CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,718
COMMITMENTS
9,232 9,307 1,065 29,398 29,346 39,695 39,718 23 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -2,604)
-85 -280 -500 -2,014 -1,824 -2,599 -2,604 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 23.4 2.7 74.0 73.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 2 17 10 28 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 109,475
COMMITMENTS
51,789 21,434 20,592 37,039 67,404 109,420 109,430 55 45
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -14,761)
-4,759 -2,798 -1,145 -6,305 -8,373 -12,210 -12,316 -2,551 -2,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 19.6 18.8 33.8 61.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 11 18 26 21 57 43
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 42,909
COMMITMENTS
13,608 5,414 4,548 24,663 32,947 42,819 42,909 90 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -151)
14 41 80 -150 -173 -55 -51 -96 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 12.6 10.6 57.5 76.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 8 8 16 17 33 29
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 174,347
COMMITMENTS
45,761 118,343 3,325 125,261 52,679 174,347 174,347 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,640)
0 -2,320 200 -1,840 480 -1,640 -1,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 67.9 1.9 71.8 30.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 11 5 15 10 23 23
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,526
COMMITMENTS
4,240 421 0 31,286 35,105 35,526 35,526 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -27)
0 -25 0 -27 -2 -27 -27 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.2 0.0 88.1 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 13 7 16 9
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 123,761
COMMITMENTS
23,660 39,664 5,075 95,026 76,721 123,761 121,460 0 2,301
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,893)
901 686 -72 1,064 400 1,893 1,014 0 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 32.0 4.1 76.8 62.0 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 5 2 15 14 23 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,464
COMMITMENTS
7,253 2,150 4,725 4,486 9,589 16,464 16,464 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 61)
61 -25 0 0 86 61 61 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 13.1 28.7 27.2 58.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 4 4 8 14 13
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,593
COMMITMENTS
10,375 1,510 1,350 17,868 26,733 29,593 29,593 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 446)
1,465 1,110 -1,010 481 346 936 446 -490 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 5.1 4.6 60.4 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 2 17 16 28 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 14,430
COMMITMENTS
2,538 3,050 900 10,992 10,480 14,430 14,430 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 850)
800 400 50 0 400 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 21.1 6.2 76.2 72.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 2 11 10 16 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 39,624
COMMITMENTS
21,721 6,350 1,137 16,766 32,137 39,624 39,624 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 600)
500 -50 0 100 650 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 16.0 2.9 42.3 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 3 15 11 22 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 40,415
COMMITMENTS
2,081 984 5,028 33,197 34,373 40,306 40,385 109 30
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -10,389)
-3,913 824 -1,588 -4,898 -9,655 -10,399 -10,419 10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.4 12.4 82.1 85.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 5 23 22 29 30
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,121
COMMITMENTS
1,880 3,590 4,493 28,046 26,884 34,419 34,967 702 154
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -10,217)
1,077 -5,513 -942 -10,254 -3,728 -10,119 -10,183 -98 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.2 12.8 79.9 76.5 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 3 25 21 32 25
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,908,670
COMMITMENTS
164,400 204,235 380,741 4332170 4296670 4877311 4881646 31,359 27,024
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -226,579)
-21,415 -51,746 6,415 -211,352 -182,726 -226,352 -228,057 -227 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.2 7.8 88.3 87.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
30 36 46 149 117 206 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 966,819
COMMITMENTS
30,758 33,955 299,864 632,739 630,296 963,361 964,114 3,458 2,704
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -27,969)
-6,965 -2,399 -188 -12,403 -21,877 -19,556 -24,465 -8,412 -3,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.5 31.0 65.4 65.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 12 24 51 48 76 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,635
COMMITMENTS
42 5,400 702 255,335 266,359 256,079 272,461 20,556 4,174
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,421)
-1,330 22 307 -9,815 -122 -10,838 207 12,259 1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.3 92.3 96.3 92.6 98.5 7.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 31 23 33 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,935
COMMITMENTS
1,918 7,506 1,011 152,411 141,711 155,340 150,228 4,595 9,707
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 6,010)
785 744 -14 4,440 1,597 5,211 2,327 799 3,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.7 0.6 95.3 88.6 97.1 93.9 2.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 6 30 26 37 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,843
COMMITMENTS
644 2,397 1,947 330,598 332,541 333,189 336,885 12,654 8,958
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 4,185)
-382 -618 431 1,224 2,321 1,273 2,134 2,912 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.6 95.6 96.2 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 34 28 38 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 756,304
COMMITMENTS
2,204 8,862 4,086 740,715 740,123 747,005 753,071 9,299 3,233
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 7,969)
0 -155 0 7,111 6,714 7,111 6,559 858 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.5 97.9 97.9 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 38 27 42 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,524
COMMITMENTS
2,390 6,499 483 379,489 383,050 382,362 390,032 14,162 6,492
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 4,394)
-279 0 0 3,084 5,091 2,805 5,091 1,589 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.6 0.1 95.7 96.6 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 1 2 46 41 49 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 498,876
COMMITMENTS
18,806 878 882 467,508 490,894 487,196 492,654 11,680 6,222
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,318)
-907 1 92 -2,277 -2,299 -3,092 -2,206 4,410 3,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.2 93.7 98.4 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 3 2 44 40 51 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,487
COMMITMENTS
0 3,858 670 334,039 328,087 334,709 332,615 7,778 9,872
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 50)
-97 -951 126 -2,645 -386 -2,616 -1,211 2,666 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.2 97.5 95.8 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 4 2 36 31 38 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,980
COMMITMENTS
521 398 1,414 94,981 96,525 96,916 98,337 4,064 2,643
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,121)
-1,099 223 -99 2,852 1,969 1,654 2,093 467 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 1.4 94.1 95.6 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 24 23 27 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,425
COMMITMENTS
0 1,378 0 34,660 34,619 34,660 35,997 1,765 428
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 930)
0 585 0 747 434 747 1,019 183 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 95.2 95.0 95.2 98.8 4.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 0 22 16 22 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,755
COMMITMENTS
1,780 464 352 251,224 249,895 253,356 250,711 4,399 7,044
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 6,214)
560 -30 -37 5,757 6,492 6,280 6,425 -66 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.1 97.5 97.0 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 23 27 25 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,590
COMMITMENTS
0 0 0 172,190 178,696 172,190 178,696 10,400 3,894
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,207)
0 0 0 1,596 2,108 1,596 2,108 611 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 97.9 94.3 97.9 5.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 29 22 29 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,915
COMMITMENTS
0 0 0 276,358 279,422 276,358 279,422 6,557 3,493
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 5,045)
0 0 0 1,848 5,489 1,848 5,489 3,197 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 98.8 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 22 24 22 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,639
COMMITMENTS
5,213 0 0 28,908 36,062 34,121 36,062 2,518 577
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 465)
-385 0 0 -296 315 -681 315 1,146 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.0 0.0 78.9 98.4 93.1 98.4 6.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 17 18 19 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 576,419
COMMITMENTS
18,633 7,254 4,101 542,056 550,876 564,790 562,231 11,629 14,188
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,615)
465 -1,740 457 -1,499 -1,533 -577 -2,816 3,192 5,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.3 0.7 94.0 95.6 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 6 6 57 49 64 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,812
COMMITMENTS
0 65 2,131 207,232 204,551 209,363 206,747 5,449 8,065
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,260)
-524 -214 121 1,114 -238 711 -331 549 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.0 96.5 95.2 97.5 96.2 2.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 27 29 28 30
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,380
COMMITMENTS
0 0 0 92,949 85,703 92,949 85,703 3,431 10,677
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,828)
0 0 0 958 607 958 607 870 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 88.9 96.4 88.9 3.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 20 22 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,203
COMMITMENTS
1,147 3,565 0 206,600 203,451 207,747 207,016 5,456 6,187
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 15,285)
527 279 0 10,783 10,019 11,310 10,298 3,975 4,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.7 0.0 96.9 95.4 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 0 27 34 30 36
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,114
COMMITMENTS
6,764 8,535 0 198,707 210,521 205,471 219,056 15,643 2,058
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 15,094)
-5,931 1,333 -620 10,906 12,963 4,355 13,676 10,739 1,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.9 0.0 89.9 95.2 92.9 99.1 7.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 5 0 39 44 45 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,971
COMMITMENTS
0 976 0 158,260 156,703 158,260 157,679 1,711 2,292
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 837)
0 -616 0 341 -50 341 -666 496 1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.9 98.0 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 22 27 22 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,926
COMMITMENTS
0 217 0 26,570 28,100 26,570 28,317 2,356 609
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 713)
0 0 0 -547 713 -547 713 1,260 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 91.9 97.1 91.9 97.9 8.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,877
COMMITMENTS
1,645 979 14,646 254,728 257,144 271,019 272,769 8,858 7,108
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 6,775)
446 -206 1,067 4,052 5,266 5,565 6,127 1,210 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 5.2 91.0 91.9 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 4 35 34 39 38
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,062
COMMITMENTS
0 0 0 101,279 99,857 101,279 99,857 8,783 10,205
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,971)
0 0 0 -2,709 -2,918 -2,709 -2,918 738 947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 90.7 92.0 90.7 8.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,264
COMMITMENTS
0 3,104 232 198,265 195,057 198,497 198,393 3,767 3,871
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 7,079)
0 209 -1 6,822 4,441 6,821 4,649 258 2,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 98.0 96.4 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 27 29 29 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,106
COMMITMENTS
0 1,913 0 171,981 180,287 171,981 182,200 15,125 4,906
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -512)
0 -279 0 -171 -1,000 -171 -1,279 -341 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 91.9 96.4 91.9 97.4 8.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 20 21 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,307
COMMITMENTS
0 0 0 80,305 81,922 80,305 81,922 4,002 2,385
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,612)
0 0 0 1,488 1,246 1,488 1,246 124 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 97.2 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 19 22 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,677
COMMITMENTS
524 0 0 30,501 35,437 31,025 35,437 5,652 1,240
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 4)
0 0 0 -5,006 -356 -5,006 -356 5,010 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 83.2 96.6 84.6 96.6 15.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 15 18 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,671
COMMITMENTS
3,581 0 0 201,264 203,258 204,845 203,258 5,826 7,413
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 5,094)
366 0 0 4,672 1,578 5,038 1,578 56 3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 95.5 96.5 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 20 17 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,097
COMMITMENTS
0 1,625 7,956 161,963 159,940 169,919 169,521 10,178 10,576
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 3,574)
0 -152 -140 263 2,901 123 2,609 3,451 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 4.4 89.9 88.8 94.3 94.1 5.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 31 30 33 33
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,513
COMMITMENTS
0 3,550 0 54,859 53,291 54,859 56,841 4,654 2,672
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 124)
0 -240 0 -3,956 -964 -3,956 -1,204 4,080 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 92.2 89.5 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 14 11 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 253,538
COMMITMENTS
217 11,701 836 242,115 239,047 243,168 251,584 10,370 1,954
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -499)
0 434 60 -5,775 -1,172 -5,715 -678 5,216 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.6 0.3 95.5 94.3 95.9 99.2 4.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 4 2 39 38 42 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 135,233
COMMITMENTS
3,392 0 999 126,521 130,487 130,912 131,486 4,321 3,747
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 489)
-209 0 112 159 -529 62 -417 427 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.7 93.6 96.5 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 23 28 26 30
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 154,764
COMMITMENTS
0 0 0 147,356 150,189 147,356 150,189 7,408 4,575
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -337)
0 0 0 -1,087 -2,123 -1,087 -2,123 750 1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 97.0 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 18 19 18 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,259
COMMITMENTS
0 0 0 55,828 60,048 55,828 60,048 6,431 2,211
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,494)
0 0 0 659 1,431 659 1,431 835 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.7 96.4 89.7 96.4 10.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 14 15 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,845
COMMITMENTS
0 339 0 40,567 38,168 40,567 38,507 1,278 3,338
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,475)
0 339 0 2,351 968 2,351 1,307 124 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.9 91.2 96.9 92.0 3.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 13 16 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 269,241
COMMITMENTS
0 434 0 251,058 266,700 251,058 267,134 18,183 2,107
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 6,390)
0 -310 0 8,297 6,173 8,297 5,863 -1,907 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 93.2 99.1 93.2 99.2 6.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 28 19 28 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,001
COMMITMENTS
9,842 8,811 690 76,309 83,481 86,841 92,982 9,160 3,019
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 3,293)
0 -285 84 1,653 3,505 1,737 3,304 1,556 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.2 0.7 79.5 87.0 90.5 96.9 9.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 18 20 20 22
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 200,635
COMMITMENTS
1,976 0 0 194,487 191,948 196,463 191,948 4,172 8,687
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,357)
0 0 0 1,987 -2,448 1,987 -2,448 370 4,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 96.9 95.7 97.9 95.7 2.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 19 20 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 39,236
COMMITMENTS
4,494 1,577 6,895 27,398 30,396 38,787 38,868 449 368
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,624)
-9 186 -887 -727 -1,143 -1,624 -1,844 0 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.0 17.6 69.8 77.5 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 7 16 28 26 45 42
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,328
COMMITMENTS
5,555 1,350 607 29,901 34,372 36,063 36,328 265 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -4,238)
-270 -196 -145 -3,847 -3,885 -4,262 -4,226 24 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 3.7 1.7 82.3 94.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 7 24 21 32 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,783
COMMITMENTS
2,250 0 800 25,606 27,953 28,656 28,753 127 30
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,258)
-209 0 -91 -951 -1,197 -1,251 -1,288 -7 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.8 89.0 97.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 16 16 20 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 152,315
COMMITMENTS
11,178 6,009 7,871 129,920 135,825 148,969 149,705 3,346 2,610
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,809)
7 950 -119 -145 -624 -257 207 3,066 2,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.9 5.2 85.3 89.2 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 6 9 32 36 44 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,306
COMMITMENTS
1,172 6,513 1,311 63,815 58,481 66,298 66,305 8 1
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,171)
207 318 -215 1,172 1,079 1,164 1,181 7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.8 2.0 96.2 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 8 7 23 24 32 36
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,171
COMMITMENTS
275 325 150 33,746 33,696 34,171 34,171 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -833)
-75 125 0 -758 -958 -833 -833 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.4 98.8 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 10 17 14 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,823
COMMITMENTS
16,689 4,742 2,744 48,256 60,095 67,689 67,581 134 242
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,334)
0 -550 550 1,688 2,192 2,238 2,192 96 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.0 4.0 71.1 88.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 3 25 25 30 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 89,504
COMMITMENTS
28,341 5,316 3,368 57,260 80,478 88,969 89,162 535 342
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,952)
192 270 39 1,617 1,449 1,848 1,758 104 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 5.9 3.8 64.0 89.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 3 27 26 33 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,859
COMMITMENTS
3,157 75 1,345 70,142 73,566 74,644 74,986 1,215 873
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -54)
600 0 0 -1,249 -674 -649 -674 595 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.1 1.8 92.5 97.0 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 23 25 26 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,531
COMMITMENTS
4,220 75 1,620 99,365 103,909 105,205 105,604 1,326 927
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 259)
600 0 0 -1,008 -406 -408 -406 667 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.1 1.5 93.3 97.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 29 27 33 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,075
COMMITMENTS
0 0 0 47,775 47,750 47,775 47,750 300 325
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 19 22 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,144
COMMITMENTS
232 600 0 24,457 24,374 24,689 24,974 455 170
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -250)
-50 0 0 -200 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 0.0 97.3 96.9 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 20 19 22 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,060
COMMITMENTS
1,075 3,400 0 12,895 10,660 13,970 14,060 90 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 600)
0 600 0 600 0 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 24.2 0.0 91.7 75.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 16 9 20 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 80,189
COMMITMENTS
11,261 7,649 4,415 64,203 67,988 79,879 80,053 310 136
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 307)
721 229 -250 -176 341 295 320 12 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 9.5 5.5 80.1 84.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 6 10 30 30 46 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,857
COMMITMENTS
2,775 2,185 2,125 20,644 21,205 25,544 25,515 313 342
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 602)
600 0 0 0 602 600 602 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 8.5 8.2 79.8 82.0 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 18 19 21 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,191
COMMITMENTS
840 26 25 58,161 58,920 59,026 58,971 165 220
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -30 -15 -30 -15 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.3 99.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 23 21 26 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,042
COMMITMENTS
1,375 2,493 32 35,945 35,404 37,352 37,929 690 113
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 605)
0 460 0 575 145 575 605 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.6 0.1 94.5 93.1 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 1 23 23 27 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,489
COMMITMENTS
3,047 200 0 63,014 67,109 66,061 67,309 1,428 180
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 786)
2 0 0 -261 786 -259 786 1,045 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.3 0.0 93.4 99.4 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 18 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,564
COMMITMENTS
4,031 4,400 60 69,610 71,104 73,701 75,564 1,863 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,055)
0 600 0 -60 455 -60 1,055 1,115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.8 0.1 92.1 94.1 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 20 27 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 91,982
COMMITMENTS
2,623 1,970 493 88,765 89,484 91,881 91,947 101 35
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 419)
-179 -190 -22 616 631 415 419 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.1 0.5 96.5 97.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 4 22 30 27 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 116,917
COMMITMENTS
2,870 7,281 2,513 111,273 107,107 116,656 116,901 261 16
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -753)
-34 492 -578 -195 -679 -806 -764 53 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.2 2.1 95.2 91.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 11 8 23 36 34 51
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 58,496
COMMITMENTS
0 3,555 295 58,201 54,601 58,496 58,451 0 45
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -645)
0 525 0 -645 -1,170 -645 -645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.5 99.5 93.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 7 2 19 15 21 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 48,283
COMMITMENTS
0 1,850 0 48,283 46,433 48,283 48,283 0 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 1,125)
0 375 0 1,125 750 1,125 1,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 100.0 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 4 0 12 7 12 11
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 58,121
COMMITMENTS
1,712 463 352 55,140 57,247 57,204 58,062 917 59
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 757)
97 0 0 73 733 170 733 587 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 0.6 94.9 98.5 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 21 21 24 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 53,207
COMMITMENTS
7,991 58 1,932 42,771 51,025 52,694 53,015 513 192
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -200)
-353 -15 194 -231 -439 -390 -260 190 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.1 3.6 80.4 95.9 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 4 21 25 27 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,333
COMMITMENTS
275 268 500 31,738 32,179 32,513 32,947 820 386
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 160)
105 -10 0 -665 -140 -560 -150 720 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 1.5 95.2 96.5 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 14 20 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 30,047
COMMITMENTS
95 260 420 28,636 29,012 29,151 29,692 896 355
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 32)
0 -60 0 -788 -243 -788 -303 820 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 1.4 95.3 96.6 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 11 18 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,810
COMMITMENTS
275 3,192 726 29,121 26,419 30,122 30,337 688 473
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 123)
-378 -103 75 -249 -303 -552 -331 675 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.4 2.4 94.5 85.7 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 7 4 20 24 26 32
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 24,007
COMMITMENTS
50 2,484 40 22,732 20,351 22,822 22,875 1,185 1,132
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 30)
0 -1 0 -626 -931 -626 -932 656 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.3 0.2 94.7 84.8 95.1 95.3 4.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 14 18 16 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,236
COMMITMENTS
5,201 4,545 1,974 43,822 44,506 50,997 51,025 239 211
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 142)
-105 184 101 6 -327 2 -42 140 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 8.9 3.9 85.5 86.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 7 6 27 29 35 39
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,054
COMMITMENTS
374 2,856 1,017 35,249 32,730 36,640 36,603 414 451
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -586)
4 46 -2 -731 -961 -729 -917 143 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.7 2.7 95.1 88.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 5 22 20 27 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,642
COMMITMENTS
516 250 209 16,827 17,168 17,552 17,627 90 15
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -457)
300 150 -75 -667 -532 -442 -457 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.4 1.2 95.4 97.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 14 16 16 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,950
COMMITMENTS
1,270 225 400 13,175 14,145 14,845 14,770 105 180
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 480)
0 0 0 435 300 435 300 45 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.5 2.7 88.1 94.6 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 13 10 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,293
COMMITMENTS
570 1,975 725 15,868 13,768 17,163 16,468 130 825
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 360)
0 0 0 290 -465 290 -465 70 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.4 4.2 91.8 79.6 99.2 95.2 0.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 1 14 11 16 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,609
COMMITMENTS
1,680 1,300 455 20,112 20,137 22,247 21,892 362 717
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 50)
100 0 0 -127 -624 -27 -624 77 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.7 2.0 89.0 89.1 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 16 15 18 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,958
COMMITMENTS
1,670 1,300 295 19,673 19,654 21,638 21,249 320 709
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 0)
100 0 -50 -119 -624 -69 -674 69 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.9 1.3 89.6 89.5 98.5 96.8 1.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 15 14 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,978
COMMITMENTS
6,930 475 1,005 47,544 54,083 55,479 55,563 499 415
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 375)
600 0 -225 -372 185 3 -40 372 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.8 1.8 84.9 96.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 2 20 16 24 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,595
COMMITMENTS
7,060 570 835 47,148 53,785 55,043 55,190 552 405
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 375)
600 0 -225 -410 195 -35 -30 410 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.0 1.5 84.8 96.7 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 2 20 17 24 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,250
COMMITMENTS
3,960 15,514 1,095 123,800 111,613 128,855 128,222 395 1,028
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 895)
-100 604 100 580 -837 580 -133 315 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.0 0.8 95.8 86.4 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 6 7 36 31 46 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 142,599
COMMITMENTS
3,430 16,560 1,300 136,432 119,726 141,162 137,586 1,437 5,013
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 604)
-100 289 -110 -553 -4,588 -763 -4,409 1,367 5,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.6 0.9 95.7 84.0 99.0 96.5 1.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 8 7 38 31 48 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 414,789
COMMITMENTS
23,937 21,584 41,491 346,786 350,995 412,214 414,070 2,575 718
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 28,076)
-1,016 -767 2,179 25,348 26,466 26,510 27,878 1,565 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.2 10.0 83.6 84.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 23 21 44 39 72 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,830
COMMITMENTS
3,720 50 75 15,592 18,556 19,387 18,681 443 1,149
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -324 -1,139 -324 -1,139 324 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.3 0.4 78.6 93.6 97.8 94.2 2.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 18 7 21 10
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,679
COMMITMENTS
3,470 715 55 14,834 17,002 18,359 17,772 320 907
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -139 -907 -139 -907 139 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 3.8 0.3 79.4 91.0 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 16 7 19 11
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,789
COMMITMENTS
216 174 257 2,772 2,630 3,245 3,061 544 728
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -454)
-3 -75 -48 -297 -182 -348 -305 -106 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.6 6.8 73.2 69.4 85.6 80.8 14.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 5 20 19 25 25
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,135
COMMITMENTS
6,552 2,095 114 32,339 36,688 39,005 38,897 130 238
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,755)
-437 -113 -20 -1,239 -1,601 -1,696 -1,734 -59 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.4 0.3 82.6 93.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 2 35 33 40 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,661
COMMITMENTS
270 4 212 12,975 13,121 13,457 13,337 204 324
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,461)
-59 -21 21 -1,321 -1,436 -1,359 -1,436 -102 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.6 95.0 96.0 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 23 24 27 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,331
COMMITMENTS
165 0 431 8,031 8,535 8,627 8,966 704 365
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -2,009)
-252 -130 123 -1,924 -2,059 -2,053 -2,066 44 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 4.6 86.1 91.5 92.5 96.1 7.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 4 27 24 32 28
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,895
COMMITMENTS
189 1,505 375 31,181 29,605 31,745 31,485 150 410
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -4,015)
-686 -273 -197 -3,263 -3,565 -4,146 -4,035 131 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.7 1.2 97.8 92.8 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 1 16 23 18 28
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,209
COMMITMENTS
2,764 3,352 2,075 56,107 54,945 60,946 60,372 263 837
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -7,424)
-793 -547 -458 -5,949 -6,193 -7,200 -7,198 -224 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.5 3.4 91.7 89.8 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
11 11 14 59 55 77 74
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 30,007
COMMITMENTS
2,860 0 50 26,842 29,762 29,752 29,812 255 195
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 358)
0 0 0 248 223 248 223 110 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.2 89.5 99.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 23 19 24 20
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,522
COMMITMENTS
439 45 430 8,593 8,927 9,462 9,402 60 120
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,515)
-290 -35 -70 -1,095 -1,395 -1,455 -1,500 -60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 4.5 90.2 93.8 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 16 11 19 14
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,399
COMMITMENTS
0 870 0 10,309 9,529 10,309 10,399 90 0
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 99.1 91.6 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 9 13 10
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 223,523
COMMITMENTS
0 0 0 213,607 207,357 213,607 207,357 9,916 16,166
CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -9,926)
0 0 0 -8,820 -9,317 -8,820 -9,317 -1,106 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 92.8 95.6 92.8 4.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
Updated July 8, 2019