CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,625
COMMITMENTS
8,804 8,531 1,275 25,518 25,819 35,597 35,625 28 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -533)
-293 -636 250 -490 -147 -533 -533 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 23.9 3.6 71.6 72.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 3 3 17 12 31 17
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 108,043
COMMITMENTS
52,040 28,561 17,077 38,373 62,392 107,489 108,030 554 13
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -322)
472 449 -523 -634 -248 -684 -322 363 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 26.4 15.8 35.5 57.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
28 11 19 26 21 62 43
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 46,512
COMMITMENTS
15,717 6,020 6,634 24,064 33,857 46,415 46,512 97 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 793)
-178 173 331 614 289 767 793 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 12.9 14.3 51.7 72.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 9 11 17 17 38 32
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,022
COMMITMENTS
40,677 100,203 4,066 101,279 41,753 146,022 146,022 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 701)
209 1,109 91 401 -499 701 701 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 68.6 2.8 69.4 28.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 8 4 15 11 21 21
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,482
COMMITMENTS
4,240 421 0 32,242 36,061 36,482 36,482 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 6)
0 0 0 6 6 6 6 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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 97,320
COMMITMENTS
18,392 23,700 2,437 76,491 71,183 97,320 97,320 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,507)
-1,056 1,450 -100 2,662 157 1,507 1,507 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 24.4 2.5 78.6 73.1 100.0 100.0 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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 21,108
COMMITMENTS
8,430 2,350 6,525 6,153 12,233 21,108 21,108 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,598)
147 200 1,300 151 98 1,598 1,598 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 11.1 30.9 29.2 58.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 1 4 6 9 18 14
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 45,345
COMMITMENTS
5,795 2,010 2,890 36,660 40,445 45,345 45,345 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 8,258)
-100 0 500 7,858 7,758 8,258 8,258 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.4 6.4 80.8 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 3 3 19 17 29 21
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 8,536
COMMITMENTS
5,336 2,309 1,450 1,750 4,777 8,536 8,536 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 27.1 17.0 20.5 56.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 1 2 9 9 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| 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: 16,573
COMMITMENTS
2,992 3,850 775 12,781 11,948 16,548 16,573 25 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,528)
250 300 50 1,228 1,178 1,528 1,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 23.2 4.7 77.1 72.1 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 09/10/19 |
--------------------------------------------------------------| 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 09/03/19 (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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,414
COMMITMENTS
5,213 3,289 1,858 29,222 31,223 36,293 36,370 121 44
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 297)
278 -296 -310 342 896 310 290 -13 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 9.0 5.1 80.2 85.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 5 28 26 36 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,462
COMMITMENTS
4,906 3,618 2,592 28,243 30,149 35,741 36,359 721 103
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,391)
-543 -242 443 1,481 1,190 1,381 1,391 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.9 7.1 77.5 82.7 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 4 5 25 20 33 26
FUEL OIL NY 1% / GULF COAST 3% - ICE FUTURES ENERGY DIV Code-02141V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 5,657
COMMITMENTS
2,064 0 0 3,578 5,657 5,642 5,657 15 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 0.0 0.0 63.2 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 8 14 9 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,156,078
COMMITMENTS
333,540 84,688 386,668 4406327 4657623 5126535 5128979 29,543 27,099
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 227,644)
158,292 -18,491 -33,344 98,176 276,041 223,124 224,206 4,520 3,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.6 7.5 85.5 90.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
43 21 48 154 124 212 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 924,335
COMMITMENTS
32,854 29,837 223,156 664,549 668,400 920,558 921,393 3,777 2,943
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 71,381)
14,749 12,116 6,755 49,776 52,561 71,279 71,432 102 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.2 24.1 71.9 72.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 10 23 48 47 72 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,572
COMMITMENTS
271 5,338 279 224,360 234,561 224,910 240,178 20,662 5,394
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -14,728)
271 -1,004 129 -14,902 -14,698 -14,502 -15,573 -226 845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.2 0.1 91.4 95.5 91.6 97.8 8.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 29 23 31 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,951
COMMITMENTS
2,136 5,136 1,003 139,964 134,704 143,103 140,843 2,848 5,108
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -10,729)
-422 -2,073 -761 -9,649 -8,029 -10,832 -10,863 103 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.5 0.7 95.9 92.3 98.0 96.5 2.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 27 28 31 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,205
COMMITMENTS
2,647 1,920 642 307,510 310,585 310,799 313,147 10,406 8,058
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -13,933)
-1,345 -1,748 -295 -12,290 -13,737 -13,930 -15,780 -3 1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 0.2 95.7 96.7 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 31 29 34 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 841,288
COMMITMENTS
2,200 11,011 1,328 828,399 827,473 831,927 839,812 9,361 1,476
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -12,053)
-240 269 -660 -10,189 -7,107 -11,089 -7,498 -964 -4,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.2 98.5 98.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 40 29 43 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,860
COMMITMENTS
3,329 7,304 300 360,692 367,178 364,321 374,782 17,539 7,078
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -19,002)
-860 33 0 -17,519 -19,975 -18,379 -19,942 -623 940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 0.1 94.5 96.2 95.4 98.1 4.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 3 1 45 38 49 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 514,871
COMMITMENTS
22,942 1,071 913 484,329 508,156 508,184 510,140 6,687 4,731
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -28,945)
-2,217 -52 -1,421 -23,880 -27,401 -27,518 -28,874 -1,427 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.2 0.2 94.1 98.7 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 3 37 42 42 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,585
COMMITMENTS
0 2,268 1,164 377,577 374,418 378,741 377,850 5,844 6,735
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -12,142)
-210 -3,171 -214 -12,164 -8,006 -12,588 -11,391 446 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.3 98.2 97.4 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 2 37 31 39 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,030
COMMITMENTS
1,323 151 1,259 97,536 102,994 100,118 104,404 4,912 626
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -7,319)
-720 -333 184 -8,386 -6,808 -8,922 -6,957 1,603 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 1.2 92.9 98.1 95.3 99.4 4.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 18 22 22 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,738
COMMITMENTS
0 0 0 14,985 14,922 14,985 14,922 753 816
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -12,772)
0 -490 0 -12,792 -12,648 -12,792 -13,138 20 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 94.8 95.2 94.8 4.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 12 17 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,084
COMMITMENTS
0 1,118 463 235,862 232,522 236,325 234,103 2,759 4,981
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -22,456)
-32 -162 -285 -21,439 -21,396 -21,756 -21,843 -700 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 98.7 97.3 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 1 25 29 26 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,602
COMMITMENTS
837 0 112 174,284 180,110 175,233 180,222 7,369 2,380
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -10,047)
1 -840 0 -11,208 -9,057 -11,207 -9,897 1,160 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 95.4 98.6 96.0 98.7 4.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 34 25 35 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 303,287
COMMITMENTS
0 0 0 300,476 299,508 300,476 299,508 2,811 3,779
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -12,063)
-451 0 0 -11,403 -12,853 -11,854 -12,853 -209 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 24 23 24 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,835
COMMITMENTS
3,571 1,636 0 30,383 32,472 33,954 34,108 1,881 1,727
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -9,889)
-1,707 -124 -60 -8,117 -10,675 -9,884 -10,859 -5 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.6 0.0 84.8 90.6 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 18 14 20 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 585,012
COMMITMENTS
18,149 5,673 3,840 553,370 569,453 575,359 578,966 9,653 6,046
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -22,046)
-1,225 -10,821 -785 -24,099 -10,633 -26,109 -22,239 4,063 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 0.7 94.6 97.3 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
2 5 3 58 50 63 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,605
COMMITMENTS
395 230 4,166 241,085 241,492 245,646 245,888 5,959 5,717
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,015)
-1,297 0 397 1,936 1,966 1,036 2,363 -21 -1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 1.7 95.8 96.0 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 24 25 27 28
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,222
COMMITMENTS
0 0 0 36,401 36,982 36,401 36,982 821 240
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 236)
0 0 0 178 360 178 360 58 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.4 97.8 99.4 2.2 0.6
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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,440
COMMITMENTS
0 0 0 75,550 74,284 75,550 74,284 4,890 6,156
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -6,079)
0 0 0 -7,946 -6,352 -7,946 -6,352 1,867 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 92.3 93.9 92.3 6.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 18 21 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,372
COMMITMENTS
0 0 0 206,479 208,636 206,479 208,636 2,893 736
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -50,536)
-2,070 -8,300 0 -48,937 -42,112 -51,007 -50,412 471 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 22 23 22
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,455
COMMITMENTS
1,650 8,310 0 189,339 186,845 190,989 195,155 4,466 300
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -61,445)
-594 -6,208 -240 -59,953 -54,928 -60,787 -61,376 -658 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.3 0.0 96.9 95.6 97.7 99.8 2.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 0 30 40 33 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,573
COMMITMENTS
0 856 0 138,872 138,665 138,872 139,521 1,701 1,052
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -25,963)
0 -372 0 -26,387 -25,062 -26,387 -25,434 424 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.8 98.6 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 18 21 18 23
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 23,920
COMMITMENTS
0 0 0 23,770 23,709 23,770 23,709 150 211
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,061)
0 0 0 -3,720 -4,030 -3,720 -4,030 -341 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 14 15 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 258,634
COMMITMENTS
1,199 3,115 13,606 240,061 237,479 254,866 254,200 3,768 4,434
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -15,747)
808 -204 -588 -16,096 -13,028 -15,876 -13,820 129 -1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 5.3 92.8 91.8 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 2 37 39 40 42
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,099
COMMITMENTS
0 0 0 106,372 103,310 106,372 103,310 5,727 8,789
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,097)
0 -327 -93 -3,069 -2,881 -3,162 -3,301 -935 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 92.2 94.9 92.2 5.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 20 22 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,004
COMMITMENTS
0 2,128 0 216,097 210,366 216,097 212,494 1,907 5,510
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -14,661)
-1,212 -2,510 -296 -12,954 -13,938 -14,462 -16,744 -199 2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.1 96.5 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 26 29 26 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,359
COMMITMENTS
0 0 0 177,540 179,670 177,540 179,670 6,819 4,689
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,350)
0 -1,054 0 -2,567 -591 -2,567 -1,645 217 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 97.5 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 19 22 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,972
COMMITMENTS
0 0 0 79,408 80,504 79,408 80,504 3,564 2,468
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,455)
0 0 0 -3,833 -3,947 -3,833 -3,947 -622 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.0 95.7 97.0 4.3 3.0
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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,402
COMMITMENTS
1,387 990 0 21,221 22,774 22,608 23,764 1,794 638
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 555)
-496 93 -93 -2 -53 -591 -53 1,146 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.1 0.0 87.0 93.3 92.6 97.4 7.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 0 16 14 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,905
COMMITMENTS
3,512 509 757 190,434 194,922 194,703 196,188 7,202 5,717
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -7,167)
-410 509 -241 -8,940 -7,213 -9,591 -6,945 2,424 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 0.4 94.3 96.5 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 18 19 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,899
COMMITMENTS
832 8 7,251 151,172 145,161 159,255 152,420 8,644 15,479
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -10,522)
17 -1,090 -398 -9,343 -9,373 -9,724 -10,861 -798 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 4.3 90.0 86.5 94.9 90.8 5.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 26 34 28 36
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 43,619
COMMITMENTS
302 0 92 38,391 42,242 38,785 42,334 4,834 1,285
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -5,081)
-62 0 0 -5,944 -4,785 -6,006 -4,785 925 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 88.0 96.8 88.9 97.1 11.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 14 18 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,897
COMMITMENTS
0 0 0 47,415 47,411 47,415 47,411 482 486
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -5,827)
0 0 0 -5,822 -4,992 -5,822 -4,992 -5 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 13 18 13 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 238,071
COMMITMENTS
965 6,662 1,467 229,891 223,835 232,323 231,964 5,748 6,107
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -14,218)
479 -2,330 485 -16,103 -12,873 -15,139 -14,718 921 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 0.6 96.6 94.0 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 3 36 36 40 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 127,647
COMMITMENTS
1,497 0 862 121,583 123,339 123,942 124,201 3,705 3,446
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,624)
34 0 181 -4,970 -3,684 -4,755 -3,503 131 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.7 95.2 96.6 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 25 27 27 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 148,523
COMMITMENTS
0 0 0 143,429 143,014 143,429 143,014 5,094 5,509
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 2,415)
0 -360 0 2,588 105 2,588 -255 -173 2,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 96.3 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 20 21 20 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 53,918
COMMITMENTS
0 567 512 48,753 51,491 49,265 52,570 4,653 1,348
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -5,177)
0 -60 0 -5,843 -5,092 -5,843 -5,152 666 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.9 90.4 95.5 91.4 97.5 8.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 12 17 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,896
COMMITMENTS
450 0 0 34,201 35,960 34,651 35,960 2,245 936
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -10,076)
240 -721 -240 -11,044 -8,530 -11,044 -9,491 968 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 92.7 97.5 93.9 97.5 6.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 14 19 16 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 258,866
COMMITMENTS
0 806 0 246,683 257,177 246,683 257,983 12,183 883
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -10,496)
-451 -124 0 -9,740 -9,575 -10,191 -9,699 -305 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 95.3 99.3 95.3 99.7 4.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 28 21 28 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 115,499
COMMITMENTS
13,063 8,774 92 96,111 105,407 109,266 114,273 6,233 1,226
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -881)
-1,440 0 0 638 -127 -802 -127 -79 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.6 0.1 83.2 91.3 94.6 98.9 5.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 18 19 20 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 209,505
COMMITMENTS
0 0 0 203,921 208,494 203,921 208,494 5,584 1,011
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -8,815)
0 0 0 -9,350 -8,425 -9,350 -8,425 535 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.5 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 24 21 24
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 31,842
COMMITMENTS
4,990 117 4,764 21,486 26,519 31,240 31,400 602 442
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,381)
499 -587 17 -1,857 -805 -1,342 -1,376 -40 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.4 15.0 67.5 83.3 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 3 15 25 26 41 41
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,753
COMMITMENTS
6,690 735 730 32,323 38,163 39,743 39,628 10 125
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,172)
384 -22 80 854 1,125 1,318 1,183 -146 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.8 1.8 81.3 96.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 6 23 22 32 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,041
COMMITMENTS
2,650 550 925 25,378 27,556 28,953 29,031 88 10
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 762)
275 75 0 497 687 772 762 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.9 3.2 87.4 94.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 4 17 18 24 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 138,137
COMMITMENTS
7,026 8,865 8,329 122,257 120,851 137,612 138,045 525 92
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -8,071)
-579 -652 -10 -7,528 -7,409 -8,117 -8,071 46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.4 6.0 88.5 87.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 9 6 33 35 43 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,139
COMMITMENTS
775 2,541 3,341 64,022 62,255 68,138 68,137 1 2
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,267)
-150 -1,123 21 -3,131 -2,146 -3,260 -3,247 -7 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.7 4.9 94.0 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 11 7 21 23 29 36
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,573
COMMITMENTS
275 350 50 31,248 31,158 31,573 31,558 0 15
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,810)
25 -25 -50 -1,785 -1,720 -1,810 -1,795 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 0.2 99.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 11 17 14 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 68,230
COMMITMENTS
15,885 1,492 4,703 47,272 62,027 67,860 68,222 370 8
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,346)
-25 105 -305 -3,015 -3,145 -3,345 -3,345 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 2.2 6.9 69.3 90.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 3 26 26 31 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 87,891
COMMITMENTS
25,874 4,382 4,578 56,490 78,687 86,942 87,647 949 244
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,696)
-28 -1,121 328 -2,101 -959 -1,801 -1,752 105 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 5.0 5.2 64.3 89.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 3 24 25 30 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,737
COMMITMENTS
3,087 50 1,347 65,792 69,199 70,226 70,596 511 141
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,978)
-799 -175 179 -1,346 -1,971 -1,966 -1,967 -12 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 1.9 93.0 97.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 25 26 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,008
COMMITMENTS
3,661 125 1,848 88,857 92,953 94,366 94,926 642 82
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,731)
-941 -200 176 -3,990 -4,707 -4,755 -4,731 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 1.9 93.5 97.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 28 29 31 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,120
COMMITMENTS
400 420 0 42,600 42,410 43,000 42,830 120 290
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,020)
100 0 0 -2,105 -2,010 -2,005 -2,010 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.0 98.8 98.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 18 20 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,946
COMMITMENTS
340 600 20 25,386 25,201 25,746 25,821 200 125
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 515)
5 0 -5 536 525 536 520 -21 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.3 0.1 97.8 97.1 99.2 99.5 0.8 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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,090
COMMITMENTS
525 3,900 125 13,350 10,065 14,000 14,090 90 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -905)
-125 -50 0 -780 -855 -905 -905 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 27.7 0.9 94.7 71.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 17 8 20 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 70,566
COMMITMENTS
18,791 85 2,579 48,695 67,848 70,066 70,512 500 54
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -5,503)
2,216 -44 -2,374 -5,380 -3,051 -5,538 -5,469 35 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 0.1 3.7 69.0 96.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 1 9 30 32 46 41
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 5,000
COMMITMENTS
1,300 1,000 0 3,700 4,000 5,000 5,000 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 140)
550 -250 0 -410 450 140 200 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 20.0 0.0 74.0 80.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 0 7 10 12 12
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,159
COMMITMENTS
7,640 220 975 17,248 24,622 25,863 25,817 296 342
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,576)
75 -105 -125 -1,520 -1,346 -1,570 -1,576 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.8 3.7 65.9 94.1 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 17 21 23 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,310
COMMITMENTS
525 320 100 51,435 51,565 52,060 51,985 250 325
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,450)
-125 40 -40 -3,390 -3,560 -3,555 -3,560 105 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.2 98.3 98.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 16 19 18 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,965
COMMITMENTS
1,520 1,650 230 40,737 40,996 42,487 42,876 478 89
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 307)
-265 -300 -5 489 560 219 255 88 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.8 0.5 94.8 95.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 3 22 22 26 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,079
COMMITMENTS
3,115 200 0 58,531 61,704 61,646 61,904 433 175
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,234)
-381 0 0 -2,858 -3,244 -3,239 -3,244 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.3 0.0 94.3 99.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 24 18 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,897
COMMITMENTS
3,800 3,700 60 63,917 64,127 67,777 67,887 120 10
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,703)
-589 -450 0 -4,099 -4,253 -4,688 -4,703 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.4 0.1 94.1 94.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 26 19 28 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,319
COMMITMENTS
4,128 1,079 132 77,974 81,098 82,234 82,309 85 10
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -5,752)
-28 -443 -169 -5,532 -5,150 -5,729 -5,762 -23 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.3 0.2 94.7 98.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 25 29 30 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,823
COMMITMENTS
6,571 5,908 1,117 96,950 97,713 104,637 104,738 186 85
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -8,424)
-255 -1,606 -229 -7,951 -6,659 -8,435 -8,494 11 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.6 1.1 92.5 93.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 13 7 27 32 37 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 49,560
COMMITMENTS
50 4,150 400 49,090 44,995 49,540 49,545 20 15
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,520)
0 -275 0 -4,520 -4,230 -4,520 -4,505 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.4 0.8 99.1 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 3 16 14 19 20
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 47,535
COMMITMENTS
0 1,555 0 47,535 45,980 47,535 47,535 0 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,700)
-25 -225 0 -2,675 -2,475 -2,700 -2,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 100.0 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 0 12 9 12 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,390
COMMITMENTS
1,131 1,728 1,205 60,941 60,290 63,277 63,223 113 167
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,102)
66 -159 -50 -1,098 -876 -1,082 -1,085 -20 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.7 1.9 96.1 95.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 23 23 27 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,786
COMMITMENTS
1,806 2,025 4,823 58,796 58,779 65,425 65,627 361 159
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 487)
466 207 -198 244 489 512 498 -25 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.1 7.3 89.4 89.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 3 22 25 29 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,546
COMMITMENTS
700 333 80 27,669 28,081 28,449 28,494 97 52
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,457)
-50 15 0 -2,385 -2,449 -2,435 -2,434 -22 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 0.3 96.9 98.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 12 20 13
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 27,253
COMMITMENTS
545 140 0 26,509 27,093 27,054 27,233 199 20
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,842)
-30 -95 0 -1,791 -1,747 -1,821 -1,842 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 0.0 97.3 99.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 11 19 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,394
COMMITMENTS
61 1,935 3,013 30,304 28,443 33,378 33,391 16 3
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,160)
-148 -1,355 958 -1,900 -715 -1,090 -1,112 -70 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 9.0 90.7 85.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 6 7 24 23 31 30
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,876
COMMITMENTS
954 1,268 1,150 19,275 19,323 21,379 21,741 497 135
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -575)
377 -95 63 -1,136 -450 -696 -482 121 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.8 5.3 88.1 88.3 97.7 99.4 2.3 0.6
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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,599
COMMITMENTS
3,544 3,719 1,505 49,501 49,360 54,550 54,584 49 15
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,828)
-89 -701 -440 -1,228 -672 -1,757 -1,813 -71 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.8 2.8 90.7 90.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 5 29 27 36 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,246
COMMITMENTS
0 1,536 674 34,154 32,862 34,828 35,072 418 174
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,313)
-35 -209 94 -1,444 -1,198 -1,385 -1,313 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 1.9 96.9 93.2 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 3 22 21 25 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,014
COMMITMENTS
1,150 225 200 19,484 20,574 20,834 20,999 180 15
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 370)
150 0 0 220 370 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.1 1.0 92.7 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 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,927
COMMITMENTS
170 275 400 12,237 12,252 12,807 12,927 120 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,010)
-300 -25 -25 -685 -960 -1,010 -1,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.1 3.1 94.7 94.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 13 13 15 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,749
COMMITMENTS
50 980 445 13,134 12,324 13,629 13,749 120 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,468)
0 -250 -225 -1,243 -993 -1,468 -1,468 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.1 3.2 95.5 89.6 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 1 14 14 16 19
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,581
COMMITMENTS
1,495 900 405 16,388 17,236 18,288 18,541 293 40
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,784)
-110 -200 0 -1,657 -1,579 -1,767 -1,779 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.8 2.2 88.2 92.8 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 15 15 18 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,024
COMMITMENTS
1,580 900 320 16,108 16,764 18,008 17,984 16 40
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,544)
-70 -200 0 -1,467 -1,339 -1,537 -1,539 -7 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.0 1.8 89.4 93.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 15 16 18 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,085
COMMITMENTS
1,510 500 2,360 41,051 42,225 44,921 45,085 164 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,851)
-1,040 -75 0 -2,784 -3,776 -3,824 -3,851 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.1 5.2 91.1 93.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 4 21 15 27 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,908
COMMITMENTS
2,205 640 2,080 40,452 42,188 44,737 44,908 171 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,431)
-510 -10 -80 -2,811 -3,341 -3,401 -3,431 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.4 4.6 90.1 93.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 4 20 16 27 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,784
COMMITMENTS
1,768 10,923 1,055 115,614 106,806 118,437 118,784 347 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -8,566)
-476 -1,635 -140 -7,935 -6,767 -8,551 -8,542 -15 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.2 0.9 97.3 89.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 8 8 36 26 47 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,955
COMMITMENTS
2,425 10,114 1,615 124,840 117,226 128,880 128,955 75 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -9,488)
-647 -2,213 75 -8,904 -7,350 -9,476 -9,488 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.8 1.3 96.8 90.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 9 7 37 32 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 490,485
COMMITMENTS
26,461 28,888 60,629 402,291 399,820 489,381 489,337 1,104 1,149
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -11,608)
-151 3,159 -2,751 -9,041 -12,519 -11,942 -12,110 334 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.9 12.4 82.0 81.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 17 18 43 40 72 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,689
COMMITMENTS
3,925 0 75 13,455 17,609 17,455 17,684 234 5
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -850)
-220 -25 0 -823 -825 -1,043 -850 193 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 0.0 0.4 76.1 99.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 17 8 21 10
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,822
COMMITMENTS
3,505 390 35 12,960 16,397 16,500 16,822 322 0
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -550)
-40 -125 -10 -682 -415 -732 -550 182 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.3 0.2 77.0 97.5 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 16 6 20 8
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 9,210
COMMITMENTS
505 3,115 875 7,365 5,100 8,745 9,090 465 120
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 855)
-745 1,595 125 1,680 -535 1,060 1,185 -205 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 33.8 9.5 80.0 55.4 95.0 98.7 5.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 12 7 28 28 38 41
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,156
COMMITMENTS
152 0 178 1,395 1,399 1,725 1,577 431 579
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -270)
-20 -9 -48 -50 -203 -118 -260 -152 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 8.3 64.7 64.9 80.0 73.1 20.0 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 15 17 18 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,389
COMMITMENTS
207 252 307 3,060 2,974 3,574 3,533 815 856
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -328)
-4 -54 -9 -231 -2 -244 -65 -84 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.7 7.0 69.7 67.8 81.4 80.5 18.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 5 20 20 26 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,078
COMMITMENTS
5,611 1,939 116 29,169 32,985 34,896 35,040 182 38
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,693)
-367 -152 0 -2,405 -2,411 -2,772 -2,563 -921 -1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.5 0.3 83.2 94.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 3 36 35 41 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,816
COMMITMENTS
205 68 103 14,399 14,207 14,707 14,378 109 438
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,678)
30 -22 -23 -625 -1,387 -618 -1,432 -1,060 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.5 0.7 97.2 95.9 99.3 97.0 0.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 22 26 26 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,545
COMMITMENTS
308 287 395 8,358 8,540 9,061 9,222 484 323
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,118)
-22 -174 -70 -420 -569 -512 -813 -606 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 4.1 87.6 89.5 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 4 31 26 36 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,078
COMMITMENTS
274 1,269 902 35,556 34,582 36,732 36,753 346 325
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -477)
274 -402 62 514 442 850 102 -1,327 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.4 2.4 95.9 93.3 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 16 28 20 33
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 63,626
COMMITMENTS
4,567 2,604 2,639 56,129 57,522 63,335 62,765 291 861
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -4,469)
263 -285 -808 -2,536 -1,681 -3,081 -2,774 -1,388 -1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.1 4.1 88.2 90.4 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 10 17 58 59 78 79
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 29,052
COMMITMENTS
0 0 0 28,812 29,037 28,812 29,037 240 15
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 843)
0 0 0 843 843 843 843 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 19 23 19
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,645
COMMITMENTS
270 495 125 7,070 6,895 7,465 7,515 180 130
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.5 1.6 92.5 90.2 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 11 11 14 13
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 218,969
COMMITMENTS
0 0 0 210,311 208,384 210,311 208,384 8,658 10,585
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 2,468)
0 0 0 2,738 1,304 2,738 1,304 -270 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 95.2 96.0 95.2 4.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 19 14 19
Updated September 13, 2019