CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,319
COMMITMENTS
9,162 9,297 1,025 26,109 25,997 36,296 36,319 23 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 25.6 2.8 71.9 71.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 2 18 10 30 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 111,725
COMMITMENTS
47,908 26,111 24,581 39,199 61,021 111,688 111,712 37 13
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,673)
255 374 1,603 815 696 2,673 2,673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 23.4 22.0 35.1 54.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 13 20 28 21 63 44
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,753
COMMITMENTS
16,131 5,554 4,485 23,067 33,714 43,683 43,753 70 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 287)
158 -49 78 51 258 287 287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 12.7 10.3 52.7 77.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 9 9 15 17 35 30
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,419
COMMITMENTS
40,742 98,942 4,075 101,602 43,402 146,419 146,419 0 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -1,093)
0 0 0 -1,093 -1,093 -1,093 -1,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 67.6 2.8 69.4 29.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 9 4 15 12 21 22
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,462
COMMITMENTS
4,240 421 0 32,222 36,041 36,462 36,462 0 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -491)
0 0 0 -491 -491 -491 -491 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.2 0.0 88.4 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 91,370
COMMITMENTS
18,636 22,050 3,087 69,646 66,233 91,370 91,370 0 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 249)
135 0 -300 414 549 249 249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 24.1 3.4 76.2 72.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 3 2 15 11 22 16
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,047
COMMITMENTS
7,236 2,150 4,725 4,086 9,172 16,047 16,047 0 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 32,686
COMMITMENTS
6,170 2,085 1,990 24,526 28,611 32,686 32,686 0 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 899)
-475 -100 465 909 534 899 899 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 6.4 6.1 75.0 87.5 100.0 100.0 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 08/20/19 |
--------------------------------------------------------------| 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: 14,895
COMMITMENTS
2,892 3,450 725 11,253 10,720 14,870 14,895 25 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 200)
25 150 75 75 -25 175 200 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.2 4.9 75.5 72.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 12 10 18 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,595
COMMITMENTS
22,671 6,250 1,137 16,787 33,208 40,595 40,595 0 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 15.4 2.8 41.4 81.8 100.0 100.0 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,605
COMMITMENTS
4,210 3,174 3,281 32,027 33,125 39,518 39,580 87 25
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 695)
895 233 48 -248 414 695 695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.0 8.3 80.9 83.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 8 29 29 38 38
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 42,788
COMMITMENTS
4,622 3,596 3,418 34,023 35,664 42,063 42,678 725 110
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,437)
-26 615 26 1,437 796 1,437 1,437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.4 8.0 79.5 83.4 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 5 27 24 35 31
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,291
COMMITMENTS
255 1,598 507 5,482 3,867 6,244 5,972 47 319
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 359)
165 95 10 184 154 359 259 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 25.4 8.1 87.1 61.5 99.3 94.9 0.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 3 14 12 19 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,073,532
COMMITMENTS
160,001 130,878 456,442 4431224 4462050 5047667 5049370 25,865 24,162
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 28,890)
18,530 -25,912 2,568 7,473 52,626 28,571 29,282 319 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.6 9.0 87.3 87.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
34 35 55 156 122 218 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 996,585
COMMITMENTS
41,566 31,365 291,723 659,971 670,891 993,260 993,980 3,325 2,605
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -9,751)
-10,514 -8,037 -6,063 6,792 4,363 -9,785 -9,737 33 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.1 29.3 66.2 67.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 16 25 50 47 75 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,005
COMMITMENTS
0 6,337 0 242,136 250,091 242,136 256,428 19,869 5,577
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 675)
0 0 0 -2,108 -2,098 -2,108 -2,098 2,783 2,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 92.4 95.5 92.4 97.9 7.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 0 28 23 28 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,477
COMMITMENTS
1,514 5,694 2,051 146,746 139,365 150,311 147,110 2,166 5,367
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -15)
683 -1,000 379 -834 86 228 -535 -243 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.7 1.3 96.2 91.4 98.6 96.5 1.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 6 30 28 36 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,556
COMMITMENTS
1,086 1,683 2,415 316,913 317,874 320,414 321,972 10,142 8,584
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -1,249)
-226 -1,294 -340 -1,459 -429 -2,025 -2,063 776 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.7 95.9 96.2 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 32 29 37 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 809,173
COMMITMENTS
2,440 10,701 2,384 794,272 794,620 799,096 807,705 10,077 1,468
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 20,194)
0 768 -128 19,576 19,791 19,448 20,431 746 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.3 98.2 98.2 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 40 27 44 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,099
COMMITMENTS
1,236 7,209 783 359,450 366,554 361,469 374,546 19,630 6,553
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,416)
710 124 483 -1,258 2,020 -65 2,627 2,481 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 0.2 94.3 96.2 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 3 2 46 40 49 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 496,048
COMMITMENTS
23,975 846 304 464,025 490,301 488,304 491,451 7,744 4,597
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 15,013)
1,727 -1,477 -269 13,652 15,571 15,110 13,825 -97 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 0.1 93.5 98.8 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 2 2 40 40 44 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,362
COMMITMENTS
45 2,041 1,338 362,754 360,037 364,137 363,416 7,225 7,946
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 16,988)
0 296 126 14,971 16,654 15,097 17,076 1,891 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.4 97.7 97.0 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 36 29 39 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,537
COMMITMENTS
1,291 287 876 100,029 102,046 102,196 103,209 3,341 2,328
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 7,204)
-419 -304 -65 7,118 7,888 6,634 7,519 570 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.8 94.8 96.7 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 22 22 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,860
COMMITMENTS
0 310 0 23,337 23,550 23,337 23,860 523 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 3,130)
0 -120 0 3,130 3,250 3,130 3,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 97.8 98.7 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 21 20 22
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 260,422
COMMITMENTS
0 371 56 256,761 253,473 256,817 253,900 3,605 6,522
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 4,716)
0 371 56 6,401 4,271 6,457 4,698 -1,741 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.6 97.3 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 25 29 26 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,273
COMMITMENTS
748 0 112 172,554 177,553 173,414 177,665 6,859 2,608
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 6,075)
748 0 112 5,433 6,228 6,293 6,340 -218 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 95.7 98.5 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 32 22 33 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 312,953
COMMITMENTS
240 0 0 308,871 310,269 309,111 310,269 3,842 2,684
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 21,742)
240 0 0 19,610 21,742 19,850 21,742 1,892 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.7 99.1 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 23 23 24 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,603
COMMITMENTS
3,807 2,600 0 37,116 39,420 40,923 42,020 1,680 583
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 6,812)
180 1,460 0 6,332 5,382 6,512 6,842 300 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.1 0.0 87.1 92.5 96.1 98.6 3.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 23 18 26 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 590,313
COMMITMENTS
22,558 12,567 4,411 556,096 567,033 583,065 584,011 7,248 6,302
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 14,398)
1,277 1,240 754 15,718 11,620 17,749 13,614 -3,351 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.1 0.7 94.2 96.1 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
5 4 4 56 47 63 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,491
COMMITMENTS
362 138 3,802 216,940 216,279 221,104 220,219 5,387 6,272
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 14,093)
362 -217 1,180 12,915 12,729 14,457 13,692 -364 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 1.7 95.8 95.5 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 27 26 30 29
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,988
COMMITMENTS
0 0 0 32,099 32,774 32,099 32,774 889 214
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.4 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 10 15 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,714
COMMITMENTS
0 0 0 81,117 77,609 81,117 77,609 2,597 6,105
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -370)
0 0 0 -373 -308 -373 -308 3 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 92.7 96.9 92.7 3.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 22 26 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 225,692
COMMITMENTS
0 3,900 0 222,649 220,818 222,649 224,718 3,043 974
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 31,562)
0 2,400 0 31,562 29,162 31,562 31,562 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.7 97.8 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 0 24 23 24 26
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,144
COMMITMENTS
589 10,348 0 212,713 208,024 213,302 218,372 5,842 772
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 14,769)
0 2,400 0 14,769 12,369 14,769 14,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.7 0.0 97.1 94.9 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 4 0 33 34 35 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,704
COMMITMENTS
0 984 0 154,787 153,889 154,787 154,873 917 831
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,688)
0 0 0 1,688 1,568 1,688 1,568 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.4 98.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 20 21 20 23
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 21,767
COMMITMENTS
0 0 0 21,211 21,312 21,211 21,312 556 455
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 97.9 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 13 12 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,354
COMMITMENTS
1,621 2,345 14,200 249,579 246,958 265,400 263,503 3,954 5,851
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 4,146)
-150 -322 151 4,024 2,510 4,025 2,339 121 1,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 5.3 92.7 91.7 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 4 4 36 38 41 43
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,652
COMMITMENTS
0 0 0 106,360 104,277 106,360 104,277 7,292 9,375
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 802)
0 0 0 469 772 469 772 333 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 91.8 93.6 91.8 6.4 8.2
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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,559
COMMITMENTS
0 3,456 0 216,856 209,834 216,856 213,290 2,703 6,269
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 11,054)
0 494 0 10,964 9,596 10,964 10,090 90 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 98.8 95.6 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 0 28 28 28 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,647
COMMITMENTS
0 549 0 173,362 176,538 173,362 177,087 7,285 3,560
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,276)
0 2 0 1,158 1,246 1,158 1,248 118 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.0 97.7 96.0 98.0 4.0 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,765
COMMITMENTS
0 0 0 82,999 83,664 82,999 83,664 3,766 3,101
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,173)
0 0 0 1,055 1,199 1,055 1,199 118 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 96.4 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 17 21 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,777
COMMITMENTS
1,130 567 93 19,573 20,749 20,796 21,409 981 368
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 3,692)
634 327 93 3,122 3,272 3,849 3,692 -157 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.6 0.4 89.9 95.3 95.5 98.3 4.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 13 12 16 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,449
COMMITMENTS
4,618 0 195 194,589 198,089 199,402 198,284 3,047 4,165
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 824)
642 0 -326 967 1,210 1,283 884 -459 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.1 96.1 97.8 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 21 21 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,798
COMMITMENTS
237 1,469 7,882 149,772 144,657 157,891 154,008 10,907 14,790
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -331)
115 1,163 379 -316 -1,192 178 350 -509 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 4.7 88.7 85.7 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 4 27 30 31 35
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 46,755
COMMITMENTS
0 0 0 42,174 45,202 42,174 45,202 4,581 1,553
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 860)
0 0 0 111 586 111 586 749 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 96.7 90.2 96.7 9.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,250
COMMITMENTS
0 900 0 47,667 46,149 47,667 47,049 583 1,201
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,220)
0 0 0 2,040 2,284 2,040 2,284 180 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 98.8 95.6 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 14 16 14 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 245,391
COMMITMENTS
0 9,821 552 239,974 229,588 240,526 239,961 4,865 5,430
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 6,456)
0 1,471 -32 6,548 5,321 6,516 6,760 -60 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.2 97.8 93.6 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 3 1 39 39 40 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 127,695
COMMITMENTS
983 0 304 121,317 123,914 122,604 124,218 5,091 3,477
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 522)
-992 0 -288 -175 187 -1,455 -101 1,977 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 95.0 97.0 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 23 28 24 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 143,245
COMMITMENTS
0 0 0 137,978 140,741 137,978 140,741 5,267 2,504
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 978)
0 0 0 978 978 978 978 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 98.3 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 20 22 20 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 57,380
COMMITMENTS
0 0 0 51,722 55,517 51,722 55,517 5,658 1,863
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 3,025)
0 0 0 2,844 2,934 2,844 2,934 181 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 96.8 90.1 96.8 9.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 43,914
COMMITMENTS
0 961 0 43,179 40,842 43,179 41,803 735 2,111
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,496)
0 0 0 2,496 2,562 2,496 2,562 0 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 98.3 93.0 98.3 95.2 1.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 14 15 14 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 264,357
COMMITMENTS
571 210 0 245,833 262,950 246,404 263,160 17,953 1,197
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 4,386)
0 210 0 3,747 3,966 3,747 4,176 639 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.0 93.0 99.5 93.2 99.5 6.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 26 18 27 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 105,164
COMMITMENTS
14,736 8,774 92 82,626 94,438 97,454 103,304 7,710 1,860
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 212)
195 0 -29 94 246 260 217 -48 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.3 0.1 78.6 89.8 92.7 98.2 7.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 17 18 19 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 207,537
COMMITMENTS
1,672 0 0 202,335 205,524 204,007 205,524 3,530 2,013
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 7,852)
0 0 0 7,822 7,668 7,822 7,668 30 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.5 99.0 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 24 21 25 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 34,311
COMMITMENTS
4,408 903 4,962 24,556 28,341 33,926 34,205 385 106
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 96)
74 14 3 19 79 96 96 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.6 14.5 71.6 82.6 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 6 15 29 28 44 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,691
COMMITMENTS
6,083 1,035 672 32,906 37,984 39,661 39,691 30 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 691)
125 -234 302 260 623 686 691 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 2.6 1.7 82.9 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 6 23 23 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,946
COMMITMENTS
2,225 550 1,075 26,536 28,301 29,836 29,926 110 20
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 450)
75 75 0 375 375 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.8 3.6 88.6 94.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 4 15 17 20 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 143,891
COMMITMENTS
8,199 8,327 7,618 127,635 127,854 143,452 143,799 439 92
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,133)
-1,175 -599 992 2,316 1,656 2,133 2,049 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.8 5.3 88.7 88.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 9 7 33 36 44 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,911
COMMITMENTS
725 6,094 2,601 63,578 58,210 66,904 66,905 7 6
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,537)
274 759 87 1,176 691 1,537 1,537 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.1 3.9 95.0 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 12 6 23 25 29 39
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,523
COMMITMENTS
0 625 50 33,473 32,818 33,523 33,493 0 30
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 580)
0 150 -125 705 555 580 580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.1 99.9 97.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 5 2 12 17 14 23
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 68,064
COMMITMENTS
16,540 6,577 1,350 49,861 60,136 67,751 68,063 313 1
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 469)
0 682 -390 763 317 373 609 96 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 9.7 2.0 73.3 88.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 26 26 32 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 86,734
COMMITMENTS
26,973 10,558 1,532 57,998 74,476 86,503 86,566 231 168
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 830)
49 1,095 -143 1,044 -182 950 770 -120 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 12.2 1.8 66.9 85.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 7 4 29 27 36 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,823
COMMITMENTS
3,561 175 1,328 66,417 70,164 71,306 71,667 517 156
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 160)
10 0 0 220 180 230 180 -70 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.2 1.8 92.5 97.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 26 26 29 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,746
COMMITMENTS
4,277 250 1,672 92,270 96,713 98,219 98,635 527 111
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,212)
15 0 0 1,307 1,242 1,322 1,242 -110 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.3 1.7 93.4 97.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 29 28 32 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,620
COMMITMENTS
0 420 0 45,485 44,900 45,485 45,320 135 300
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 305 305 305 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 21 20 21 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,066
COMMITMENTS
0 600 0 24,465 24,311 24,465 24,911 601 155
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 43)
0 0 0 43 43 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.6 97.0 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 20 18 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,870
COMMITMENTS
775 3,950 0 14,005 10,920 14,780 14,870 90 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 26.6 0.0 94.2 73.4 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 73,682
COMMITMENTS
16,051 246 4,768 52,523 68,586 73,342 73,600 340 82
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -771)
-10 -323 42 -824 -268 -792 -549 21 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.3 6.5 71.3 93.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 1 10 31 33 47 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,473
COMMITMENTS
7,765 325 950 18,456 25,856 27,171 27,131 302 342
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -745)
900 0 -1,200 -445 455 -745 -745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 1.2 3.5 67.2 94.1 98.9 98.8 1.1 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,580
COMMITMENTS
350 280 140 54,945 54,945 55,435 55,365 145 215
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 370)
125 0 0 245 370 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.3 98.9 98.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 20 23 22 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,573
COMMITMENTS
800 1,950 210 38,993 38,366 40,003 40,526 570 47
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,510)
-175 0 25 1,660 1,490 1,510 1,515 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.8 0.5 96.1 94.6 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 2 23 23 26 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,637
COMMITMENTS
3,486 200 0 60,733 64,272 64,219 64,472 418 165
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 310)
-1 0 0 311 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.3 0.0 94.0 99.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 0 26 18 30 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,380
COMMITMENTS
4,159 4,150 60 67,066 67,170 71,285 71,380 95 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 332)
15 0 0 354 332 369 332 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.8 0.1 94.0 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 1 28 20 34 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 87,644
COMMITMENTS
4,200 1,805 289 83,047 85,550 87,536 87,644 108 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,457)
0 33 -124 1,567 1,548 1,443 1,457 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.1 0.3 94.8 97.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 2 25 30 29 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 111,836
COMMITMENTS
6,569 7,192 1,514 103,568 103,115 111,651 111,821 185 15
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,771)
445 191 -270 1,577 1,851 1,752 1,771 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.4 1.4 92.6 92.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 14 8 28 34 38 49
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 52,735
COMMITMENTS
150 3,517 375 52,190 48,813 52,715 52,705 20 30
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 700)
25 402 0 675 298 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.7 0.7 99.0 92.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 3 16 13 19 18
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 47,685
COMMITMENTS
25 1,530 0 47,660 46,155 47,685 47,685 0 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 300)
0 -150 0 300 450 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.2 0.0 99.9 96.8 100.0 100.0 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,981
COMMITMENTS
3,285 150 473 58,973 62,140 62,731 62,763 250 218
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 448)
4 0 -3 497 456 498 453 -50 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.2 0.8 93.6 98.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 22 20 26 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 62,139
COMMITMENTS
3,757 75 4,142 53,850 57,762 61,749 61,979 390 160
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,132)
-637 0 150 1,609 1,022 1,122 1,172 10 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.1 6.7 86.7 93.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 2 4 21 25 28 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,215
COMMITMENTS
645 258 80 30,325 30,809 31,050 31,147 165 68
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 892)
220 0 0 663 890 883 890 9 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.8 0.3 97.1 98.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 13 19 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,367
COMMITMENTS
470 245 0 28,620 29,122 29,090 29,367 277 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 740)
220 0 0 504 740 724 740 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.8 0.0 97.5 99.2 99.1 100.0 0.9 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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,759
COMMITMENTS
209 4,673 1,667 31,807 27,394 33,683 33,734 76 25
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,054)
0 67 3 1,051 984 1,054 1,054 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.8 4.9 94.2 81.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 6 5 25 21 32 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,726
COMMITMENTS
257 1,343 1,087 20,011 19,068 21,355 21,498 371 228
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 363)
4 3 0 359 360 363 363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.2 5.0 92.1 87.8 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 14 17 17 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,496
COMMITMENTS
5,520 4,594 1,733 47,154 48,149 54,407 54,476 89 20
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 272)
-86 -47 62 301 252 277 267 -5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 8.4 3.2 86.5 88.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 5 28 28 35 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,106
COMMITMENTS
45 1,792 712 35,062 33,472 35,819 35,976 287 130
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -185)
0 -20 14 -199 -179 -185 -185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 2.0 97.1 92.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 5 22 20 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,892
COMMITMENTS
1,125 225 125 18,447 19,527 19,697 19,877 195 15
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -230)
150 0 0 -380 -230 -230 -230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.1 0.6 92.7 98.2 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 15 17 18 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,562
COMMITMENTS
720 250 425 12,297 12,887 13,442 13,562 120 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 60)
0 0 0 0 60 0 60 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 3.1 90.7 95.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 14 11 17 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,787
COMMITMENTS
220 1,100 750 13,697 12,937 14,667 14,787 120 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 60)
0 0 0 0 60 0 60 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.4 5.1 92.6 87.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 2 15 12 18 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,847
COMMITMENTS
1,780 1,100 405 17,637 18,297 19,822 19,802 25 45
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 117)
0 0 100 17 -3 117 97 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.5 2.0 88.9 92.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 17 16 20 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,058
COMMITMENTS
1,825 1,100 320 16,890 17,593 19,035 19,013 23 45
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 117)
0 0 100 17 -3 117 97 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.8 1.7 88.6 92.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 16 16 19 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,726
COMMITMENTS
2,525 425 2,435 42,575 44,866 47,535 47,726 191 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 370)
-100 0 100 370 270 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.9 5.1 89.2 94.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 3 22 16 28 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,169
COMMITMENTS
2,700 500 2,225 42,043 44,444 46,968 47,169 201 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 95)
-100 0 100 95 -5 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.1 4.7 89.1 94.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 3 4 21 16 28 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,150
COMMITMENTS
2,002 12,630 1,145 122,931 112,375 126,078 126,150 72 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 689)
0 -45 120 619 614 739 689 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.0 0.9 97.4 89.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 8 7 37 28 47 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 135,770
COMMITMENTS
2,600 12,421 1,512 131,583 121,762 135,695 135,695 75 75
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 957)
0 140 -100 1,107 917 1,007 957 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.1 1.1 96.9 89.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 11 7 38 31 47 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 490,374
COMMITMENTS
21,669 21,572 62,799 405,140 405,412 489,608 489,783 766 592
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 13,171)
4,114 -370 1,605 7,495 11,952 13,214 13,186 -43 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.4 12.8 82.6 82.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
24 19 16 45 42 73 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,299
COMMITMENTS
3,915 25 75 14,268 18,194 18,258 18,294 41 5
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 20)
85 0 0 -5 20 80 20 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.1 0.4 78.0 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 19 8 23 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,252
COMMITMENTS
3,490 515 45 13,552 16,692 17,087 17,252 165 0
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 8)
0 0 0 -17 8 -17 8 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 3.0 0.3 78.6 96.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 9,970
COMMITMENTS
1,645 2,610 725 6,895 6,325 9,265 9,660 705 310
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,125)
1,070 1,035 420 970 505 2,460 1,960 -335 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 26.2 7.3 69.2 63.4 92.9 96.9 7.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 10 10 30 30 42 45
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,235
COMMITMENTS
105 60 252 1,428 1,494 1,785 1,806 450 429
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 142)
-35 -3 32 111 166 108 195 34 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.7 11.3 63.9 66.8 79.9 80.8 20.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 4 15 16 19 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,454
COMMITMENTS
202 353 245 3,182 2,871 3,629 3,469 825 985
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 276)
33 30 -37 31 175 27 168 249 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.9 5.5 71.4 64.5 81.5 77.9 18.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 4 18 17 23 23
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,465
COMMITMENTS
5,400 2,280 124 31,896 34,994 37,420 37,398 45 67
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 842)
20 0 15 807 827 842 842 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 6.1 0.3 85.1 93.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 2 37 33 42 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,052
COMMITMENTS
230 70 123 14,557 14,360 14,910 14,553 142 499
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 288)
10 0 0 278 243 288 243 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.5 0.8 96.7 95.4 99.1 96.7 0.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 23 30 27 33
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,807
COMMITMENTS
209 388 378 8,577 8,550 9,164 9,316 643 491
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 479)
-39 251 -80 511 313 392 484 87 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.0 3.9 87.5 87.2 93.4 95.0 6.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 3 28 28 32 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,189
COMMITMENTS
587 1,857 808 33,483 32,169 34,878 34,834 311 355
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,042)
0 -82 41 1,001 1,083 1,042 1,042 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.3 2.3 95.2 91.4 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 3 18 27 22 33
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 65,330
COMMITMENTS
3,766 2,601 2,919 58,352 58,993 65,037 64,513 293 817
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,843)
976 -186 152 1,974 3,129 3,102 3,095 -259 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.0 4.5 89.3 90.3 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
13 8 15 60 61 78 80
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 24,956
COMMITMENTS
0 0 0 24,896 24,911 24,896 24,911 60 45
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -3,681)
-1,370 0 0 -2,286 -3,661 -3,656 -3,661 -25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 15 22 15
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,540
COMMITMENTS
370 180 495 7,605 7,780 8,470 8,455 70 85
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 210)
0 30 30 180 150 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.1 5.8 89.1 91.1 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 12 19 14
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 225,712
COMMITMENTS
0 0 0 212,949 213,491 212,949 213,491 12,763 12,221
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 938)
0 0 0 -1,377 218 -1,377 218 2,315 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 94.6 94.3 94.6 5.7 5.4
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 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 31,852
COMMITMENTS
15,873 425 1,285 10,076 28,510 27,234 30,220 4,618 1,632
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 915)
370 0 172 335 800 877 972 38 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 1.3 4.0 31.6 89.5 85.5 94.9 14.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 4 13 13 18 18
Updated August 23, 2019