CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 48,652
COMMITMENTS
13,020 10,207 1,790 33,809 36,650 48,619 48,647 33 5
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 550)
-225 -175 550 225 175 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 21.0 3.7 69.5 75.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 3 3 15 13 28 18
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,421
COMMITMENTS
6,919 26,584 0 37,502 17,837 44,421 44,421 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 59.8 0.0 84.4 40.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 8 0 10 8 13 16
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 53,126
COMMITMENTS
11,661 37,784 0 41,465 15,342 53,126 53,126 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 71.1 0.0 78.1 28.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 10 0 12 8 14 18
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 36,541
COMMITMENTS
7,220 19,017 100 29,221 17,424 36,541 36,541 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -51)
-200 -700 0 149 649 -51 -51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 52.0 0.3 80.0 47.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 1 7 13 13 19
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 33,999
COMMITMENTS
8,370 13,908 0 25,629 20,091 33,999 33,999 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -105)
0 350 0 -105 -455 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 40.9 0.0 75.4 59.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 5 0 10 7 14 12
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 78,325
COMMITMENTS
23,373 13,037 14,158 40,779 51,120 78,310 78,315 15 10
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 4,826)
2,361 978 547 1,918 3,301 4,826 4,826 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 16.6 18.1 52.1 65.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 8 11 23 17 49 32
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,199
COMMITMENTS
12,364 3,750 0 16,835 25,449 29,199 29,199 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 12.8 0.0 57.7 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 0 10 4 15 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,338
COMMITMENTS
8,889 28,370 0 28,440 8,968 37,329 37,338 9 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 76.0 0.0 76.2 24.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 0 8 6 11 12
NJ SRECS VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,130
COMMITMENTS
5,091 8,082 0 9,039 6,025 14,130 14,107 0 23
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 0)
0 500 0 0 -500 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 57.2 0.0 64.0 42.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 9 5 13 8
MASS RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 4,080
COMMITMENTS
675 800 0 3,405 3,280 4,080 4,080 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 19.6 0.0 83.5 80.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 0 8 6 11 10
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 15,618
COMMITMENTS
4,940 2,906 705 9,973 11,957 15,618 15,568 0 50
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 676)
116 167 253 307 256 676 676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 18.6 4.5 63.9 76.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 8 4 10 9 19 19
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,963
COMMITMENTS
4,240 446 0 30,721 34,517 34,961 34,963 2 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -1 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.3 0.0 87.9 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 13 8 16 10
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 13,678
COMMITMENTS
813 147 110 12,755 13,421 13,678 13,678 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 17)
20 0 0 -3 17 17 17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.1 0.8 93.3 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 15 14 19 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 54,558
COMMITMENTS
7,344 185 6,850 40,226 47,474 54,420 54,509 138 49
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 4,193)
164 118 2,235 1,805 1,847 4,204 4,200 -11 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.3 12.6 73.7 87.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 7 28 27 36 35
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 45,395
COMMITMENTS
502 9,159 3,173 40,952 32,713 44,627 45,045 768 350
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 4,350)
-730 426 -151 4,881 3,725 4,000 4,000 350 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 20.2 7.0 90.2 72.1 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 6 33 22 41 28
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,265,175
COMMITMENTS
296,354 56,792 487,270 4445193 4711855 5228817 5255917 36,358 9,258
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 144,188)
-37,897 7,510 46,772 141,704 89,815 150,579 144,097 -6,391 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.1 9.3 84.4 89.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
43 25 50 142 116 204 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 717,238
COMMITMENTS
31,825 40,448 160,104 521,567 503,934 713,497 704,486 3,742 12,752
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -40,886)
431 -653 -38,158 -4,988 -12,440 -42,716 -51,252 1,829 10,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.6 22.3 72.7 70.3 99.5 98.2 0.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 13 22 46 44 71 66
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,699
COMMITMENTS
0 5,006 0 253,122 261,885 253,122 266,891 16,577 2,808
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 3,947)
0 0 0 -2,803 4,650 -2,803 4,650 6,750 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 93.9 97.1 93.9 99.0 6.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 30 22 30 23
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,562
COMMITMENTS
1,384 0 663 127,391 127,895 129,438 128,558 6,124 7,004
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,961)
-1,862 0 647 4,143 3,215 2,928 3,862 33 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.5 94.0 94.3 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 3 28 26 31 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,743
COMMITMENTS
8,482 0 20 331,668 343,271 340,170 343,291 9,573 6,452
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -5,307)
-994 0 -103 -2,411 -7,088 -3,508 -7,191 -1,799 1,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 94.8 98.1 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 0 1 35 29 39 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 777,249
COMMITMENTS
2,200 7,379 10,255 755,022 757,502 767,477 775,136 9,772 2,113
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -7)
0 -63 -30 2,215 -65 2,185 -158 -2,192 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 1.3 97.1 97.5 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 36 22 40 25
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,655
COMMITMENTS
604 390 0 374,070 377,337 374,674 377,727 11,981 8,928
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,192)
604 390 0 1,377 2,067 1,981 2,457 211 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.0 96.7 97.6 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 0 39 42 40 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 474,439
COMMITMENTS
4,767 1,315 753 457,900 465,861 463,420 467,929 11,019 6,510
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,953)
-447 568 -65 2,123 1,462 1,611 1,965 1,342 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.2 96.5 98.2 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 1 43 38 45 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 297,593
COMMITMENTS
0 0 0 290,586 294,004 290,586 294,004 7,007 3,589
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 6,595)
0 0 0 6,115 7,818 6,115 7,818 480 -1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.8 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 0 0 40 33 40 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,447
COMMITMENTS
2,988 0 370 93,658 95,171 97,016 95,541 5,431 6,906
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 4,511)
902 0 370 3,547 3,011 4,819 3,381 -308 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.4 91.4 92.9 94.7 93.3 5.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 18 21 21 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,650
COMMITMENTS
0 514 0 35,910 35,939 35,910 36,453 1,740 1,197
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 6,448)
0 514 0 6,063 5,946 6,063 6,460 385 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 95.4 95.5 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 21 24 22
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 272,311
COMMITMENTS
69 1,434 633 266,658 266,411 267,360 268,478 4,951 3,833
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -751)
69 0 633 5,831 -293 6,533 340 -7,284 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 97.9 97.8 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 23 26 24 28
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,590
COMMITMENTS
146 0 460 176,559 184,931 177,165 185,391 11,425 3,199
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 812)
146 0 460 569 511 1,175 971 -363 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 93.6 98.1 93.9 98.3 6.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 28 22 29 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 224,187
COMMITMENTS
0 0 0 221,501 223,759 221,501 223,759 2,686 428
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 6,871)
0 0 0 6,871 6,871 6,871 6,871 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 17 18 17 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,091
COMMITMENTS
0 128 120 30,324 30,142 30,444 30,390 647 701
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 3,362)
0 -120 120 3,246 3,492 3,366 3,492 -4 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 97.5 96.9 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 21 22 22 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 608,860
COMMITMENTS
12,223 7,491 2,116 584,209 589,537 598,548 599,144 10,312 9,716
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 769)
42 1,454 271 2,262 173 2,575 1,898 -1,806 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 0.3 96.0 96.8 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 5 5 50 44 56 52
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,554
COMMITMENTS
0 0 0 204,792 203,909 204,792 203,909 4,762 5,645
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 628)
0 0 0 476 1,571 476 1,571 152 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.3 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 31 27 31
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,973
COMMITMENTS
0 359 644 82,888 80,847 83,532 81,850 2,441 4,123
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 10,703)
0 359 644 10,195 10,337 10,839 11,340 -136 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.7 96.4 94.0 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 18 21 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,512
COMMITMENTS
330 0 0 190,278 189,930 190,608 189,930 904 1,582
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 38,135)
330 0 0 37,115 38,729 37,445 38,729 690 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.4 99.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 0 0 27 31 28 31
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,992
COMMITMENTS
5,968 1,296 124 173,831 182,712 179,923 184,132 5,069 860
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 45,494)
326 180 124 44,807 45,352 45,257 45,656 237 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.7 0.1 94.0 98.8 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 2 1 34 39 39 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,222
COMMITMENTS
0 360 0 174,228 174,881 174,228 175,241 1,994 981
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 4,200)
0 120 0 4,266 4,876 4,266 4,996 -66 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.9 99.2 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 23 23 23 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 34,603
COMMITMENTS
0 1,674 0 33,074 32,594 33,074 34,268 1,529 335
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,040)
0 0 0 1,800 2,412 1,800 2,412 240 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 95.6 94.2 95.6 99.0 4.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 12 19 12 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 291,192
COMMITMENTS
792 644 363 284,540 279,412 285,695 280,419 5,497 10,773
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -3,181)
0 -1,315 0 -2,243 -2,765 -2,243 -4,080 -938 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.1 97.7 96.0 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 35 35 37 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,986
COMMITMENTS
0 0 0 98,278 98,523 98,278 98,523 708 463
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,895
COMMITMENTS
0 0 0 110,117 107,487 110,117 107,487 9,778 12,408
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 5,074)
-340 0 -732 4,648 5,906 3,576 5,174 1,498 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 89.7 91.8 89.7 8.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 18 19 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,255
COMMITMENTS
0 0 0 189,712 190,875 189,712 190,875 4,543 3,380
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 678)
0 0 0 802 1,810 802 1,810 -124 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 98.3 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 27 26 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,643
COMMITMENTS
0 604 0 164,313 179,245 164,313 179,849 21,330 5,794
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -811)
0 604 0 -660 23 -660 627 -151 -1,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 88.5 96.6 88.5 96.9 11.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 17 19 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,529
COMMITMENTS
0 0 0 72,646 73,293 72,646 73,293 4,883 4,236
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -267)
0 0 0 -269 186 -269 186 2 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 94.5 93.7 94.5 6.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 19 21 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,895
COMMITMENTS
1,036 240 0 36,436 40,353 37,472 40,593 3,423 302
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 620)
-1,152 240 0 -94 326 -1,246 566 1,866 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 0.0 89.1 98.7 91.6 99.3 8.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 12 13 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,805
COMMITMENTS
3,647 0 0 174,140 176,640 177,787 176,640 3,018 4,165
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 4,511)
622 0 0 4,883 6,703 5,505 6,703 -994 -2,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 96.3 97.7 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 18 19 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,233
COMMITMENTS
0 1,396 1,249 185,850 185,870 187,099 188,515 12,134 10,718
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -294)
0 1,272 74 179 -219 253 1,127 -547 -1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.6 93.3 93.3 93.9 94.6 6.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 3 3 34 32 37 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,941
COMMITMENTS
0 558 0 55,593 54,581 55,593 55,139 1,348 1,802
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 6,874)
0 0 0 6,874 7,160 6,874 7,160 0 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.6 95.9 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 15 21 15 22
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 235,013
COMMITMENTS
0 5,541 457 224,207 222,802 224,664 228,800 10,349 6,213
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,600)
0 -434 183 775 1,671 958 1,420 642 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.2 95.4 94.8 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 1 30 32 31 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 141,422
COMMITMENTS
891 0 845 137,084 136,327 138,820 137,172 2,602 4,250
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -538)
6 0 57 -390 -898 -327 -841 -211 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.6 96.9 96.4 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 21 23 22 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 144,435
COMMITMENTS
0 0 0 132,828 141,009 132,828 141,009 11,607 3,426
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,659)
0 0 0 2,783 3,515 2,783 3,515 -124 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 97.6 92.0 97.6 8.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 15 16 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 49,317
COMMITMENTS
487 3,972 0 47,426 42,110 47,913 46,082 1,404 3,235
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,460)
270 120 0 3,787 2,957 4,057 3,077 -1,597 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.1 0.0 96.2 85.4 97.2 93.4 2.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 14 16 16 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 251,168
COMMITMENTS
934 360 585 232,282 248,690 233,801 249,635 17,367 1,533
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,992)
-522 360 348 3,999 2,443 3,825 3,151 -833 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.2 92.5 99.0 93.1 99.4 6.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 28 18 29 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,749
COMMITMENTS
89 8,774 575 85,718 80,989 86,382 90,338 6,367 2,411
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -503)
89 -660 54 -686 132 -543 -474 40 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.5 0.6 92.4 87.3 93.1 97.4 6.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 17 18 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 180,979
COMMITMENTS
1,520 0 0 177,140 179,052 178,660 179,052 2,319 1,927
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,788)
0 0 0 1,758 2,545 1,758 2,545 30 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.9 98.9 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 22 23 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 33,509
COMMITMENTS
6,265 1,014 3,999 22,600 27,521 32,864 32,534 645 975
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 745)
-69 241 197 612 296 739 734 6 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.0 11.9 67.4 82.1 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 11 13 23 21 36 37
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,353
COMMITMENTS
6,170 1,351 225 38,950 43,767 45,345 45,343 8 10
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 558)
-25 39 -123 707 642 559 558 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 3.0 0.5 85.9 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 4 24 25 32 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 24,229
COMMITMENTS
3,450 637 450 20,329 23,142 24,229 24,229 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 480)
-625 6 0 1,105 474 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.6 1.9 83.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 2 19 18 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 146,718
COMMITMENTS
11,811 1,199 8,454 126,226 137,004 146,491 146,657 227 61
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,242)
925 0 965 352 1,277 2,242 2,242 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.8 5.8 86.0 93.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 4 7 32 37 42 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,361
COMMITMENTS
650 4,577 491 52,948 49,277 54,089 54,346 272 15
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,577)
225 -5 75 1,260 1,512 1,560 1,582 17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.4 0.9 97.4 90.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 8 3 21 21 28 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 28,012
COMMITMENTS
75 75 0 27,937 27,937 28,012 28,012 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 15)
75 0 0 -60 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 99.7 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 7 14 8 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,873
COMMITMENTS
18,950 5,968 857 47,849 60,873 67,656 67,698 217 175
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 669)
1,210 95 0 -481 514 729 609 -60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 8.8 1.3 70.5 89.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 24 24 28 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 88,025
COMMITMENTS
27,393 4,079 2,786 57,478 81,102 87,657 87,967 368 58
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,246)
126 0 -101 1,319 1,357 1,344 1,256 -98 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 4.6 3.2 65.3 92.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 3 4 26 25 36 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,310
COMMITMENTS
4,277 100 1,345 75,144 79,683 80,766 81,128 544 182
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,816)
0 -100 0 1,816 1,916 1,816 1,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 1.7 92.4 98.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 1 26 26 30 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,275
COMMITMENTS
5,781 75 1,695 107,226 113,296 114,702 115,066 573 209
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,850)
0 -100 0 1,850 1,950 1,850 1,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 1.5 93.0 98.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 2 30 28 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,835
COMMITMENTS
75 0 0 45,538 45,370 45,613 45,370 222 465
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 115)
0 0 0 114 115 114 115 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.4 99.0 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 16 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,746
COMMITMENTS
316 0 45 21,010 21,571 21,371 21,616 375 130
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 20)
0 0 0 -160 -105 -160 -105 180 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 96.6 99.2 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 19 21 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,285
COMMITMENTS
775 0 50 11,460 12,235 12,285 12,285 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.4 93.3 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 15 11 18 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 70,815
COMMITMENTS
5,295 6,233 3,225 62,001 61,249 70,520 70,706 295 109
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 221)
308 462 -85 -10 -178 213 199 8 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.8 4.6 87.6 86.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 7 12 29 29 42 42
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,473
COMMITMENTS
1,000 1,325 300 13,510 13,836 14,810 15,461 663 12
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 151)
0 -25 0 150 176 150 151 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.6 1.9 87.3 89.4 95.7 99.9 4.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 15 16 17 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,871
COMMITMENTS
205 0 120 56,396 56,510 56,721 56,630 150 241
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.2 99.2 99.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 19 24 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 35,258
COMMITMENTS
2,480 155 140 32,018 34,872 34,638 35,167 620 91
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: -119)
0 -35 0 -124 -84 -124 -119 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 0.4 90.8 98.9 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 23 21 29 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,971
COMMITMENTS
3,537 200 7 63,959 67,426 67,503 67,633 468 338
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 375)
-75 0 0 450 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.3 0.0 94.1 99.2 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 23 18 26 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,220
COMMITMENTS
4,004 1,700 10 68,373 71,510 72,387 73,220 833 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 192)
-70 0 0 262 192 192 192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.3 0.0 93.4 97.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 23 17 26 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 91,706
COMMITMENTS
750 1,379 822 90,043 89,459 91,615 91,660 91 46
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,401)
300 637 -142 1,248 921 1,406 1,416 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.9 98.2 97.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 2 23 26 26 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 116,691
COMMITMENTS
2,090 4,175 1,415 112,952 111,060 116,457 116,650 234 41
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,598)
268 942 289 1,986 1,387 2,543 2,618 55 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.6 1.2 96.8 95.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 8 5 26 32 33 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 49,095
COMMITMENTS
0 1,125 0 49,095 47,970 49,095 49,095 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,525)
0 175 0 1,525 1,350 1,525 1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 7 0 15 16 15 23
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 56,600
COMMITMENTS
1,300 607 366 53,964 55,551 55,630 56,524 970 76
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 989)
0 95 -16 1,005 910 989 989 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.1 0.6 95.3 98.1 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 21 19 25 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 58,303
COMMITMENTS
18,598 653 29 38,673 57,364 57,300 58,046 1,003 257
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 483)
-214 31 -31 673 486 428 486 55 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 1.1 0.0 66.3 98.4 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 21 22 26 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,159
COMMITMENTS
145 50 280 32,607 32,742 33,032 33,072 127 87
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 489)
0 0 0 489 479 489 479 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.8 98.3 98.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 15 20 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 30,560
COMMITMENTS
0 0 0 30,495 30,440 30,495 30,440 65 120
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 13 18 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,019
COMMITMENTS
260 1,025 110 29,503 28,878 29,873 30,013 146 6
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 347)
0 40 10 327 302 337 352 10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.4 0.4 98.3 96.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 19 23 22 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,150
COMMITMENTS
50 625 25 22,545 22,336 22,620 22,986 530 164
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 150)
0 25 0 250 154 250 179 -100 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.7 0.1 97.4 96.5 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 15 18 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,421
COMMITMENTS
2,381 1,420 350 44,602 45,632 47,333 47,402 88 19
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,314)
505 -95 45 774 1,354 1,324 1,304 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.0 0.7 94.1 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 2 23 26 30 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,153
COMMITMENTS
1,660 0 340 37,133 38,813 39,133 39,153 20 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 550)
75 0 -40 515 590 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.9 94.8 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 3 23 21 28 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,130
COMMITMENTS
311 0 275 16,395 16,855 16,981 17,130 149 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 620)
-275 0 275 620 345 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.6 95.7 98.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 2 17 13 22 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,026
COMMITMENTS
3,071 150 305 13,650 16,571 17,026 17,026 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.9 1.8 80.2 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 15 11 18 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,004
COMMITMENTS
2,619 850 355 15,030 16,799 18,004 18,004 0 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.7 2.0 83.5 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 15 12 18 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,469
COMMITMENTS
1,665 2,535 610 17,971 17,216 20,246 20,361 223 108
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 384)
0 0 0 568 321 568 321 -184 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 12.4 3.0 87.8 84.1 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 14 13 16 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,331
COMMITMENTS
2,930 420 2,485 46,672 49,321 52,087 52,226 244 105
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,602)
-900 25 0 3,502 2,577 2,602 2,602 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.8 4.7 89.2 94.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 2 18 11 23 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,739
COMMITMENTS
3,390 1,195 1,950 46,127 48,479 51,467 51,624 272 115
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,626)
-900 25 0 3,526 2,601 2,626 2,626 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.3 3.8 89.2 93.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 2 18 12 23 15
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,793
COMMITMENTS
10,670 13,420 540 112,478 109,751 123,688 123,711 105 82
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,963)
25 -300 -5 1,943 2,268 1,963 1,963 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 10.8 0.4 90.9 88.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 4 4 32 23 41 29
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,414
COMMITMENTS
8,185 14,940 1,020 120,104 113,366 129,309 129,326 105 88
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,427)
20 -300 5 1,402 1,722 1,427 1,427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.5 0.8 92.8 87.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 5 37 28 46 35
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 294,928
COMMITMENTS
19,496 24,765 29,850 243,594 240,089 292,940 294,704 1,988 224
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 661)
-3,590 -20 2,201 692 -1,613 -697 568 1,359 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.4 10.1 82.6 81.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 16 23 39 43 65 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,225
COMMITMENTS
5,665 75 210 18,070 23,940 23,945 24,225 280 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.3 0.9 74.6 98.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 16 7 20 9
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,430
COMMITMENTS
5,383 1,150 210 17,567 22,070 23,160 23,430 270 0
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 76)
0 0 0 76 76 76 76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.9 0.9 75.0 94.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 7 17 10
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,511
COMMITMENTS
90 155 252 2,620 2,277 2,962 2,684 549 827
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 233)
3 12 114 97 127 214 253 19 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.4 7.2 74.6 64.9 84.4 76.4 15.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 5 18 18 24 23
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,530
COMMITMENTS
4,460 2,070 254 35,636 38,080 40,350 40,404 180 126
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,171)
360 0 0 811 1,171 1,171 1,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 5.1 0.6 87.9 94.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 31 35 35 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,479
COMMITMENTS
567 66 105 13,569 13,871 14,241 14,042 238 437
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 81)
0 25 -44 125 100 81 81 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.7 93.7 95.8 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 19 22 22 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,382
COMMITMENTS
783 396 567 11,612 11,954 12,962 12,917 420 465
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 360)
20 -229 62 278 467 360 300 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.0 4.2 86.8 89.3 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 35 29 40 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,363
COMMITMENTS
727 1,560 219 27,241 26,275 28,187 28,054 176 309
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 1,872)
434 -144 56 1,397 1,960 1,887 1,872 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.5 0.8 96.0 92.6 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 7 2 26 30 30 38
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,184
COMMITMENTS
3,214 4,422 2,644 55,043 53,543 60,901 60,609 283 575
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 3,663)
-41 560 201 3,612 2,890 3,772 3,651 -109 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.2 4.3 90.0 87.5 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
9 18 20 59 57 81 83
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 44,666
COMMITMENTS
3,305 0 0 41,216 44,561 44,521 44,561 145 105
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 2,532)
0 0 0 2,472 2,502 2,472 2,502 60 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 92.3 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 23 19 24 19
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,779
COMMITMENTS
210 305 715 11,110 11,195 12,035 12,215 744 564
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: 200)
0 0 0 -544 -364 -544 -364 744 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.4 5.6 86.9 87.6 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 19 19 23 21
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 26,533
COMMITMENTS
10,860 0 1,153 9,916 23,147 21,929 24,300 4,604 2,233
CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 0.0 4.3 37.4 87.2 82.6 91.6 17.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 6 11 10 18 16
Updated April 3, 2019