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 0 1 37 40 40 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,650
COMMITMENTS
93 0 137 15,292 14,945 15,522 15,082 128 568
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 381)
0 0 0 381 628 381 628 0 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.9 97.7 95.5 99.2 96.4 0.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 22 24 24 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,159
COMMITMENTS
541 557 550 10,217 10,733 11,308 11,840 851 319
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 164)
20 175 -116 213 110 117 169 47 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.6 4.5 84.0 88.3 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 4 32 34 39 38
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,544
COMMITMENTS
3,855 927 529 36,500 40,048 40,884 41,504 660 40
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,790)
206 -15 31 1,813 1,774 2,050 1,790 -260 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 2.2 1.3 87.9 96.4 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 3 2 31 42 38 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,850
COMMITMENTS
3,431 1,224 3,662 54,471 56,522 61,564 61,408 286 442
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,414)
10 -306 395 1,221 1,500 1,626 1,589 -212 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.0 5.9 88.1 91.4 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 8 15 65 66 83 84
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,887
COMMITMENTS
211 0 113 1,045 1,491 1,369 1,604 518 283
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 157)
-33 0 1 250 186 218 187 -61 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 0.0 6.0 55.4 79.0 72.5 85.0 27.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 2 14 14 18 16
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 273,545
COMMITMENTS
2,385 213,317 1,266 262,682 20,164 266,333 234,747 7,212 38,798
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,110)
90 7,430 275 8,595 300 8,960 8,005 150 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 78.0 0.5 96.0 7.4 97.4 85.8 2.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 6 2 12 7 14 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 23,581
COMMITMENTS
0 0 0 23,536 23,176 23,536 23,176 45 405
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 -85 275 -85 0 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 98.3 99.8 98.3 0.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 25 22 25 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,155
COMMITMENTS
90 735 55 11,610 10,910 11,755 11,700 400 455
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 360)
0 0 0 155 45 155 45 205 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 6.0 0.5 95.5 89.8 96.7 96.3 3.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 9 12 12 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
FUTURES ONLY POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 227,905
COMMITMENTS
0 0 0 213,304 210,835 213,304 210,835 14,601 17,070
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,235)
0 0 0 -2,356 -1,571 -2,356 -1,571 5,591 4,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.6 92.5 93.6 92.5 6.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 18 14 18
Updated December 02, 2019