CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,293
COMMITMENTS
9,272 9,307 1,025 25,968 25,961 36,265 36,293 28 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 0)
-325 0 0 320 0 -5 0 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 25.6 2.8 71.6 71.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 3 2 17 10 29 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 109,591
COMMITMENTS
48,510 24,445 23,010 38,055 62,123 109,576 109,578 15 13
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 751)
43 782 -1,289 1,987 1,255 741 748 10 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 22.3 21.0 34.7 56.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 13 16 27 21 59 42
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,237
COMMITMENTS
15,792 5,316 4,381 22,992 33,539 43,166 43,237 71 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 272)
66 -146 93 98 325 258 272 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 12.3 10.1 53.2 77.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 8 10 15 17 36 29
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,756
COMMITMENTS
41,142 99,609 4,075 102,539 44,072 147,756 147,756 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 100)
450 -350 350 -700 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 67.4 2.8 69.4 29.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 10 4 13 10 19 21
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,730
COMMITMENTS
4,240 421 0 32,490 36,309 36,730 36,730 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 1,166)
0 0 0 1,166 1,166 1,166 1,166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.1 0.0 88.5 98.9 100.0 100.0 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 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 90,402
COMMITMENTS
16,530 21,550 4,637 69,236 64,215 90,402 90,402 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -542)
-18 0 0 -524 -542 -542 -542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 23.8 5.1 76.6 71.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 3 2 15 9 22 14
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,053
COMMITMENTS
7,242 2,150 4,725 4,086 9,178 16,053 16,053 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 1)
1 0 0 0 1 1 1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 13.4 29.4 25.5 57.2 100.0 100.0 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 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,166
COMMITMENTS
6,480 2,075 1,675 23,011 27,416 31,166 31,166 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 976)
-1,320 465 425 1,871 86 976 976 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.7 5.4 73.8 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 18 15 28 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| 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: 14,840
COMMITMENTS
2,867 3,200 650 11,323 10,990 14,840 14,840 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -40)
-100 0 0 60 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 21.6 4.4 76.3 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 11 10 17 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,295
COMMITMENTS
22,371 6,250 1,137 16,787 32,908 40,295 40,295 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 100)
-400 -100 0 500 200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 15.5 2.8 41.7 81.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 3 15 10 22 14
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 37,352
COMMITMENTS
3,033 2,944 3,492 30,756 30,891 37,281 37,327 71 25
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -8,667)
-974 1,792 -1,691 -5,991 -8,763 -8,656 -8,662 -11 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.9 9.3 82.3 82.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 9 27 27 37 36
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 38,900
COMMITMENTS
4,645 2,869 3,333 30,202 32,578 38,180 38,780 720 120
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -6,900)
2,363 -1,996 -2,326 -6,908 -2,544 -6,871 -6,866 -29 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.4 8.6 77.6 83.7 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 3 27 22 34 27
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,943,586
COMMITMENTS
130,172 210,117 400,970 4386856 4305929 4917998 4917016 25,588 26,570
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 195,386)
-9,975 26,077 42,844 159,999 125,809 192,868 194,730 2,518 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.3 8.1 88.7 87.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
28 43 54 150 117 212 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 990,864
COMMITMENTS
43,460 32,336 295,330 648,844 660,567 987,634 988,234 3,230 2,631
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 62,659)
5,727 2,101 25,027 31,169 35,963 61,923 63,092 736 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.3 29.8 65.5 66.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 13 24 52 47 76 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,698
COMMITMENTS
0 6,067 0 241,450 250,366 241,450 256,433 17,248 2,265
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -10,528)
-446 1,061 -989 -7,722 -10,253 -9,157 -10,181 -1,371 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 93.3 96.8 93.3 99.1 6.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 0 29 23 29 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,092
COMMITMENTS
831 8,892 670 146,347 135,939 147,848 145,501 2,244 4,591
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -8,846)
-1,880 -489 -306 -6,111 -7,149 -8,297 -7,944 -549 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.9 0.4 97.5 90.6 98.5 96.9 1.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 5 30 29 35 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,857
COMMITMENTS
992 1,635 1,756 317,179 315,750 319,927 319,141 10,930 11,716
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -11,794)
-3,081 -563 -953 -8,157 -14,194 -12,191 -15,710 397 3,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.5 95.9 95.4 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 2 32 27 35 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,104
COMMITMENTS
2,440 9,568 2,757 764,453 763,884 769,650 776,209 8,454 1,895
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -690)
-278 406 -866 60 -168 -1,084 -628 394 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.4 98.2 98.2 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 40 27 43 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,522
COMMITMENTS
250 6,657 300 359,633 364,560 360,183 371,517 17,339 6,005
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -19,989)
-1,579 1,382 -464 -16,960 -22,366 -19,003 -21,448 -986 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.1 95.3 96.6 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 3 1 45 42 47 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 482,508
COMMITMENTS
18,417 1,117 426 455,813 477,401 474,656 478,944 7,852 3,564
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -32,072)
-6,466 -133 -328 -24,346 -31,481 -31,140 -31,942 -932 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.1 94.5 98.9 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 2 38 41 42 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 336,295
COMMITMENTS
0 1,715 967 329,857 325,485 330,824 328,167 5,471 8,128
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -11,833)
0 -4,710 53 -12,035 -7,543 -11,982 -12,200 149 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.3 98.1 96.8 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 2 36 30 38 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,313
COMMITMENTS
1,708 591 879 89,925 90,561 92,512 92,031 2,801 3,282
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -8,912)
-441 186 -186 -7,899 -8,292 -8,526 -8,292 -386 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.9 94.3 95.0 97.1 96.6 2.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 22 21 26 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,930
COMMITMENTS
0 310 0 18,407 18,558 18,407 18,868 523 62
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -13,888)
0 -651 -31 -13,547 -12,772 -13,578 -13,454 -310 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 97.2 98.0 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 16 17 16 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,932
COMMITMENTS
1,491 0 426 246,071 245,062 247,988 245,488 3,944 6,444
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -12,593)
173 0 -128 -10,995 -12,582 -10,950 -12,710 -1,643 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 97.7 97.3 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 24 28 25 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,440
COMMITMENTS
0 0 0 158,362 163,353 158,362 163,353 8,078 3,087
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -8,349)
0 0 0 -6,805 -8,505 -6,805 -8,505 -1,544 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 98.1 95.1 98.1 4.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 30 21 30 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,373
COMMITMENTS
0 0 0 285,453 284,903 285,453 284,903 1,920 2,470
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 9,751)
-248 0 0 10,730 10,089 10,482 10,089 -731 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 24 23 24 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,871
COMMITMENTS
3,147 1,140 0 29,344 31,203 32,491 32,343 1,380 1,528
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,206)
-1,379 1,140 0 -2,362 -6,230 -3,741 -5,090 -465 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.4 0.0 86.6 92.1 95.9 95.5 4.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 18 20 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 566,403
COMMITMENTS
20,761 9,533 3,874 534,032 547,591 558,667 560,998 7,736 5,405
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -18,270)
-175 -1,562 459 -19,573 -16,741 -19,289 -17,844 1,019 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.7 0.7 94.3 96.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 5 4 56 48 62 54
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,818
COMMITMENTS
1,645 357 2,020 191,218 193,737 194,883 196,114 6,935 5,704
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,712)
687 76 16 -3,975 -3,275 -3,272 -3,183 -1,440 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 1.0 94.7 96.0 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 24 24 26 26
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,377
COMMITMENTS
0 1,221 0 79,813 75,200 79,813 76,421 2,564 5,956
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -10,320)
0 1,221 0 -10,317 -10,776 -10,317 -9,555 -3 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 96.9 91.3 96.9 92.8 3.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 24 20 24 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,499
COMMITMENTS
0 0 0 183,796 184,706 183,796 184,706 1,703 793
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -57,791)
-310 -6,448 0 -58,254 -51,091 -58,564 -57,539 773 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 19 20 19
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,555
COMMITMENTS
589 6,448 0 190,184 189,335 190,773 195,783 5,782 772
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -43,508)
-2,077 -4,247 -62 -41,090 -38,703 -43,229 -43,012 -279 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.0 96.8 96.3 97.1 99.6 2.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 0 31 32 33 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,458
COMMITMENTS
0 744 0 145,541 145,003 145,541 145,747 917 711
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -21,495)
0 -372 0 -21,247 -21,216 -21,247 -21,588 -248 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.4 99.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 19 22 19 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,107
COMMITMENTS
1,064 2,540 14,445 242,855 241,018 258,364 258,003 3,743 4,104
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -14,413)
816 382 900 -13,969 -14,503 -12,253 -13,221 -2,160 -1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 5.5 92.7 92.0 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 4 3 35 37 39 41
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,123
COMMITMENTS
0 0 0 105,498 102,483 105,498 102,483 6,625 9,640
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -5,310)
0 0 0 -4,291 -3,637 -4,291 -3,637 -1,019 -1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 91.4 94.1 91.4 5.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 20 22 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,110
COMMITMENTS
0 2,962 0 192,751 189,967 192,751 192,929 2,359 2,181
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,693)
-58 -830 -816 -1,383 18 -2,257 -1,628 -436 -1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 98.8 97.4 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 27 29 27 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,748
COMMITMENTS
0 458 0 172,401 175,728 172,401 176,186 7,347 3,562
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,883)
0 -463 0 -4,425 -3,355 -4,425 -3,818 -458 -1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 95.9 97.8 95.9 98.0 4.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 19 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,922
COMMITMENTS
0 0 0 80,364 80,795 80,364 80,795 3,558 3,127
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,233)
0 0 0 -1,674 -2,664 -1,674 -2,664 -559 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 96.3 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,217
COMMITMENTS
496 0 0 14,583 15,297 15,079 15,297 1,138 920
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -10,777)
-586 0 0 -10,095 -10,219 -10,681 -10,219 -96 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 89.9 94.3 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 9 12 9
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,546
COMMITMENTS
3,630 272 705 191,705 194,721 196,040 195,698 3,506 3,848
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -3,489)
-1,132 272 309 -1,590 -3,876 -2,413 -3,295 -1,076 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 0.4 96.1 97.6 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 19 20 21 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,479
COMMITMENTS
1,236 8 7,845 140,605 137,399 149,686 145,252 14,793 19,227
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -12,231)
1,182 -1,018 550 -20,626 -16,080 -18,894 -16,548 6,663 4,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 4.8 85.5 83.5 91.0 88.3 9.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 4 25 27 29 31
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 45,803
COMMITMENTS
0 0 0 41,912 44,494 41,912 44,494 3,891 1,309
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,526)
0 0 0 -3,659 -3,273 -3,659 -3,273 -867 -1,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 97.1 91.5 97.1 8.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,410
COMMITMENTS
0 0 0 44,007 43,145 44,007 43,145 403 1,265
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -10,323)
0 -1,240 0 -10,199 -8,556 -10,199 -9,796 -124 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 97.2 99.1 97.2 0.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 14 12 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,237
COMMITMENTS
0 6,589 1,248 229,456 221,983 230,704 229,820 5,533 6,417
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -14,637)
-453 -2,491 -736 -13,231 -13,258 -14,420 -16,485 -217 1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.5 97.1 94.0 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 2 1 38 38 39 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 124,476
COMMITMENTS
1,886 0 766 118,854 121,029 121,506 121,795 2,970 2,681
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -6,632)
571 0 -310 -5,974 -5,744 -5,713 -6,054 -919 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.6 95.5 97.2 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 2 23 29 25 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 142,019
COMMITMENTS
0 0 0 135,748 139,515 135,748 139,515 6,271 2,504
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -8,064)
0 0 0 -8,181 -8,393 -8,181 -8,393 117 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 98.2 95.6 98.2 4.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 22 19 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 54,119
COMMITMENTS
0 0 0 48,090 52,255 48,090 52,255 6,029 1,864
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,679)
0 0 0 -4,332 -4,462 -4,332 -4,462 -347 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 96.6 88.9 96.6 11.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,411
COMMITMENTS
0 961 0 35,614 33,273 35,614 34,234 797 2,177
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -6,612)
0 -465 0 -6,271 -6,507 -6,271 -6,972 -341 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 97.8 91.4 97.8 94.0 2.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 13 12 13 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 257,171
COMMITMENTS
571 0 0 239,408 256,214 239,979 256,214 17,192 957
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -5,268)
571 0 0 -7,517 -4,631 -6,946 -4,631 1,678 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 93.1 99.6 93.3 99.6 6.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 26 19 27 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,714
COMMITMENTS
14,512 8,774 121 73,180 83,954 87,813 92,849 6,901 1,865
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,794)
-77 0 -146 -6,502 -3,957 -6,725 -4,103 1,931 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 9.3 0.1 77.3 88.6 92.7 98.0 7.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 19 20 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 194,809
COMMITMENTS
1,672 0 0 188,475 193,224 190,147 193,224 4,662 1,585
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -9,647)
-304 0 0 -10,552 -7,480 -10,856 -7,480 1,209 -2,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.7 99.2 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 21 21 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 33,663
COMMITMENTS
4,335 952 4,803 24,140 27,802 33,278 33,557 385 106
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,412)
-299 -394 -298 -1,728 -1,336 -2,324 -2,027 -88 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.8 14.3 71.7 82.6 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 7 15 28 28 43 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,389
COMMITMENTS
5,908 1,200 370 32,086 36,819 38,364 38,389 25 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,913)
133 -232 -130 -1,906 -1,551 -1,903 -1,913 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.1 1.0 83.6 95.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 4 23 23 30 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,919
COMMITMENTS
2,050 1,000 675 26,084 27,224 28,809 28,899 110 20
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,322)
50 325 -250 -1,110 -1,387 -1,310 -1,312 -12 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.5 2.3 90.2 94.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 3 15 16 19 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 140,347
COMMITMENTS
9,909 7,938 7,391 122,593 125,010 139,893 140,339 454 8
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -7,291)
-1,024 -388 -98 -6,147 -6,805 -7,269 -7,291 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.7 5.3 87.3 89.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 8 8 32 36 43 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,548
COMMITMENTS
476 5,652 2,177 61,887 56,712 64,541 64,542 7 6
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,391)
200 -1,563 -56 -4,534 -2,772 -4,390 -4,391 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.8 3.4 95.9 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 6 24 25 30 39
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,465
COMMITMENTS
0 450 200 32,265 31,785 32,465 32,435 0 30
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -992)
-125 225 -50 -817 -1,152 -992 -977 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.6 99.4 97.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 3 13 15 16 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,482
COMMITMENTS
16,540 5,595 1,740 48,985 60,006 67,265 67,341 217 141
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 762)
-133 603 -623 1,301 673 545 653 217 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 8.3 2.6 72.6 88.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 3 25 24 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,013
COMMITMENTS
26,147 8,478 1,690 56,772 74,747 84,609 84,915 404 98
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -309)
-48 121 0 -231 -415 -279 -294 -30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 10.0 2.0 66.8 87.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 4 28 26 34 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,078
COMMITMENTS
3,551 175 1,328 65,612 69,399 70,491 70,902 587 176
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -3,033)
-260 -50 -2 -2,772 -2,933 -3,034 -2,985 1 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.2 1.9 92.3 97.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 25 25 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,306
COMMITMENTS
4,322 250 1,612 90,735 95,303 96,669 97,165 637 141
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,565)
-400 -50 -5 -4,158 -4,444 -4,563 -4,499 -2 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.3 1.7 93.2 97.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 28 27 31 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,085
COMMITMENTS
0 420 0 46,935 46,350 46,935 46,770 150 315
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -140)
0 0 0 -140 -140 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.7 98.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 20 19 20 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,422
COMMITMENTS
82 600 0 25,550 25,657 25,632 26,257 790 165
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.3 0.0 96.7 97.1 97.0 99.4 3.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 20 19 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 15,415
COMMITMENTS
850 3,700 0 14,475 11,715 15,325 15,415 90 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 24.0 0.0 93.9 76.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 17 8 21 9
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 80,670
COMMITMENTS
14,352 2,792 6,381 59,653 71,195 80,386 80,368 284 302
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 2,130)
857 -518 507 817 2,152 2,181 2,141 -51 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 3.5 7.9 73.9 88.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 7 10 31 30 47 45
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 7,975
COMMITMENTS
400 2,100 150 7,425 5,475 7,975 7,725 0 250
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.3 1.9 93.1 68.7 100.0 96.9 0.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 6 1 8 16 10 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,545
COMMITMENTS
6,115 430 2,600 20,521 26,173 29,236 29,203 309 342
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 15)
15 0 0 0 20 15 20 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.5 8.8 69.5 88.6 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 18 20 23 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,248
COMMITMENTS
450 240 180 56,453 56,602 57,083 57,022 165 226
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -180 -143 -180 -143 0 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.3 98.6 98.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 21 22 23 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,892
COMMITMENTS
1,085 2,115 200 38,007 37,513 39,292 39,828 600 64
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 593)
-75 0 75 593 518 593 593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.3 0.5 95.3 94.0 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 2 22 24 26 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,652
COMMITMENTS
3,487 200 0 58,747 62,287 62,234 62,487 418 165
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -3,698)
-233 0 0 -3,420 -3,688 -3,653 -3,688 -45 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.3 0.0 93.8 99.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 24 18 28 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,818
COMMITMENTS
4,019 4,150 60 64,547 64,608 68,626 68,818 192 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,825)
-394 -450 0 -4,471 -4,375 -4,865 -4,825 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 6.0 0.1 93.8 93.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 1 1 26 20 32 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 86,694
COMMITMENTS
4,210 1,597 463 81,929 84,634 86,602 86,694 92 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -5,266)
75 -321 -72 -5,302 -4,873 -5,299 -5,266 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.8 0.5 94.5 97.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 2 24 29 29 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 110,377
COMMITMENTS
6,009 6,562 2,005 102,201 101,800 110,215 110,367 162 10
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -6,916)
-140 -940 -85 -6,754 -5,901 -6,980 -6,926 64 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.9 1.8 92.6 92.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 14 7 27 33 36 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,935
COMMITMENTS
150 3,040 350 51,415 48,515 51,915 51,905 20 30
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,251)
50 -305 30 -4,331 -3,961 -4,251 -4,236 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.9 0.7 99.0 93.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 3 16 14 19 19
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 47,760
COMMITMENTS
25 1,680 0 47,735 46,080 47,760 47,760 0 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,393)
0 -525 0 -2,393 -1,868 -2,393 -2,393 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.5 0.0 99.9 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 0 12 9 13 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,815
COMMITMENTS
2,468 150 451 57,596 59,991 60,515 60,592 300 223
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 193)
310 0 -75 -12 296 223 221 -30 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 0.7 94.7 98.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 21 20 25 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 59,507
COMMITMENTS
4,909 75 3,782 50,471 55,410 59,162 59,267 345 240
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 525)
-2,891 0 2,004 1,420 -1,483 533 521 -8 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.1 6.4 84.8 93.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 4 23 24 29 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,323
COMMITMENTS
205 258 80 29,882 29,919 30,167 30,257 156 66
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,792)
-70 -10 0 -1,698 -1,762 -1,768 -1,772 -24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.3 98.5 98.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 18 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,627
COMMITMENTS
30 245 0 28,396 28,382 28,426 28,627 201 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,077)
-30 -60 0 -722 -1,017 -752 -1,077 -325 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.0 99.2 99.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 17 12 18 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,714
COMMITMENTS
209 4,576 1,659 30,771 26,455 32,639 32,690 75 24
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,125)
-6 4 -324 -1,495 -1,820 -1,825 -2,140 -300 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.0 5.1 94.1 80.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 6 4 24 20 30 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,348
COMMITMENTS
213 1,400 1,027 19,727 18,708 20,967 21,135 381 213
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,425)
157 -165 -27 -1,487 -1,301 -1,357 -1,493 -68 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.6 4.8 92.4 87.6 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 14 16 17 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,501
COMMITMENTS
5,536 4,586 1,676 46,206 47,224 53,418 53,486 83 15
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,040)
252 -768 -16 -1,275 -246 -1,039 -1,030 -1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.6 3.1 86.4 88.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 4 5 26 27 33 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,166
COMMITMENTS
45 1,717 793 35,042 33,526 35,880 36,036 286 130
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -608)
0 -530 392 -984 -470 -592 -608 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.7 2.2 96.9 92.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 5 5 22 19 28 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,992
COMMITMENTS
925 225 100 18,772 19,652 19,797 19,977 195 15
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -498)
384 -25 -184 -683 -289 -483 -498 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.1 0.5 93.9 98.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 15 16 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,212
COMMITMENTS
770 150 425 11,957 12,637 13,152 13,212 60 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -960)
-300 -75 25 -685 -910 -960 -960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.1 3.2 90.5 95.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 14 10 17 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,437
COMMITMENTS
270 1,000 750 13,357 12,687 14,377 14,437 60 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,420)
-200 -500 25 -1,245 -945 -1,420 -1,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.9 5.2 92.5 87.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 2 15 11 18 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,995
COMMITMENTS
1,805 1,100 305 17,860 18,565 19,970 19,970 25 25
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,859)
-85 -150 0 -1,764 -1,704 -1,849 -1,854 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.5 1.5 89.3 92.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 16 16 19 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,206
COMMITMENTS
1,850 1,100 220 17,113 17,861 19,183 19,181 23 25
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,669)
-45 -150 0 -1,616 -1,514 -1,661 -1,664 -8 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.7 1.1 89.1 93.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 15 16 18 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,761
COMMITMENTS
2,575 425 2,335 41,660 44,001 46,570 46,761 191 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -3,806)
-840 -75 0 -3,048 -3,731 -3,888 -3,806 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.9 5.0 89.1 94.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 2 21 16 26 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,479
COMMITMENTS
2,750 500 2,125 41,403 43,854 46,278 46,479 201 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -3,541)
-650 -10 -65 -2,906 -3,466 -3,621 -3,541 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.1 4.6 89.1 94.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 3 21 16 27 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,260
COMMITMENTS
2,976 12,565 1,015 121,147 111,680 125,138 125,260 122 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -5,743)
-590 -1,119 -90 -4,829 -4,512 -5,509 -5,721 -234 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.0 0.8 96.7 89.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 7 7 35 29 45 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 134,463
COMMITMENTS
2,575 12,981 1,612 130,151 119,815 134,338 134,408 125 55
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -8,104)
-485 -1,452 -98 -7,581 -6,544 -8,164 -8,094 60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.7 1.2 96.8 89.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 10 7 37 30 46 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 467,626
COMMITMENTS
18,861 22,701 59,384 388,572 384,932 466,818 467,017 808 609
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -15,734)
-415 -746 -294 -15,001 -14,868 -15,710 -15,908 -24 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.9 12.7 83.1 82.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 21 18 43 40 69 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,181
COMMITMENTS
3,730 25 75 14,276 18,071 18,081 18,171 100 10
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -760)
-95 -25 0 -653 -735 -748 -760 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.1 0.4 78.5 99.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 19 8 22 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,144
COMMITMENTS
3,390 515 45 13,569 16,584 17,004 17,144 140 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -503)
35 -125 -10 -505 -368 -480 -503 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.0 0.3 79.1 96.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 17 7 20 11
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 7,035
COMMITMENTS
285 1,160 170 5,740 5,195 6,195 6,525 840 510
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.5 2.4 81.6 73.8 88.1 92.8 11.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 4 24 22 29 29
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,172
COMMITMENTS
174 349 290 3,131 2,718 3,595 3,357 577 815
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -453)
-6 10 17 -444 -453 -433 -426 -20 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.4 7.0 75.0 65.1 86.2 80.5 13.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 6 4 20 19 25 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,287
COMMITMENTS
5,350 2,220 87 30,805 33,913 36,242 36,220 45 67
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -5,238)
-792 11 -165 -4,241 -5,048 -5,198 -5,202 -40 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 6.1 0.2 84.9 93.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 2 37 33 41 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,981
COMMITMENTS
210 80 123 13,506 13,344 13,839 13,547 142 434
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,056)
-60 16 -41 -910 -1,047 -1,011 -1,072 -45 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.9 96.6 95.4 99.0 96.9 1.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 22 29 26 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,979
COMMITMENTS
248 106 393 7,509 7,862 8,150 8,361 829 618
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,637)
41 -24 19 -1,914 -1,775 -1,854 -1,780 217 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.2 4.4 83.6 87.6 90.8 93.1 9.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 25 27 30 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,743
COMMITMENTS
587 2,139 510 32,521 30,719 33,618 33,368 125 375
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,238)
-125 -517 160 -1,998 -1,836 -1,963 -2,193 -275 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.3 1.5 96.4 91.0 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 3 16 26 20 32
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,688
COMMITMENTS
2,418 2,931 2,727 55,719 54,851 60,864 60,509 824 1,179
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -5,377)
-473 -188 -313 -4,519 -4,761 -5,305 -5,262 -72 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.8 4.4 90.3 88.9 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
10 11 15 59 59 77 78
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,698
COMMITMENTS
4,270 0 0 24,343 28,673 28,613 28,673 85 25
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 1,046)
-45 0 0 1,091 1,046 1,046 1,046 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 0.0 84.8 99.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 22 16 24 16
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,270
COMMITMENTS
370 105 480 7,350 7,600 8,200 8,185 70 85
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 60)
0 -10 10 50 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.3 5.8 88.9 91.9 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 12 19 14
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,297
COMMITMENTS
105 1,848 45 10,092 8,404 10,242 10,297 55 0
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 17.9 0.4 98.0 81.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 8 15 10
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 219,941
COMMITMENTS
0 0 0 209,258 209,270 209,258 209,270 10,683 10,671
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 887)
0 0 0 382 912 382 912 505 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 95.1 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 18 14 18
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 29,801
COMMITMENTS
16,921 425 1,078 7,899 27,179 25,898 28,682 3,903 1,119
CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -5,049)
-3,015 -420 85 -958 -4,646 -3,888 -4,981 -1,161 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 1.4 3.6 26.5 91.2 86.9 96.2 13.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 4 11 12 17 17
Updated August 09, 2019