CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,158
COMMITMENTS
9,097 9,167 1,025 26,008 25,966 36,130 36,158 28 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -211)
-15 -80 0 -201 -131 -216 -211 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 25.4 2.8 71.9 71.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 2 18 11 30 16
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 108,364
COMMITMENTS
51,567 28,112 17,599 39,007 62,640 108,173 108,351 191 13
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -7,210)
632 2,358 -4,731 -2,871 -3,538 -6,969 -5,910 -241 -1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 25.9 16.2 36.0 57.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 11 19 26 22 58 44
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 45,719
COMMITMENTS
15,895 5,847 6,303 23,450 33,568 45,648 45,719 71 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 306)
-300 227 520 86 -441 306 306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 12.8 13.8 51.3 73.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 9 11 16 17 37 32
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 145,321
COMMITMENTS
40,468 99,094 3,975 100,878 42,252 145,321 145,321 0 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,424)
-274 -274 -100 -1,050 -1,050 -1,424 -1,424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 68.2 2.7 69.4 29.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 10 4 15 11 21 21
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,476
COMMITMENTS
4,240 421 0 32,236 36,055 36,476 36,476 0 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 95,813
COMMITMENTS
19,447 22,250 2,537 73,829 71,026 95,813 95,813 0 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,631)
10 0 0 1,621 1,631 1,631 1,631 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 23.2 2.6 77.1 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 3 3 13 9 21 14
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,510
COMMITMENTS
8,283 2,150 5,225 6,002 12,135 19,510 19,510 0 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -4)
-4 0 0 0 -4 -4 -4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 11.0 26.8 30.8 62.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 1 4 6 9 17 14
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 37,087
COMMITMENTS
5,895 2,010 2,390 28,802 32,687 37,087 37,087 0 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,920)
0 -75 0 3,095 2,995 3,095 2,920 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.4 6.4 77.7 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 18 16 28 20
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| 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: 15,045
COMMITMENTS
2,742 3,550 725 11,553 10,770 15,020 15,045 25 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 50)
-150 100 0 200 -50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 23.6 4.8 76.8 71.6 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 09/03/19 |
--------------------------------------------------------------| 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 08/27/19 (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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,117
COMMITMENTS
4,935 3,585 2,168 28,880 30,327 35,983 36,080 134 37
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -3,792)
505 491 -1,003 -3,335 -3,292 -3,833 -3,804 41 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 9.9 6.0 80.0 84.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 5 26 25 34 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,071
COMMITMENTS
5,449 3,860 2,149 26,762 28,959 34,360 34,968 711 103
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -7,529)
777 60 -1,389 -6,793 -6,093 -7,405 -7,422 -124 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.0 6.1 76.3 82.6 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 4 4 25 20 33 25
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,928,434
COMMITMENTS
175,248 103,179 420,012 4308151 4381582 4903411 4904773 25,023 23,661
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -234,174)
-11,144 -30,518 -48,836 -176,537 -155,176 -236,517 -234,530 2,343 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.1 8.5 87.4 88.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
40 28 51 156 122 217 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 852,954
COMMITMENTS
18,105 17,721 216,401 614,773 615,839 849,279 849,961 3,675 2,993
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -49,276)
-30,543 -8,797 -4,808 -9,914 -19,678 -45,265 -33,284 -4,011 -15,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 25.4 72.1 72.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 8 22 47 46 69 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,300
COMMITMENTS
0 6,342 150 239,262 249,259 239,412 255,751 20,888 4,549
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -6,411)
0 -303 150 -7,577 -6,130 -7,427 -6,283 1,016 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 91.9 95.8 92.0 98.3 8.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 29 22 30 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,680
COMMITMENTS
2,558 7,209 1,764 149,613 142,733 153,935 151,706 2,745 4,974
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,922)
277 3,036 -16 1,899 1,102 2,160 4,122 -238 -2,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.6 1.1 95.5 91.1 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 6 31 30 37 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,138
COMMITMENTS
3,992 3,668 937 319,800 324,322 324,729 328,927 10,409 6,211
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 4,091)
-560 1,074 -586 5,344 3,615 4,198 4,103 -107 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.1 0.3 95.4 96.8 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 3 34 31 39 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,341
COMMITMENTS
2,440 10,742 1,988 838,588 834,580 843,016 847,310 10,325 6,031
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 12,050)
0 63 -30 14,069 8,079 14,039 8,112 -1,989 3,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.2 98.3 97.8 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 40 28 43 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 400,862
COMMITMENTS
4,189 7,271 300 378,211 387,153 382,700 394,724 18,162 6,138
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 7,044)
2,188 62 0 7,416 7,791 9,604 7,853 -2,560 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.8 0.1 94.3 96.6 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 3 1 48 39 53 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 543,816
COMMITMENTS
25,159 1,123 2,334 508,209 535,557 535,702 539,014 8,114 4,802
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 17,327)
-722 277 1,410 17,122 15,852 17,810 17,539 -483 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.2 0.4 93.5 98.5 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 3 3 40 44 48 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,727
COMMITMENTS
210 5,439 1,378 389,741 382,424 391,329 389,241 5,398 7,486
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 8,288)
-45 1,076 -21 8,809 7,234 8,743 8,289 -455 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.4 0.3 98.2 96.4 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 3 40 30 44 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,349
COMMITMENTS
2,043 484 1,075 105,922 109,802 109,040 111,361 3,309 988
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,012)
547 484 32 2,405 4,230 2,984 4,746 28 -1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 1.0 94.3 97.7 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 22 22 26 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,510
COMMITMENTS
0 490 0 27,777 27,570 27,777 28,060 733 450
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 30)
0 -60 0 -60 -60 -60 -120 90 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.4 96.7 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 21 18 21 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,540
COMMITMENTS
32 1,280 748 257,301 253,918 258,081 255,946 3,459 5,594
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -2,330)
32 348 622 -1,869 -2,823 -1,215 -1,853 -1,115 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.3 98.4 97.1 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 3 26 31 29 34
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,649
COMMITMENTS
836 840 112 185,492 189,167 186,440 190,119 6,209 2,530
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 7,421)
59 840 0 8,564 6,979 8,623 7,819 -1,202 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.1 96.3 98.2 96.8 98.7 3.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 1 37 25 38 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 315,350
COMMITMENTS
451 0 0 311,879 312,361 312,330 312,361 3,020 2,989
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,900)
31 0 0 1,869 1,749 1,900 1,749 0 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.9 99.1 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 24 24 25 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,724
COMMITMENTS
5,278 1,760 60 38,500 43,147 43,838 44,967 1,886 757
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -689)
31 -90 0 -510 -809 -479 -899 -210 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.8 0.1 84.2 94.4 95.9 98.3 4.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 25 21 28 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 607,058
COMMITMENTS
19,374 16,494 4,625 577,469 580,086 601,468 601,205 5,590 5,853
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 4,825)
-881 891 -942 7,775 5,759 5,952 5,708 -1,127 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.7 0.8 95.1 95.6 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
2 10 4 61 51 67 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,590
COMMITMENTS
1,692 230 3,769 239,149 239,526 244,610 243,525 5,980 7,065
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 8,019)
-112 0 -94 7,797 8,173 7,591 8,079 428 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 1.5 95.4 95.6 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 24 27 26
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,986
COMMITMENTS
0 0 0 36,223 36,622 36,223 36,622 763 364
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -30 0 -30 0 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 10 16 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,519
COMMITMENTS
0 0 0 83,496 80,636 83,496 80,636 3,023 5,883
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,227)
-334 0 0 1,315 2,076 981 2,076 246 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 93.2 96.5 93.2 3.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 25 21 25 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,908
COMMITMENTS
2,070 8,300 0 255,416 250,748 257,486 259,048 2,422 860
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 10,200)
930 -1,170 0 9,182 12,154 10,112 10,984 88 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.2 0.0 98.3 96.5 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 5 0 30 44 35 49
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 256,900
COMMITMENTS
2,244 14,518 240 249,292 241,773 251,776 256,531 5,124 369
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 11,310)
514 -1,410 210 10,378 12,784 11,102 11,584 208 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.7 0.1 97.0 94.1 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 5 1 38 45 43 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,536
COMMITMENTS
0 1,228 0 165,259 163,727 165,259 164,955 1,277 1,581
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,172)
0 62 0 1,112 1,140 1,112 1,202 60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.2 98.3 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 22 22 22 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,981
COMMITMENTS
0 0 0 27,490 27,739 27,490 27,739 491 242
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.1 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 15 15 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,381
COMMITMENTS
391 3,319 14,194 256,157 250,507 270,742 268,020 3,639 6,361
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,581)
-1,448 -19 174 3,062 1,846 1,788 2,001 793 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 5.2 93.4 91.3 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 3 38 38 41 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,964
COMMITMENTS
0 577 186 109,590 109,586 109,776 110,349 1,188 615
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 210)
0 0 0 240 180 240 180 -30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 98.8 98.8 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 12 13 13 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,196
COMMITMENTS
0 327 93 109,441 106,191 109,534 106,611 6,662 9,585
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,013)
0 0 0 2,311 1,739 2,311 1,739 -298 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 94.2 91.4 94.3 91.8 5.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 23 21 24 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 232,665
COMMITMENTS
1,212 4,638 296 229,051 224,304 230,559 229,238 2,106 3,427
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 7,953)
1,212 556 256 7,657 7,755 9,125 8,567 -1,172 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 0.1 98.4 96.4 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 2 28 31 30 36
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,709
COMMITMENTS
0 1,054 0 180,107 180,261 180,107 181,315 6,602 5,394
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,264)
0 -37 0 4,020 2,175 4,020 2,138 -756 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.5 96.5 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 23 19 23 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,427
COMMITMENTS
0 0 0 83,241 84,451 83,241 84,451 4,186 2,976
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -570)
0 0 0 -607 -667 -607 -667 37 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 96.6 95.2 96.6 4.8 3.4
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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,847
COMMITMENTS
1,883 897 93 21,223 22,827 23,199 23,817 648 30
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 270)
0 0 0 360 364 360 364 -90 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.8 0.4 89.0 95.7 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 15 16 19 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,072
COMMITMENTS
3,922 0 998 199,374 202,135 204,294 203,133 4,778 5,939
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,122)
-122 0 375 1,536 1,222 1,789 1,597 1,333 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.5 95.4 96.7 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 19 20 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,421
COMMITMENTS
815 1,098 7,649 160,515 154,534 168,979 163,281 9,442 15,140
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 6,398)
695 -560 -197 7,584 6,989 8,082 6,232 -1,684 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 4.3 90.0 86.6 94.7 91.5 5.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 25 29 28 33
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,459
COMMITMENTS
0 2,330 0 19,572 17,673 19,572 20,003 887 456
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 0.0 95.7 86.4 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 11 8 11 12
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 48,700
COMMITMENTS
364 0 92 44,335 47,027 44,791 47,119 3,909 1,581
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 794)
0 0 0 1,375 888 1,375 888 -581 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 91.0 96.6 92.0 96.8 8.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,724
COMMITMENTS
0 0 0 53,237 52,403 53,237 52,403 487 1,321
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,152)
0 0 0 1,458 1,092 1,458 1,092 -306 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 97.5 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 15 17 15 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 252,289
COMMITMENTS
486 8,992 982 245,994 236,708 247,462 246,682 4,827 5,607
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,219)
486 -1,741 372 1,782 4,672 2,640 3,303 579 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.6 0.4 97.5 93.8 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 2 40 39 43 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 132,271
COMMITMENTS
1,463 0 681 126,553 127,023 128,697 127,704 3,574 4,567
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 4,504)
870 0 377 4,502 2,977 5,749 3,354 -1,245 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.5 95.7 96.0 97.3 96.5 2.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 25 28 27 30
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 146,108
COMMITMENTS
0 360 0 140,841 142,909 140,841 143,269 5,267 2,839
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 302)
0 0 0 302 302 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.4 97.8 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 21 22 21 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 59,095
COMMITMENTS
0 627 512 54,596 56,583 55,108 57,722 3,987 1,373
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 864)
0 627 512 866 614 1,378 1,753 -514 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.9 92.4 95.7 93.3 97.7 6.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 14 18 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 46,972
COMMITMENTS
210 721 240 45,245 44,490 45,695 45,451 1,277 1,521
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 176)
0 0 0 176 116 176 116 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.5 96.3 94.7 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 15 19 17 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 269,362
COMMITMENTS
451 930 0 256,423 266,752 256,874 267,682 12,488 1,680
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 39)
0 372 0 -23 -604 -23 -232 62 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 95.2 99.0 95.4 99.4 4.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 29 22 30 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 116,380
COMMITMENTS
14,503 8,774 92 95,473 105,534 110,068 114,400 6,312 1,980
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,013)
-329 0 0 1,548 1,893 1,219 1,893 794 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.5 0.1 82.0 90.7 94.6 98.3 5.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 20 18 22 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 218,320
COMMITMENTS
0 0 0 213,271 216,919 213,271 216,919 5,049 1,401
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 4,631)
-1,672 0 0 4,815 5,391 3,143 5,391 1,488 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.4 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 24 24 24
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 28,006
COMMITMENTS
0 0 0 28,006 27,793 28,006 27,793 0 213
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 620)
0 0 0 620 620 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 11 12 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 33,223
COMMITMENTS
4,491 704 4,748 23,343 27,325 32,581 32,776 642 447
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,451)
88 -285 -273 -1,522 -1,234 -1,708 -1,792 257 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.1 14.3 70.3 82.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 5 16 25 26 41 42
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,581
COMMITMENTS
6,306 757 650 31,469 37,038 38,425 38,445 156 136
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,606)
451 -295 -276 -1,766 -1,035 -1,591 -1,606 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.0 1.7 81.6 96.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 6 6 22 21 30 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,279
COMMITMENTS
2,375 475 925 24,881 26,869 28,181 28,269 98 10
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -2,012)
150 -25 -200 -1,950 -1,777 -2,000 -2,002 -12 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.7 3.3 88.0 95.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 4 16 17 22 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 146,208
COMMITMENTS
7,605 9,517 8,339 129,785 128,260 145,729 146,116 479 92
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,202)
-446 901 708 1,900 601 2,162 2,210 40 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.5 5.7 88.8 87.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 9 7 33 37 44 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,406
COMMITMENTS
925 3,664 3,320 67,153 64,401 71,398 71,384 8 22
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,091)
275 -1,034 244 1,572 2,865 2,091 2,075 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.1 4.6 94.0 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 7 23 24 31 37
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,383
COMMITMENTS
250 375 100 33,033 32,878 33,383 33,353 0 30
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -90)
250 -300 25 -365 185 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 0.3 99.0 98.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 3 12 17 16 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 71,576
COMMITMENTS
15,910 1,387 5,008 50,287 65,172 71,205 71,567 371 9
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,185)
-450 -1,640 2,050 585 1,775 2,185 2,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 1.9 7.0 70.3 91.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 26 27 32 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 89,587
COMMITMENTS
25,902 5,503 4,250 58,591 79,646 88,743 89,399 844 188
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,647)
-350 -1,620 2,190 807 2,077 2,647 2,647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 6.1 4.7 65.4 88.9 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 3 28 27 34 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,715
COMMITMENTS
3,886 225 1,168 67,138 71,170 72,192 72,563 523 152
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 685)
325 0 -160 520 845 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.3 1.6 92.3 97.9 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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,739
COMMITMENTS
4,602 325 1,672 92,847 97,660 99,121 99,657 618 82
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 454)
325 0 0 129 454 454 454 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.3 1.7 93.1 97.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 2 29 29 32 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,140
COMMITMENTS
300 420 0 44,705 44,420 45,005 44,840 135 300
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.0 99.0 98.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 20 22 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,431
COMMITMENTS
335 600 25 24,850 24,676 25,210 25,301 221 130
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -35)
0 0 0 105 -35 105 -35 -140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.4 0.1 97.7 97.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 20 20 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,995
COMMITMENTS
650 3,950 125 14,130 10,920 14,905 14,995 90 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 26.3 0.8 94.2 72.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 17 8 21 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 76,069
COMMITMENTS
16,576 129 4,953 54,075 70,899 75,604 75,981 465 88
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,601)
43 -111 173 1,399 1,523 1,616 1,585 -15 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.2 6.5 71.1 93.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 2 10 31 34 49 44
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 4,860
COMMITMENTS
750 1,250 0 4,110 3,550 4,860 4,800 0 60
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 25.7 0.0 84.6 73.0 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 9 9 14 12
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,735
COMMITMENTS
7,565 325 1,100 18,768 25,968 27,433 27,393 302 342
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 150)
-200 -100 150 200 100 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 1.2 4.0 67.7 93.6 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 4 18 21 24 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,760
COMMITMENTS
650 280 140 54,825 55,125 55,615 55,545 145 215
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 245)
0 0 0 245 245 245 245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 0.3 98.3 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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,658
COMMITMENTS
1,785 1,950 235 40,248 40,436 42,268 42,621 390 37
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 348)
710 0 0 -362 358 348 358 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.6 0.6 94.4 94.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 23 23 27 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,313
COMMITMENTS
3,496 200 0 61,389 64,948 64,885 65,148 428 165
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 103)
0 0 0 93 103 93 103 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.3 0.0 94.0 99.4 99.3 99.7 0.7 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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,600
COMMITMENTS
4,389 4,150 60 68,016 68,380 72,465 72,590 135 10
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.7 0.1 93.7 94.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 1 27 19 33 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 88,071
COMMITMENTS
4,156 1,522 301 83,506 86,248 87,963 88,071 108 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 133)
-56 -183 -2 191 318 133 133 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.7 0.3 94.8 97.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 4 25 30 31 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 113,248
COMMITMENTS
6,826 7,514 1,346 104,901 104,372 113,073 113,233 175 15
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 461)
332 -86 57 72 490 461 461 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.6 1.2 92.6 92.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 14 7 28 34 39 49
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,080
COMMITMENTS
50 4,425 400 53,610 49,225 54,060 54,050 20 30
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,040)
50 428 25 965 587 1,040 1,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.2 0.7 99.1 91.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 3 16 13 19 19
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 50,235
COMMITMENTS
25 1,780 0 50,210 48,455 50,235 50,235 0 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,350)
0 150 0 1,350 1,200 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 64,492
COMMITMENTS
1,065 1,887 1,255 62,039 61,166 64,359 64,308 133 184
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 331)
-2 300 0 453 41 451 341 -120 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.9 1.9 96.2 94.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 23 22 27 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,299
COMMITMENTS
1,340 1,818 5,021 58,552 58,290 64,913 65,129 386 170
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,456)
-35 300 -140 1,631 1,286 1,456 1,446 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.8 7.7 89.7 89.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 4 22 25 29 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,003
COMMITMENTS
750 318 80 30,054 30,530 30,884 30,928 119 75
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 35)
25 0 0 75 19 100 19 -65 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 0.3 96.9 98.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 13 20 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,095
COMMITMENTS
575 235 0 28,300 28,840 28,875 29,075 220 20
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 5)
25 0 0 40 -15 65 -15 -60 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.8 0.0 97.3 99.1 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 13 19 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,554
COMMITMENTS
209 3,290 2,055 32,204 29,158 34,468 34,503 86 51
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 273)
0 -669 321 -58 619 263 271 10 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.5 5.9 93.2 84.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 6 5 25 22 32 28
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,451
COMMITMENTS
577 1,363 1,087 20,411 19,773 22,075 22,223 376 228
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 310)
310 10 0 0 300 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.1 4.8 90.9 88.1 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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,427
COMMITMENTS
3,633 4,420 1,945 50,729 50,032 56,307 56,397 120 30
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,029)
-251 -42 0 1,247 1,061 996 1,019 33 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 7.8 3.4 89.9 88.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 5 28 28 34 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,559
COMMITMENTS
35 1,745 580 35,598 34,060 36,213 36,385 346 174
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 226)
0 -16 -118 285 316 167 182 59 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.8 1.6 97.4 93.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 3 22 22 26 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,644
COMMITMENTS
1,000 225 200 19,264 20,204 20,464 20,629 180 15
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -583)
-100 0 25 -493 -608 -568 -583 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.1 1.0 93.3 97.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,937
COMMITMENTS
470 300 425 12,922 13,212 13,817 13,937 120 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 375)
0 50 0 375 325 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.2 3.0 92.7 94.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 14 13 17 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,217
COMMITMENTS
50 1,230 670 14,377 13,317 15,097 15,217 120 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 430)
0 50 0 430 380 430 430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.1 4.4 94.5 87.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 2 15 14 18 19
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,365
COMMITMENTS
1,605 1,100 405 18,045 18,815 20,055 20,320 310 45
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 608)
-25 0 0 610 615 585 615 23 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.4 2.0 88.6 92.4 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 17 15 20 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,568
COMMITMENTS
1,650 1,100 320 17,575 18,103 19,545 19,523 23 45
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 600)
-25 0 0 883 618 858 618 -258 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.6 1.6 89.8 92.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 17 16 20 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,936
COMMITMENTS
2,550 575 2,360 43,835 46,001 48,745 48,936 191 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 620)
50 150 -100 670 570 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.2 4.8 89.6 94.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 4 22 15 28 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,339
COMMITMENTS
2,715 650 2,160 43,263 45,529 48,138 48,339 201 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 650)
40 150 -90 700 590 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.3 4.5 89.5 94.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 5 21 16 28 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,350
COMMITMENTS
2,244 12,558 1,195 123,549 113,573 126,988 127,326 362 24
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 831)
175 378 50 609 403 834 831 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.9 0.9 97.0 89.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 8 8 36 28 48 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 138,443
COMMITMENTS
3,072 12,327 1,540 133,744 124,576 138,356 138,443 87 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,017)
350 202 75 1,592 1,795 2,017 2,072 0 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.9 1.1 96.6 90.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 11 8 40 32 52 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 502,093
COMMITMENTS
26,612 25,728 63,379 411,332 412,339 501,323 501,447 770 646
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 7,074)
2,857 3,600 62 4,147 3,321 7,065 6,983 9 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.1 12.6 81.9 82.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 21 17 45 44 73 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,539
COMMITMENTS
4,145 25 75 14,278 18,434 18,498 18,534 41 5
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 120)
200 0 0 -80 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.1 0.4 77.0 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 19 9 23 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,372
COMMITMENTS
3,545 515 45 13,642 16,812 17,232 17,372 140 0
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.0 0.3 78.5 96.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 17 7 21 11
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 8,355
COMMITMENTS
1,250 1,520 750 5,685 5,635 7,685 7,905 670 450
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,320)
-130 -680 410 735 1,460 1,015 1,190 305 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 18.2 9.0 68.0 67.4 92.0 94.6 8.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 7 9 26 27 39 38
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 2,194
COMMITMENTS
258 0 0 1,936 2,186 2,194 2,186 0 8
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 0.0 88.2 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 11 11 14 11
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,426
COMMITMENTS
172 9 226 1,445 1,602 1,843 1,837 583 589
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 142)
12 -46 9 7 71 28 34 114 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.4 9.3 59.6 66.0 76.0 75.7 24.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 4 16 17 20 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,717
COMMITMENTS
211 306 316 3,291 2,976 3,818 3,598 899 1,119
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 211)
37 -92 63 -37 75 63 46 148 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.5 6.7 69.8 63.1 80.9 76.3 19.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 5 20 19 26 25
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,771
COMMITMENTS
5,978 2,091 116 31,574 35,396 37,668 37,603 1,103 1,168
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 780)
358 -123 -63 -573 -133 -278 -319 1,058 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.4 0.3 81.4 91.3 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 36 34 41 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,494
COMMITMENTS
175 90 126 15,024 15,594 15,325 15,810 1,169 684
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 481)
-55 0 3 -494 273 -546 276 1,027 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.8 91.1 94.5 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 21 28 25 31
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,663
COMMITMENTS
330 461 465 8,778 9,109 9,573 10,035 1,090 628
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 376)
76 135 -4 -147 141 -75 272 451 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.3 4.4 82.3 85.4 89.8 94.1 10.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 4 31 29 36 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,555
COMMITMENTS
0 1,671 840 35,042 34,140 35,882 36,651 1,673 904
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,831)
-587 124 -220 1,276 1,378 469 1,282 1,362 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 2.2 93.3 90.9 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 3 19 28 22 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 68,094
COMMITMENTS
4,304 2,889 3,447 58,664 59,202 66,415 65,538 1,679 2,556
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,592)
468 393 -114 -138 -498 216 -219 1,376 1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.2 5.1 86.2 86.9 97.5 96.2 2.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 9 16 61 62 81 81
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,209
COMMITMENTS
0 0 0 27,969 28,194 27,969 28,194 240 15
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,675)
0 0 0 1,675 1,783 1,675 1,783 0 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 20 23 20
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 216,501
COMMITMENTS
0 0 0 207,573 207,080 207,573 207,080 8,928 9,421
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 5,967)
0 0 0 5,847 6,117 5,847 6,117 120 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 95.6 95.9 95.6 4.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 19 14 19
Updated September 06, 2019