CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,828
COMMITMENTS
10,107 9,282 1,340 32,358 33,206 43,805 43,828 23 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 425)
-965 0 0 1,390 425 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 21.2 3.1 73.8 75.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 4 3 19 11 31 16
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,221
COMMITMENTS
5,319 25,184 0 36,902 17,037 42,221 42,221 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 59.6 0.0 87.4 40.4 100.0 100.0 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 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 54,126
COMMITMENTS
13,061 37,334 0 41,065 16,792 54,126 54,126 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 -50 0 0 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 69.0 0.0 75.9 31.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 9 0 11 9 13 18
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 37,197
COMMITMENTS
8,790 17,967 100 28,307 19,130 37,197 37,197 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 89)
-100 0 0 189 89 89 89 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 48.3 0.3 76.1 51.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 1 7 12 13 18
MASS RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 3,802
COMMITMENTS
471 2,202 0 3,331 1,600 3,802 3,802 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -50)
54 0 0 -104 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 57.9 0.0 87.6 42.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 6 6 8 12
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 33,966
COMMITMENTS
5,513 14,275 0 28,453 19,691 33,966 33,966 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -319)
0 0 0 -319 -319 -319 -319 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 42.0 0.0 83.8 58.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 4 0 10 7 14 11
MASS RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 6,700
COMMITMENTS
1,913 1,675 0 4,781 5,025 6,694 6,700 6 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 25.0 0.0 71.4 75.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 0 7 6 10 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 103,964
COMMITMENTS
38,912 14,954 22,246 42,117 66,063 103,275 103,263 690 701
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,564)
255 -10 1,674 -508 -375 1,422 1,290 143 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 14.4 21.4 40.5 63.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
22 9 20 25 20 54 43
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 26,119
COMMITMENTS
7,933 3,750 0 18,186 22,369 26,119 26,119 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -41)
0 0 0 -41 -41 -41 -41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 14.4 0.0 69.6 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 0 11 4 17 6
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,739
COMMITMENTS
14,270 33,045 0 29,469 10,694 43,739 43,739 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 50)
50 50 0 0 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 75.6 0.0 67.4 24.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 0 9 7 14 14
NJ SRECS VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 20,730
COMMITMENTS
7,891 16,332 0 12,839 4,375 20,730 20,707 0 23
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 78.8 0.0 61.9 21.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 0 10 5 14 8
MASS RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 4,480
COMMITMENTS
625 1,225 0 3,855 3,255 4,480 4,480 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 27.3 0.0 86.0 72.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 0 8 6 10 11
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,846
COMMITMENTS
10,699 5,131 4,278 22,822 27,107 37,798 36,516 48 1,330
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,590)
1,602 10 -11 -1 1,592 1,589 1,590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 13.6 11.3 60.3 71.6 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 7 15 16 30 26
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,109
COMMITMENTS
4,240 446 0 30,869 34,663 35,109 35,109 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -4)
0 0 0 -4 -4 -4 -4 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 7 16 9
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,490
COMMITMENTS
6,991 2,175 4,725 4,774 9,590 16,490 16,490 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 502)
2 0 0 500 502 502 502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 13.2 28.7 29.0 58.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 4 5 7 15 12
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 18,871
COMMITMENTS
4,895 250 75 13,891 18,546 18,861 18,871 10 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 4)
-25 0 0 29 4 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 1.3 0.4 73.6 98.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 1 1 18 12 28 13
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 46,222
COMMITMENTS
7,956 209 4,549 33,545 41,419 46,050 46,177 172 45
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,150)
-473 55 722 2,491 1,983 2,740 2,760 -590 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.5 9.8 72.6 89.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 5 25 25 33 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 41,604
COMMITMENTS
856 12,626 1,927 38,050 26,879 40,833 41,432 771 172
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 770)
750 306 195 -90 369 855 870 -85 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 30.3 4.6 91.5 64.6 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 5 30 21 36 28
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,052,124
COMMITMENTS
228,905 193,459 363,907 4420334 4468870 5013146 5026236 38,978 25,888
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 32,407)
-865 40,830 -27,754 61,384 20,078 32,765 33,154 -358 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.8 7.2 87.5 88.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
37 32 53 144 118 206 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 856,588
COMMITMENTS
10,771 38,634 227,317 614,312 587,112 852,401 853,063 4,187 3,525
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 10,775)
-714 -2,562 11,667 -122 1,711 10,832 10,815 -57 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 26.5 71.7 68.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 15 25 55 48 80 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,203
COMMITMENTS
163 5,092 519 254,040 264,697 254,722 270,308 19,481 3,895
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 6,439)
22 86 -22 2,904 6,062 2,904 6,126 3,535 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 0.2 92.6 96.5 92.9 98.6 7.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 31 23 33 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,634
COMMITMENTS
1,933 6,145 904 143,356 138,729 146,193 145,778 4,441 4,856
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 5,661)
364 -459 42 6,832 6,071 7,238 5,654 -1,577 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.1 0.6 95.2 92.1 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 5 31 30 36 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,313
COMMITMENTS
2 2,813 1,903 331,116 330,682 333,021 335,398 8,292 5,915
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,361)
-1,726 2,813 -503 6,937 1,268 4,708 3,578 -1,347 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.6 97.0 96.9 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 36 29 39 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 748,462
COMMITMENTS
1,712 8,743 4,523 735,097 731,709 741,332 744,975 7,130 3,487
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,809)
0 -240 -268 3,140 2,404 2,872 1,896 -63 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 0.6 98.2 97.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 37 25 41 28
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,114
COMMITMENTS
2,428 0 483 374,260 382,311 377,171 382,794 13,943 8,320
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 10,878)
766 0 121 9,779 10,634 10,666 10,755 212 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 95.7 97.7 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 0 2 44 40 47 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 498,451
COMMITMENTS
11,872 840 296 477,646 494,084 489,814 495,220 8,637 3,231
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 7,677)
312 0 296 7,765 7,946 8,373 8,242 -696 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.1 95.8 99.1 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 1 46 38 50 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 326,543
COMMITMENTS
480 3,844 269 321,033 317,558 321,782 321,671 4,761 4,872
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,828)
240 225 -30 3,494 3,604 3,704 3,799 124 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.1 98.3 97.2 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 3 1 38 32 40 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,187
COMMITMENTS
2,248 0 488 95,280 98,420 98,016 98,908 4,171 3,279
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,742)
-385 0 120 2,793 3,809 2,528 3,929 -786 -2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.5 93.2 96.3 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 22 24 24 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,264
COMMITMENTS
0 0 0 31,901 32,459 31,901 32,459 2,363 1,805
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,128)
0 0 0 3,098 3,255 3,098 3,255 30 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 94.7 93.1 94.7 6.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 13 19 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,965
COMMITMENTS
38 0 866 263,337 261,413 264,241 262,279 4,724 6,686
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,538)
-453 -744 270 2,615 285 2,432 -189 106 2,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.3 97.9 97.2 98.2 97.5 1.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 24 27 25 28
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,538
COMMITMENTS
0 0 0 158,854 171,450 158,854 171,450 15,684 3,088
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 7,160)
0 0 0 5,512 7,404 5,512 7,404 1,648 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 98.2 91.0 98.2 9.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 26 21 26 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,734
COMMITMENTS
0 0 0 266,348 267,073 266,348 267,073 3,386 2,661
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 13,302)
0 0 0 13,120 12,721 13,120 12,721 182 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 20 21 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,015
COMMITMENTS
1,186 0 0 24,571 26,738 25,757 26,738 1,258 277
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,810)
690 0 0 3,120 3,810 3,810 3,810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 91.0 99.0 95.3 99.0 4.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 19 20 20 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 573,009
COMMITMENTS
16,760 8,799 1,386 543,783 553,844 561,929 564,029 11,080 8,980
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 10,192)
1,346 1,474 -304 6,619 9,150 7,661 10,320 2,531 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 0.2 94.9 96.7 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 2 3 53 39 58 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,679
COMMITMENTS
416 427 1,461 202,602 200,696 204,479 202,584 5,200 7,095
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,411)
0 -1 32 287 360 319 391 1,092 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.7 96.6 95.7 97.5 96.6 2.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 27 30 29 32
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,529
COMMITMENTS
0 0 0 96,444 91,180 96,444 91,180 2,085 7,349
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,037)
0 -121 -247 2,037 1,344 1,790 976 247 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 92.5 97.9 92.5 2.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 21 22 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,688
COMMITMENTS
0 0 0 171,831 171,405 171,831 171,405 1,857 2,283
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 9,569)
0 0 0 8,105 9,209 8,105 9,209 1,464 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 98.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 21 17 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,526
COMMITMENTS
1,116 12,121 0 186,765 177,798 187,881 189,919 4,645 2,607
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 10,941)
0 0 0 10,821 10,761 10,821 10,761 120 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.3 0.0 97.0 92.4 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 0 33 29 35 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,595
COMMITMENTS
0 693 0 159,184 158,912 159,184 159,605 1,411 990
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,720)
0 693 0 3,660 3,120 3,660 3,813 60 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.1 99.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 17 25 17 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 31,082
COMMITMENTS
0 651 0 30,649 30,218 30,649 30,869 433 213
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,864)
0 0 0 1,864 1,864 1,864 1,864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 98.6 97.2 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 14 15 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,893
COMMITMENTS
63 1,408 143 264,850 259,563 265,056 261,114 4,837 8,779
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -905)
-84 0 84 2,140 -844 2,140 -760 -3,045 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.1 98.1 96.2 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 1 37 36 38 38
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,654
COMMITMENTS
0 0 0 95,041 95,161 95,041 95,161 613 493
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,380)
0 0 0 3,320 3,380 3,320 3,380 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 11 14 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,753
COMMITMENTS
0 0 0 107,556 106,166 107,556 106,166 8,197 9,587
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 241)
0 0 0 1,431 150 1,431 150 -1,190 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.9 91.7 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 19 20 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,505
COMMITMENTS
0 2,349 261 193,505 191,785 193,766 194,395 3,739 3,110
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 930)
0 0 0 465 589 465 589 465 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.1 98.0 97.1 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 25 26 26 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,736
COMMITMENTS
0 1,461 0 174,594 182,437 174,594 183,898 15,142 5,838
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 4,391)
0 546 0 4,264 2,528 4,264 3,074 127 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 92.0 96.2 92.0 96.9 8.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 19 21 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,937
COMMITMENTS
0 0 0 73,670 75,390 73,670 75,390 5,267 3,547
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,158)
0 0 0 618 2,056 618 2,056 1,540 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 95.5 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 19 20 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,285
COMMITMENTS
0 0 0 39,589 39,073 39,589 39,073 1,696 2,212
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,130)
0 0 0 3,012 2,377 3,012 2,377 -882 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 94.6 95.9 94.6 4.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 14 15 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,191
COMMITMENTS
2,449 0 277 178,247 180,125 180,973 180,402 4,218 4,789
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 4,673)
35 0 277 4,202 4,254 4,514 4,531 159 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.1 96.3 97.3 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 15 17 17 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,675
COMMITMENTS
0 295 155 177,744 179,070 177,899 179,520 11,776 10,155
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 6,148)
-514 -138 -473 9,562 8,363 8,575 7,752 -2,427 -1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 93.7 94.4 93.8 94.6 6.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 32 33 33 34
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,968
COMMITMENTS
0 0 0 21,615 23,844 21,615 23,844 2,353 124
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 99.5 90.2 99.5 9.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 13 10 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,936
COMMITMENTS
0 0 0 55,109 54,647 55,109 54,647 827 1,289
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 11,596)
0 0 0 11,296 11,596 11,296 11,596 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.7 98.5 97.7 1.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 17 11 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 262,619
COMMITMENTS
0 6,260 758 254,301 252,198 255,059 259,216 7,560 3,403
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 10,032)
0 885 -303 10,210 9,967 9,907 10,549 125 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.3 96.8 96.0 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 2 1 34 35 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 138,534
COMMITMENTS
0 354 573 134,905 134,476 135,478 135,403 3,056 3,131
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,947)
-249 354 -503 3,041 2,871 2,289 2,722 -342 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.4 97.4 97.1 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 22 26 23 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,994
COMMITMENTS
0 0 0 150,273 154,640 150,273 154,640 6,721 2,354
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 5,427)
0 0 0 5,427 5,855 5,427 5,855 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 98.5 95.7 98.5 4.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 17 18 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,872
COMMITMENTS
0 0 0 37,104 35,382 37,104 35,382 768 2,490
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,352)
0 0 0 1,322 2,397 1,322 2,397 30 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 93.4 98.0 93.4 2.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 12 16 12 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 270,287
COMMITMENTS
0 0 0 248,488 268,421 248,488 268,421 21,799 1,866
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 11,154)
0 0 0 10,391 11,308 10,391 11,308 763 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 99.3 91.9 99.3 8.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 25 18 25 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,842
COMMITMENTS
0 9,035 462 86,041 82,184 86,503 91,681 8,339 3,161
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,155)
0 87 0 3,033 2,877 3,033 2,964 122 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.5 90.7 86.7 91.2 96.7 8.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 20 20 22
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 203,114
COMMITMENTS
1,976 0 0 198,448 199,679 200,424 199,679 2,690 3,435
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,155)
0 0 0 3,155 2,975 3,155 2,975 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.7 98.3 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 21 23 22 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 36,985
COMMITMENTS
5,310 1,340 5,670 25,513 29,629 36,492 36,639 493 346
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,003)
39 -32 391 576 638 1,005 997 -2 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 3.6 15.3 69.0 80.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 8 15 29 26 45 41
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,104
COMMITMENTS
5,745 1,600 430 35,928 40,074 42,103 42,104 1 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 180)
200 15 0 -20 164 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 3.8 1.0 85.3 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 5 24 24 33 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,056
COMMITMENTS
3,273 0 752 24,892 28,286 28,917 29,038 139 18
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 430)
-25 0 -25 480 455 430 430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 2.6 85.7 97.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 0 4 15 19 22 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 151,158
COMMITMENTS
10,330 2,873 8,265 131,848 139,742 150,443 150,880 715 278
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,000)
1,800 455 574 -606 752 1,768 1,781 232 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.9 5.5 87.2 92.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 5 8 31 34 40 44
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,075
COMMITMENTS
952 5,677 567 59,557 54,782 61,075 61,025 0 50
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,162)
-36 -94 140 2,058 2,100 2,162 2,147 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.3 0.9 97.5 89.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 5 24 24 33 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,199
COMMITMENTS
150 275 0 31,049 30,924 31,199 31,199 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,063)
75 -150 0 988 1,213 1,063 1,063 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.0 99.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 9 16 11 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 68,584
COMMITMENTS
17,643 5,622 1,253 49,543 61,607 68,439 68,482 145 102
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 147)
-120 -100 230 37 17 147 147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 8.2 1.8 72.2 89.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 25 24 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 90,424
COMMITMENTS
30,622 4,492 2,458 57,050 83,370 90,130 90,320 294 104
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 182)
-1,320 -125 680 629 -388 -11 167 193 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 5.0 2.7 63.1 92.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 5 3 26 27 31 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,457
COMMITMENTS
2,500 0 1,370 71,093 73,908 74,963 75,278 494 179
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 303)
0 -25 25 278 303 303 303 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 1.8 94.2 97.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 26 25 30 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,158
COMMITMENTS
3,765 100 1,727 102,272 106,221 107,764 108,048 394 110
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 236)
0 -25 25 231 236 256 236 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.1 1.6 94.6 98.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 3 30 27 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,405
COMMITMENTS
25 0 0 48,080 48,070 48,105 48,070 300 335
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.3 99.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 19 23 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,924
COMMITMENTS
210 300 0 24,124 24,584 24,334 24,884 590 40
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -65)
160 0 0 -260 -65 -100 -65 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 0.0 96.8 98.6 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 20 20 22 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,110
COMMITMENTS
1,125 0 0 10,895 12,110 12,020 12,110 90 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 90.0 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 15 11 18 11
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 75,760
COMMITMENTS
6,806 9,932 3,157 65,478 62,412 75,441 75,501 319 259
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,570)
-188 90 170 1,579 1,184 1,561 1,444 9 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 13.1 4.2 86.4 82.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 7 13 33 33 48 48
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,200
COMMITMENTS
150 3,450 0 11,050 7,700 11,200 11,150 0 50
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 4,150)
150 1,350 -100 4,100 2,900 4,150 4,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 30.8 0.0 98.7 68.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 6 0 8 10 9 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,491
COMMITMENTS
50 2,490 600 18,525 16,059 19,175 19,149 316 342
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 600)
-100 400 0 700 200 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.8 3.1 95.0 82.4 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 18 20 21 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,803
COMMITMENTS
510 0 0 60,138 60,578 60,648 60,578 155 225
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 545)
105 0 0 425 540 530 540 15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 98.9 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 23 21 25 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,036
COMMITMENTS
2,082 945 195 33,942 35,700 36,219 36,840 817 196
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 554)
-30 50 -20 427 398 377 428 177 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.6 0.5 91.6 96.4 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 2 22 23 26 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,482
COMMITMENTS
3,059 200 0 65,955 68,982 69,014 69,182 468 300
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 655)
0 0 0 655 655 655 655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.3 0.0 94.9 99.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 19 26 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,016
COMMITMENTS
3,566 3,800 60 71,562 72,071 75,188 75,931 828 85
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 332)
0 0 0 327 332 327 332 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.0 0.1 94.1 94.8 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 19 27 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 93,862
COMMITMENTS
2,568 1,185 1,032 90,181 91,605 93,781 93,822 81 40
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 153)
-200 10 40 298 118 138 168 15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 1.1 96.1 97.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 4 23 29 28 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 119,565
COMMITMENTS
2,790 3,956 2,655 113,964 112,943 119,409 119,554 156 11
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,441)
-26 709 -64 1,546 801 1,456 1,446 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.3 2.2 95.3 94.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 12 6 24 32 33 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,710
COMMITMENTS
0 1,675 225 54,485 52,765 54,710 54,665 0 45
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,275)
0 550 225 1,050 500 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.4 99.6 96.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 8 1 16 14 17 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 41,280
COMMITMENTS
0 700 0 41,280 40,580 41,280 41,280 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,185)
0 325 0 1,185 860 1,185 1,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 0 12 9 12 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 55,631
COMMITMENTS
1,458 557 417 53,464 54,657 55,339 55,631 292 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -447)
20 0 -3 -474 -444 -457 -447 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 0.7 96.1 98.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 20 23 24 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 54,673
COMMITMENTS
9,312 0 1,339 43,764 53,158 54,415 54,497 258 176
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -330)
-47 0 -6 -282 -307 -335 -313 5 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.0 2.4 80.0 97.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 4 23 24 29 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,791
COMMITMENTS
170 260 80 34,475 34,378 34,725 34,718 66 73
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,010)
40 -360 0 1,030 1,370 1,070 1,010 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.2 99.1 98.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 15 20 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,680
COMMITMENTS
95 380 0 31,520 31,280 31,615 31,660 65 20
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,245)
60 -360 0 1,425 1,605 1,485 1,245 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.0 99.5 98.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 14 19 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,549
COMMITMENTS
713 1,010 280 27,247 27,010 28,240 28,300 309 249
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 483)
10 -95 80 392 488 482 473 1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.5 1.0 95.4 94.6 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 19 23 23 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,344
COMMITMENTS
100 1,075 0 21,674 21,129 21,774 22,204 570 140
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,210)
-25 25 0 1,239 1,185 1,214 1,210 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.8 0.0 97.0 94.6 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 13 18 15 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,415
COMMITMENTS
3,368 4,155 765 44,139 43,486 48,272 48,406 143 9
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,317)
310 776 142 825 394 1,277 1,312 40 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.6 1.6 91.2 89.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 2 24 27 30 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,078
COMMITMENTS
880 160 540 37,263 38,258 38,683 38,958 395 120
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,015)
-360 0 360 1,080 685 1,080 1,045 -65 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.4 1.4 95.4 97.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 20 21 22
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,386
COMMITMENTS
125 100 25 18,101 18,261 18,251 18,386 135 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.1 98.4 99.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 13 16 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,442
COMMITMENTS
930 200 750 12,762 13,492 14,442 14,442 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.4 5.2 88.4 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 16 10 17 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,905
COMMITMENTS
430 1,900 975 15,500 14,030 16,905 16,905 0 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.2 5.8 91.7 83.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 16 12 17 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,419
COMMITMENTS
925 1,660 705 21,616 21,012 23,246 23,377 173 42
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 156)
-100 0 0 255 160 155 160 1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.1 3.0 92.3 89.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 18 16 20 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,217
COMMITMENTS
780 1,610 660 20,590 19,907 22,030 22,177 187 40
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 70)
-100 0 10 160 60 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.2 3.0 92.7 89.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 17 14 19 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,844
COMMITMENTS
5,665 400 1,470 50,443 55,974 57,578 57,844 266 0
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 55)
-125 25 25 155 5 55 55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.7 2.5 87.2 96.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 3 21 14 26 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,875
COMMITMENTS
6,115 890 980 49,497 54,995 56,592 56,865 283 10
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 50)
-125 25 25 150 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.6 1.7 87.0 96.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 3 21 15 26 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,372
COMMITMENTS
5,220 13,555 650 116,947 108,926 122,817 123,131 555 241
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 414)
-75 -1,150 130 200 1,232 255 212 159 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.0 0.5 94.8 88.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 6 34 26 42 34
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 137,481
COMMITMENTS
4,380 14,520 1,540 131,421 121,161 137,341 137,221 140 260
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,961)
-25 -375 405 2,581 2,996 2,961 3,026 0 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.6 1.1 95.6 88.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 5 40 30 47 38
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 340,228
COMMITMENTS
21,633 19,523 36,195 281,473 284,408 339,301 340,126 927 102
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,396)
1,817 159 440 -73 1,779 2,184 2,378 212 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.7 10.6 82.7 83.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 21 23 43 40 70 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,420
COMMITMENTS
3,675 0 230 17,404 21,170 21,309 21,400 111 20
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 0)
-700 0 0 700 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.0 1.1 81.3 98.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 20 9 23 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,299
COMMITMENTS
3,675 790 205 16,210 19,294 20,090 20,289 209 10
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 52)
-700 0 0 752 52 52 52 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 3.9 1.0 79.9 95.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 17 10 20 13
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,094
COMMITMENTS
68 186 308 3,181 2,801 3,557 3,295 537 799
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 5)
24 -70 8 3 81 35 19 -30 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.5 7.5 77.7 68.4 86.9 80.5 13.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 3 19 20 22 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,108
COMMITMENTS
6,196 1,974 164 34,503 38,866 40,863 41,004 245 104
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,795)
75 0 0 1,720 1,795 1,795 1,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.8 0.4 83.9 94.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 2 33 32 38 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,280
COMMITMENTS
317 75 128 14,544 14,661 14,989 14,864 291 416
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,393)
0 30 12 1,276 1,351 1,288 1,393 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.8 95.2 95.9 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 25 25 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,894
COMMITMENTS
532 32 463 10,343 11,115 11,338 11,610 556 284
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,538)
77 32 11 1,462 1,470 1,550 1,513 -12 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.3 3.9 87.0 93.5 95.3 97.6 4.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 5 35 33 40 38
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,089
COMMITMENTS
1,110 2,680 489 36,490 34,534 38,089 37,703 0 386
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,086)
450 976 -120 1,756 1,230 2,086 2,086 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.0 1.3 95.8 90.7 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 7 4 26 28 33 36
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 71,327
COMMITMENTS
3,751 3,587 2,813 63,978 64,042 70,542 70,442 785 885
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,148)
424 618 69 2,526 2,352 3,019 3,039 129 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.0 3.9 89.7 89.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 13 17 58 60 78 83
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 35,515
COMMITMENTS
2,475 0 75 32,750 35,425 35,300 35,500 215 15
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -6,911)
-115 0 0 -6,911 -6,896 -7,026 -6,896 115 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.2 92.2 99.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 20 17 21 18
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,910
COMMITMENTS
885 285 345 10,680 11,250 11,910 11,880 0 30
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 390)
100 0 25 265 365 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.4 2.9 89.7 94.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 19 19 22 22
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 229,294
COMMITMENTS
0 0 0 217,316 212,660 217,316 212,660 11,978 16,634
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 7,073)
0 0 0 9,868 7,093 9,868 7,093 -2,795 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 92.7 94.8 92.7 5.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 37,845
COMMITMENTS
21,663 0 1,315 10,349 33,901 33,327 35,216 4,518 2,629
CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 0.0 3.5 27.3 89.6 88.1 93.1 11.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 3 10 12 16 15
Updated May 24, 2019