CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,759
COMMITMENTS
10,032 9,282 1,640 32,064 32,837 43,736 43,759 23 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -69)
-75 0 300 -294 -369 -69 -69 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 21.2 3.7 73.3 75.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 4 4 19 11 34 17
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,271
COMMITMENTS
5,319 25,184 0 36,952 17,087 42,271 42,271 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 54,091
COMMITMENTS
13,061 37,334 0 41,030 16,757 54,091 54,091 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 37,195
COMMITMENTS
8,690 17,967 100 28,405 19,128 37,195 37,195 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -1)
-100 0 0 99 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 48.3 0.3 76.4 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 05/28/19 |
--------------------------------------------------------------| 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 05/21/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 34,529
COMMITMENTS
5,513 14,375 0 29,016 20,154 34,529 34,529 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 563)
0 100 0 563 463 563 563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 41.6 0.0 84.0 58.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 5 0 10 7 14 12
MASS RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| 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 05/21/19 (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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 113,364
COMMITMENTS
48,725 17,126 18,589 45,352 77,441 112,667 113,155 698 209
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 9,400)
9,813 2,172 -3,657 3,236 11,378 9,392 9,893 8 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 15.1 16.4 40.0 68.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
26 8 15 25 21 55 40
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 27,147
COMMITMENTS
8,033 3,750 0 19,114 23,397 27,147 27,147 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,029)
100 0 0 929 1,029 1,029 1,029 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 13.8 0.0 70.4 86.2 100.0 100.0 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 05/28/19 |
--------------------------------------------------------------| 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 05/21/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/28/19 |
--------------------------------------------------------------| 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 05/21/19 (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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 4,430
COMMITMENTS
625 1,225 0 3,805 3,205 4,430 4,430 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 27.7 0.0 85.9 72.3 100.0 100.0 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 40,325
COMMITMENTS
11,859 5,199 4,269 23,827 29,226 39,955 38,695 370 1,630
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,479)
1,161 68 -9 1,005 2,120 2,157 2,179 322 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 12.9 10.6 59.1 72.5 99.1 96.0 0.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 7 7 16 16 32 26
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,089
COMMITMENTS
4,240 446 0 30,849 34,643 35,089 35,089 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,401
COMMITMENTS
6,990 2,175 4,725 4,686 9,501 16,401 16,401 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -89)
-1 0 0 -88 -89 -89 -89 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 13.3 28.8 28.6 57.9 100.0 100.0 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,418
COMMITMENTS
5,595 250 300 14,513 19,868 20,408 20,418 10 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,547)
700 0 225 622 1,322 1,547 1,547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 1.2 1.5 71.1 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 1 2 18 13 28 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 48,735
COMMITMENTS
7,909 119 4,960 35,703 43,480 48,572 48,559 163 176
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,513)
-47 -90 411 2,158 2,061 2,522 2,382 -9 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.2 10.2 73.3 89.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 1 4 26 26 33 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 41,977
COMMITMENTS
856 12,901 2,227 38,123 26,677 41,206 41,805 771 172
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 373)
0 275 300 73 -202 373 373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 30.7 5.3 90.8 63.6 98.2 99.6 1.8 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,138,363
COMMITMENTS
252,244 181,264 353,889 4487911 4570506 5094044 5105659 44,319 32,704
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 86,239)
23,339 -12,195 -10,018 67,577 101,636 80,898 79,423 5,341 6,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.5 6.9 87.3 88.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
42 34 58 147 121 215 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 825,300
COMMITMENTS
16,826 40,537 198,503 598,817 574,662 814,145 813,701 11,154 11,599
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -31,288)
6,055 1,903 -28,814 -15,496 -12,450 -38,255 -39,361 6,967 8,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.9 24.1 72.6 69.6 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 15 23 53 47 76 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,265
COMMITMENTS
410 5,006 365 256,815 266,660 257,590 272,031 18,675 4,234
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,062)
247 -86 -154 2,775 1,963 2,868 1,723 -806 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.1 93.0 96.5 93.2 98.5 6.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 31 23 33 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,701
COMMITMENTS
3,011 6,953 969 144,950 140,769 148,930 148,691 4,771 5,010
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,067)
1,078 808 65 1,594 2,040 2,737 2,913 330 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.5 0.6 94.3 91.6 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 4 31 29 37 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 346,015
COMMITMENTS
444 3,348 1,323 336,289 335,021 338,056 339,692 7,959 6,323
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,702)
442 535 -580 5,173 4,339 5,035 4,294 -333 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.4 97.2 96.8 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 37 27 40 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 750,366
COMMITMENTS
1,712 8,626 4,671 736,428 734,949 742,811 748,246 7,555 2,120
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,904)
0 -117 148 1,331 3,240 1,479 3,271 425 -1,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 0.6 98.1 97.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 38 26 42 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,679
COMMITMENTS
4,380 0 483 378,483 387,110 383,346 387,593 13,333 9,086
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 5,565)
1,952 0 0 4,223 4,799 6,175 4,799 -610 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 95.4 97.6 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 0 2 45 41 50 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 507,608
COMMITMENTS
12,867 840 569 485,360 503,432 498,796 504,841 8,812 2,767
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 9,157)
995 0 273 7,714 9,348 8,982 9,621 175 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.2 0.1 95.6 99.2 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 1 1 49 40 55 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,335
COMMITMENTS
480 4,436 527 339,318 334,723 340,325 339,686 5,010 5,649
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 18,792)
0 592 258 18,285 17,165 18,543 18,015 249 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.3 0.2 98.3 96.9 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 2 39 33 42 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,115
COMMITMENTS
1,542 0 640 97,917 100,072 100,099 100,712 4,016 3,403
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,928)
-706 0 152 2,637 1,652 2,083 1,804 -155 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.6 94.0 96.1 96.1 96.7 3.9 3.3
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,194
COMMITMENTS
0 0 0 36,357 36,453 36,357 36,453 1,837 1,741
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,930)
0 0 0 4,456 3,994 4,456 3,994 -526 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 95.4 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 14 21 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 265,946
COMMITMENTS
0 436 918 260,624 258,894 261,542 260,248 4,404 5,698
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -3,019)
-38 436 52 -2,713 -2,519 -2,699 -2,031 -320 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.3 98.0 97.3 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 26 27 28 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,509
COMMITMENTS
0 0 0 158,748 170,953 158,748 170,953 15,761 3,556
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -29)
0 0 0 -106 -497 -106 -497 77 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 98.0 91.0 98.0 9.0 2.0
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,907
COMMITMENTS
0 0 0 270,551 270,940 270,551 270,940 3,356 2,967
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,173)
0 0 0 4,203 3,867 4,203 3,867 -30 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 98.9 98.8 98.9 1.2 1.1
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,165
COMMITMENTS
1,876 0 0 26,431 29,888 28,307 29,888 1,858 277
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,150)
690 0 0 1,860 3,150 2,550 3,150 600 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 87.6 99.1 93.8 99.1 6.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 19 22 21 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 586,336
COMMITMENTS
15,818 10,133 1,718 558,890 565,566 576,426 577,417 9,910 8,919
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 13,327)
-942 1,334 332 15,107 11,722 14,497 13,388 -1,170 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.7 0.3 95.3 96.5 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 4 3 54 44 59 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,572
COMMITMENTS
536 612 1,431 207,088 205,854 209,055 207,897 5,517 6,675
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,893)
120 185 -30 4,486 5,158 4,576 5,313 317 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.7 96.5 95.9 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 27 31 29 33
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,850
COMMITMENTS
0 240 0 96,675 91,170 96,675 91,410 2,175 7,440
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 321)
0 240 0 231 -10 231 230 90 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.8 92.2 97.8 92.5 2.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 21 22 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,958
COMMITMENTS
1,710 4,170 0 192,498 188,631 194,208 192,801 750 2,157
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 21,270)
1,710 4,170 0 20,667 17,226 22,377 21,396 -1,107 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.1 0.0 98.7 96.8 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 0 30 33 31 36
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,056
COMMITMENTS
2,946 16,291 0 207,504 197,938 210,450 214,229 4,606 827
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 22,530)
1,830 4,170 0 20,739 20,140 22,569 24,310 -39 -1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.6 0.0 96.5 92.0 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 6 0 41 39 43 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,723
COMMITMENTS
0 788 0 163,222 162,989 163,222 163,777 1,501 946
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,128)
0 95 0 4,038 4,077 4,038 4,172 90 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.1 98.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 0 19 28 19 30
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 32,402
COMMITMENTS
0 651 0 31,549 31,328 31,549 31,979 853 423
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,320)
0 0 0 900 1,110 900 1,110 420 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 97.4 96.7 97.4 98.7 2.6 1.3
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,976
COMMITMENTS
100 0 686 265,303 261,410 266,089 262,096 4,887 8,880
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,083)
37 -1,408 543 453 1,847 1,033 982 50 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.3 97.9 96.5 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 0 2 37 35 39 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,224
COMMITMENTS
0 0 0 95,431 95,857 95,431 95,857 793 367
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 570)
0 0 0 390 696 390 696 180 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 13 14 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,201
COMMITMENTS
0 0 0 108,745 108,297 108,745 108,297 8,456 8,904
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,448)
0 0 0 1,189 2,131 1,189 2,131 259 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 92.4 92.8 92.4 7.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 20 21 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,262
COMMITMENTS
0 3,583 261 195,566 193,553 195,827 197,397 4,435 2,865
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,757)
0 1,234 0 2,061 1,768 2,061 3,002 696 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.1 97.7 96.6 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 27 28 28 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,366
COMMITMENTS
0 1,827 0 176,139 184,132 176,139 185,959 15,227 5,407
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,630)
0 366 0 1,545 1,695 1,545 2,061 85 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 92.0 96.2 92.0 97.2 8.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 22 19 22 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,645
COMMITMENTS
0 0 0 74,434 75,946 74,434 75,946 5,211 3,699
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 708)
0 0 0 764 556 764 556 -56 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 95.4 93.5 95.4 6.5 4.6
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,675
COMMITMENTS
0 0 0 39,654 39,133 39,654 39,133 2,021 2,542
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 390)
0 0 0 65 60 65 60 325 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 93.9 95.2 93.9 4.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 14 16 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,577
COMMITMENTS
2,414 0 0 177,664 180,313 180,078 180,313 5,499 5,264
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 386)
-35 0 -277 -583 188 -895 -89 1,281 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 95.7 97.2 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 17 16 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,531
COMMITMENTS
161 0 180 173,877 176,213 174,218 176,393 12,313 10,138
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -3,144)
161 -295 25 -3,867 -2,857 -3,681 -3,127 537 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 93.2 94.5 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 1 30 32 31 33
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,818
COMMITMENTS
272 0 0 21,165 23,331 21,437 23,331 2,381 487
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -150)
272 0 0 -450 -513 -178 -513 28 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 88.9 98.0 90.0 98.0 10.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,246
COMMITMENTS
0 240 0 57,242 56,627 57,242 56,867 1,004 1,379
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,310)
0 240 0 2,133 1,980 2,133 2,220 177 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 98.3 97.2 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 12 17 12 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 265,541
COMMITMENTS
0 5,344 694 259,184 256,772 259,878 262,810 5,663 2,731
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,922)
0 -916 -64 4,883 4,574 4,819 3,594 -1,897 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.3 97.6 96.7 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 2 1 35 36 36 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 138,565
COMMITMENTS
0 585 310 134,875 134,544 135,185 135,439 3,380 3,126
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 31)
0 231 -263 -30 68 -293 36 324 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 97.3 97.1 97.6 97.7 2.4 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,720
COMMITMENTS
0 0 0 150,633 155,186 150,633 155,186 7,087 2,534
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 726)
0 0 0 360 546 360 546 366 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 98.4 95.5 98.4 4.5 1.6
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,339
COMMITMENTS
0 0 0 39,937 39,251 39,937 39,251 1,402 2,088
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,467)
0 0 0 2,833 3,869 2,833 3,869 634 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 94.9 96.6 94.9 3.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 14 18 14 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 270,809
COMMITMENTS
0 0 0 249,258 268,793 249,258 268,793 21,551 2,016
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 522)
0 0 0 770 372 770 372 -248 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 99.3 92.0 99.3 8.0 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,210
COMMITMENTS
0 8,949 519 86,289 82,460 86,808 91,928 8,402 3,282
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 368)
0 -86 57 248 276 305 247 63 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.5 90.6 86.6 91.2 96.6 8.8 3.4
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 205,707
COMMITMENTS
1,976 0 0 200,831 202,272 202,807 202,272 2,900 3,435
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,593)
0 0 0 2,383 2,593 2,383 2,593 210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.6 98.3 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 22 22 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 38,445
COMMITMENTS
5,347 1,454 6,264 26,341 30,387 37,952 38,105 493 340
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,460)
37 114 595 828 758 1,460 1,466 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 3.8 16.3 68.5 79.0 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 7 15 29 26 45 41
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,953
COMMITMENTS
5,720 1,737 400 35,827 39,801 41,947 41,938 6 15
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -151)
-25 137 -30 -101 -272 -156 -166 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 4.1 1.0 85.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 3 24 23 31 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,851
COMMITMENTS
3,148 0 727 25,837 29,106 29,712 29,833 139 18
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 795)
-125 0 -25 945 820 795 795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 2.4 86.6 97.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 0 4 16 19 23 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 152,106
COMMITMENTS
10,593 3,713 8,132 132,996 140,188 151,721 152,033 385 73
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 948)
263 840 -133 1,148 446 1,278 1,153 -330 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.4 5.3 87.4 92.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 8 32 35 40 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,900
COMMITMENTS
1,288 5,373 587 58,025 53,890 59,900 59,850 0 50
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -1,175)
336 -304 20 -1,531 -891 -1,175 -1,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.0 1.0 96.9 90.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 5 5 25 24 34 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,549
COMMITMENTS
150 275 0 31,399 31,274 31,549 31,549 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.0 99.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 0 10 16 12 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 68,344
COMMITMENTS
17,547 5,482 1,549 49,228 61,211 68,324 68,242 20 102
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -240)
-96 -140 296 -315 -396 -115 -240 -125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 8.0 2.3 72.0 89.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 3 26 24 32 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 90,378
COMMITMENTS
29,636 4,737 3,178 57,205 82,400 90,019 90,315 359 63
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -46)
-986 245 720 155 -970 -111 -5 65 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.2 3.5 63.3 91.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 3 26 27 32 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,470
COMMITMENTS
2,620 0 1,345 72,046 74,921 76,011 76,266 459 204
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,013)
120 0 -25 953 1,013 1,048 988 -35 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.8 94.2 98.0 99.4 99.7 0.6 0.3
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,974
COMMITMENTS
3,825 100 1,727 102,028 106,037 107,580 107,864 394 110
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -184)
60 0 0 -244 -184 -184 -184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.1 1.6 94.5 98.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 3 31 27 36 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,035
COMMITMENTS
25 0 0 47,710 47,700 47,735 47,700 300 335
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -370)
0 0 0 -370 -370 -370 -370 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 20 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,214
COMMITMENTS
210 600 0 24,414 24,574 24,624 25,174 590 40
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 290)
0 300 0 290 -10 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.4 0.0 96.8 97.5 97.7 99.8 2.3 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 05/28/19 |
--------------------------------------------------------------| 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 05/21/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 77,825
COMMITMENTS
6,918 9,948 3,273 67,315 64,454 77,506 77,675 319 150
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,065)
112 16 116 1,837 2,042 2,065 2,174 0 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.8 4.2 86.5 82.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 8 14 33 32 49 48
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,691
COMMITMENTS
50 3,990 600 19,725 15,759 20,375 20,349 316 342
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,200)
0 1,500 0 1,200 -300 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 19.3 2.9 95.3 76.2 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 18 19 21 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,758
COMMITMENTS
510 0 0 60,093 60,533 60,603 60,533 155 225
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -45 -45 -45 -45 0 0
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: 33)
2 0 0 23 23 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 36,883
COMMITMENTS
2,082 1,315 135 33,849 35,217 36,066 36,667 817 216
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -153)
0 370 -60 -93 -483 -153 -173 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.6 0.4 91.8 95.5 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 1 22 23 25 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,847
COMMITMENTS
3,059 200 0 66,320 69,347 69,379 69,547 468 300
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 365)
0 0 0 365 365 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.3 0.0 95.0 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,326
COMMITMENTS
3,566 3,800 60 71,867 72,381 75,493 76,241 833 85
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 310)
0 0 0 305 310 305 310 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.0 0.1 94.2 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 94,212
COMMITMENTS
2,789 1,175 776 90,546 92,221 94,111 94,172 101 40
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 350)
221 -10 -256 365 616 330 350 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.2 0.8 96.1 97.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 23 28 28 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 120,320
COMMITMENTS
2,868 4,607 2,254 115,001 113,443 120,123 120,304 197 16
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 755)
78 651 -401 1,037 499 714 750 41 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.8 1.9 95.6 94.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 13 5 24 31 32 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,225
COMMITMENTS
0 2,600 225 56,000 53,355 56,225 56,180 0 45
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,515)
0 925 0 1,515 590 1,515 1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.4 99.6 94.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 8 1 18 16 19 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 42,030
COMMITMENTS
0 850 0 42,030 41,180 42,030 42,030 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 750)
0 150 0 750 600 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 100.0 98.0 100.0 100.0 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 56,376
COMMITMENTS
1,464 557 417 54,053 55,382 55,934 56,356 442 20
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 745)
6 0 0 589 725 595 725 150 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 0.7 95.9 98.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 20 22 24 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 54,516
COMMITMENTS
8,614 0 1,764 43,864 52,578 54,242 54,342 274 174
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -157)
-698 0 425 100 -580 -173 -155 16 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 3.2 80.5 96.4 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 05/28/19 |
--------------------------------------------------------------| 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 05/21/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,725
COMMITMENTS
130 380 0 31,530 31,325 31,660 31,705 65 20
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 45)
35 0 0 10 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.0 99.4 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,691
COMMITMENTS
713 1,230 140 27,791 27,006 28,644 28,376 47 315
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 142)
0 220 -140 544 -4 404 76 -262 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.3 0.5 96.9 94.1 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 2 21 23 25 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,334
COMMITMENTS
100 1,125 0 21,664 21,009 21,764 22,134 570 200
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -10)
0 50 0 -10 -120 -10 -70 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.0 0.0 97.0 94.1 97.4 99.1 2.6 0.9
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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,651
COMMITMENTS
3,093 4,096 980 45,466 44,543 49,539 49,619 112 32
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,236)
-275 -59 215 1,327 1,057 1,267 1,213 -31 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 8.2 2.0 91.6 89.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 4 2 23 28 31 33
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,584
COMMITMENTS
880 158 542 37,747 38,764 39,169 39,464 415 120
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 506)
0 -2 2 484 506 486 506 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 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 21 21 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,461
COMMITMENTS
125 100 25 18,176 18,336 18,326 18,461 135 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.1 98.5 99.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 14 16 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,592
COMMITMENTS
980 200 750 12,862 13,642 14,592 14,592 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 150)
50 0 0 100 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.4 5.1 88.1 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 16 11 17 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,031
COMMITMENTS
480 1,900 975 15,576 14,156 17,031 17,031 0 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 126)
50 0 0 76 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.2 5.7 91.5 83.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 16 13 17 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,337
COMMITMENTS
925 1,660 705 21,534 20,930 23,164 23,295 173 42
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -82)
0 0 0 -82 -82 -82 -82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 7.1 3.0 92.3 89.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 17 16 19 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,267
COMMITMENTS
780 1,610 660 20,640 19,957 22,080 22,227 187 40
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 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: 26)
2 2 2 16 13 18 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,369
COMMITMENTS
5,990 400 1,470 50,643 56,499 58,103 58,369 266 0
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 525)
325 0 0 200 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.7 2.5 86.8 96.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 3 21 15 27 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,000
COMMITMENTS
6,440 890 980 50,297 56,120 57,717 57,990 283 10
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,125)
325 0 0 800 1,125 1,125 1,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.5 1.7 86.7 96.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 21 16 27 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,100
COMMITMENTS
5,245 14,295 675 118,941 109,904 124,861 124,874 239 226
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,728)
25 740 25 1,994 978 2,044 1,743 -316 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.4 0.5 95.1 87.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 4 6 36 27 44 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 138,841
COMMITMENTS
4,305 15,170 1,565 132,831 121,846 138,701 138,581 140 260
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,360)
-75 650 25 1,410 685 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.9 1.1 95.7 87.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 5 39 31 46 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 353,849
COMMITMENTS
19,618 19,854 37,954 295,383 295,921 352,955 353,730 894 119
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 13,621)
-2,016 331 1,760 13,910 11,513 13,654 13,604 -33 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.6 10.7 83.5 83.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 20 23 43 42 70 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,480
COMMITMENTS
3,900 0 140 17,329 21,320 21,369 21,460 111 20
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 60)
225 0 -90 -75 150 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.0 0.7 80.7 99.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 20 8 23 10
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,354
COMMITMENTS
3,925 815 85 16,135 19,444 20,145 20,344 209 10
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 55)
250 25 -120 -75 150 55 55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 4.0 0.4 79.3 95.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 17 9 20 11
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,407
COMMITMENTS
62 240 276 3,487 3,028 3,825 3,544 582 863
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 313)
-6 54 -32 306 227 268 249 45 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.4 6.3 79.1 68.7 86.8 80.4 13.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 4 20 21 24 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,438
COMMITMENTS
6,196 1,974 164 34,833 39,196 41,193 41,334 245 104
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 331)
0 0 0 331 331 331 331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.8 0.4 84.1 94.6 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,392
COMMITMENTS
332 110 113 14,656 14,753 15,101 14,976 291 416
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 112)
15 35 -15 112 92 112 112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.7 95.2 95.8 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 25 26 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,561
COMMITMENTS
634 0 470 10,902 11,803 12,006 12,273 555 288
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 667)
102 -32 7 559 688 668 663 -1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 3.7 86.8 94.0 95.6 97.7 4.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 5 35 33 40 38
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,713
COMMITMENTS
1,110 2,692 652 36,939 34,983 38,701 38,327 12 386
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 624)
0 12 163 449 449 612 624 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.0 1.7 95.4 90.4 100.0 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 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 72,307
COMMITMENTS
3,539 3,459 2,888 65,185 65,174 71,612 71,521 695 786
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 980)
-212 -128 75 1,207 1,132 1,070 1,079 -90 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.8 4.0 90.2 90.1 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
11 15 17 59 62 79 85
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 36,505
COMMITMENTS
2,475 0 75 33,800 36,415 36,350 36,490 155 15
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 990)
0 0 0 1,050 990 1,050 990 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.2 92.6 99.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 20 18 21 19
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,435
COMMITMENTS
995 245 360 10,285 10,805 11,640 11,410 795 1,025
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 525)
110 -40 15 -395 -445 -270 -470 795 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.0 2.9 82.7 86.9 93.6 91.8 6.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 17 16 20 19
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 231,947
COMMITMENTS
0 0 0 218,666 210,586 218,666 210,586 13,281 21,361
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,653)
0 0 0 1,350 -2,074 1,350 -2,074 1,303 4,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 90.8 94.3 90.8 5.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 37,558
COMMITMENTS
21,723 0 940 10,167 33,956 32,830 34,896 4,728 2,662
CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -287)
60 0 -375 -182 55 -497 -320 210 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 0.0 2.5 27.1 90.4 87.4 92.9 12.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 3 10 12 16 15
Updated May 31, 2019