CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,674
COMMITMENTS
8,804 8,531 1,275 25,567 25,868 35,646 35,674 28 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 49)
0 0 0 49 49 49 49 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 23.9 3.6 71.7 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 111,597
COMMITMENTS
51,711 28,563 19,071 40,607 63,949 111,389 111,584 208 13
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,554)
-329 2 1,995 2,234 1,557 3,900 3,554 -346 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 25.6 17.1 36.4 57.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
31 10 20 26 21 64 44
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 47,018
COMMITMENTS
15,844 7,385 6,052 25,025 33,581 46,921 47,018 97 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 506)
127 1,365 -582 961 -277 506 506 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 15.7 12.9 53.2 71.4 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 149,147
COMMITMENTS
40,677 100,328 4,066 104,404 44,753 149,147 149,147 0 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,125)
0 125 0 3,125 3,000 3,125 3,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 67.3 2.7 70.0 30.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 4 17 13 23 23
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,477
COMMITMENTS
4,240 421 0 32,237 36,056 36,477 36,477 0 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 96,087
COMMITMENTS
17,733 23,700 2,337 76,002 70,050 96,072 96,087 15 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -1,233)
-659 0 -100 -489 -1,133 -1,248 -1,233 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 24.7 2.4 79.1 72.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 3 3 14 10 22 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,556
COMMITMENTS
8,428 2,350 6,525 7,603 13,681 22,556 22,556 0 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,449)
-1 0 0 1,450 1,449 1,449 1,449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 10.4 28.9 33.7 60.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 1 4 8 9 20 14
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 47,327
COMMITMENTS
5,795 2,010 2,890 38,642 42,427 47,327 47,327 0 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,983)
0 0 0 1,983 1,983 1,983 1,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.2 6.1 81.6 89.6 100.0 100.0 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,886
COMMITMENTS
6,336 2,209 800 2,750 6,877 9,886 9,886 0 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,350)
1,000 -100 -650 1,000 2,100 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 22.3 8.1 27.8 69.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 2 3 11 11 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| 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: 18,348
COMMITMENTS
3,093 4,300 725 14,505 13,323 18,323 18,348 25 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,775)
101 450 -50 1,724 1,375 1,775 1,775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 23.4 4.0 79.1 72.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 12 8 18 14
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,195
COMMITMENTS
23,271 6,950 1,037 16,887 33,208 41,195 41,195 0 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 600)
600 700 -100 100 0 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 16.9 2.5 41.0 80.6 100.0 100.0 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,947
COMMITMENTS
5,106 3,184 2,202 29,518 31,497 36,826 36,883 121 64
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 533)
-107 -105 344 296 274 533 513 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 8.6 6.0 79.9 85.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 6 29 25 37 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 37,051
COMMITMENTS
4,636 3,823 2,447 29,257 30,656 36,340 36,926 711 125
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 589)
-270 205 -145 1,014 507 599 567 -10 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 10.3 6.6 79.0 82.7 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 5 28 20 36 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,281
COMMITMENTS
250 2,192 343 5,664 3,537 6,257 6,072 24 209
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 34.9 5.5 90.2 56.3 99.6 96.7 0.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 3 14 10 18 13
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,335,067
COMMITMENTS
354,757 108,007 419,280 4527035 4779321 5301072 5306608 33,995 28,459
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 178,989)
21,217 23,319 32,612 120,708 121,698 174,537 177,629 4,452 1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.0 7.9 84.9 89.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
45 20 50 154 127 213 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 955,740
COMMITMENTS
48,299 36,128 241,081 662,552 675,588 951,933 952,798 3,808 2,942
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 31,405)
15,445 6,291 17,926 -1,997 7,188 31,374 31,405 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.8 25.2 69.3 70.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 9 23 49 47 75 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,007
COMMITMENTS
1,061 5,006 217 229,616 240,830 230,894 246,053 21,113 5,954
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 6,435)
790 -332 -62 5,256 6,269 5,984 5,875 451 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.0 0.1 91.1 95.6 91.6 97.6 8.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 28 22 31 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,980
COMMITMENTS
2,726 5,136 721 141,835 136,988 145,282 142,845 2,698 5,135
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,029)
590 0 -282 1,871 2,284 2,179 2,002 -150 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.5 0.5 95.8 92.6 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 27 27 31 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,515
COMMITMENTS
2,309 1,438 733 317,022 321,500 320,064 323,671 9,451 5,844
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 8,310)
-338 -482 91 9,512 10,915 9,265 10,524 -955 -2,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 0.2 96.2 97.6 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 31 30 34 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 846,447
COMMITMENTS
3,090 11,197 1,142 832,907 832,731 837,139 845,070 9,308 1,377
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 5,159)
890 186 -186 4,508 5,258 5,212 5,258 -53 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 0.1 98.4 98.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 2 40 29 45 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,928
COMMITMENTS
4,070 7,304 300 371,457 378,651 375,827 386,255 18,101 7,673
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 12,068)
741 0 0 10,765 11,473 11,506 11,473 562 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.9 0.1 94.3 96.1 95.4 98.1 4.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 1 43 38 47 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 527,071
COMMITMENTS
1,216 895 565 517,940 520,849 519,721 522,309 7,350 4,762
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 12,200)
-21,726 -176 -348 33,611 12,693 11,537 12,169 663 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.1 98.3 98.8 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 2 38 41 41 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 418,206
COMMITMENTS
0 2,911 1,193 410,672 407,959 411,865 412,063 6,341 6,143
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 33,621)
0 643 29 33,095 33,541 33,124 34,213 497 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.3 98.2 97.5 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 4 2 36 30 38 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,273
COMMITMENTS
2,453 365 1,896 100,538 106,215 104,887 108,476 5,386 1,797
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 5,243)
1,130 214 637 3,002 3,221 4,769 4,072 474 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.3 1.7 91.2 96.3 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 5 16 20 21 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,024
COMMITMENTS
0 0 0 18,267 18,296 18,267 18,296 757 728
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,286)
0 0 0 3,282 3,374 3,282 3,374 4 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 96.2 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 15 19 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,895
COMMITMENTS
0 724 465 238,545 235,756 239,010 236,945 2,885 4,950
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,811)
0 -394 2 2,683 3,234 2,685 2,842 126 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.2 98.6 97.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 1 24 27 25 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,807
COMMITMENTS
725 0 167 175,212 181,255 176,104 181,422 7,703 2,385
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,205)
-112 0 55 928 1,145 871 1,200 334 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 95.3 98.6 95.8 98.7 4.2 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 304,320
COMMITMENTS
0 0 0 301,509 300,541 301,509 300,541 2,811 3,779
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,033)
0 0 0 1,033 1,033 1,033 1,033 0 0
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,664
COMMITMENTS
4,036 1,791 0 31,654 33,960 35,690 35,751 1,974 1,913
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,829)
465 155 0 1,271 1,488 1,736 1,643 93 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.8 0.0 84.0 90.2 94.8 94.9 5.2 5.1
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 585,420
COMMITMENTS
18,782 9,324 3,307 555,201 567,009 577,290 579,640 8,130 5,780
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 408)
633 3,651 -533 1,831 -2,444 1,931 674 -1,523 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.6 0.6 94.8 96.9 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
4 5 5 58 51 66 57
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,486
COMMITMENTS
341 847 3,982 240,141 239,761 244,464 244,590 6,022 5,896
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -1,119)
-54 617 -184 -944 -1,731 -1,182 -1,298 63 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 1.6 95.9 95.7 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 24 25 27 27
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,688
COMMITMENTS
434 1,216 0 39,159 39,352 39,593 40,568 1,095 120
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,466)
434 1,216 0 2,758 2,370 3,192 3,586 274 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.0 0.0 96.2 96.7 97.3 99.7 2.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 12 18 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,459
COMMITMENTS
0 0 0 77,417 74,633 77,417 74,633 4,042 6,826
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,019)
0 0 0 1,867 349 1,867 349 -848 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 91.6 95.0 91.6 5.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 17 21 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,202
COMMITMENTS
2,976 4,433 0 220,783 222,033 223,759 226,466 3,443 736
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 17,830)
2,976 4,433 0 14,304 13,397 17,280 17,830 550 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.0 0.0 97.2 97.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 0 25 23 26 25
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,164
COMMITMENTS
4,626 13,115 0 201,095 198,749 205,721 211,864 6,443 300
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 16,709)
2,976 4,805 0 11,756 11,904 14,732 16,709 1,977 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.2 0.0 94.8 93.7 97.0 99.9 3.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 5 0 30 40 34 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,715
COMMITMENTS
0 856 0 143,014 142,897 143,014 143,753 1,701 962
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 4,142)
0 0 0 4,142 4,232 4,142 4,232 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.8 98.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 19 23 19 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,406
COMMITMENTS
310 403 0 26,884 26,792 27,194 27,195 212 211
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,486)
310 403 0 3,114 3,083 3,424 3,486 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.5 0.0 98.1 97.8 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 14 17 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 264,517
COMMITMENTS
1,659 3,469 13,897 244,850 240,271 260,406 257,637 4,111 6,880
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 5,883)
460 354 291 4,789 2,792 5,540 3,437 343 2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.3 5.3 92.6 90.8 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 2 38 40 41 43
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,985
COMMITMENTS
0 0 0 108,539 106,421 108,539 106,421 6,446 8,564
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,886)
0 0 0 2,167 3,111 2,167 3,111 719 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 92.6 94.4 92.6 5.6 7.4
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,215
COMMITMENTS
0 2,128 0 218,512 213,302 218,512 215,430 2,703 5,785
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,211)
0 0 0 2,415 2,936 2,415 2,936 796 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.8 96.4 98.8 97.4 1.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 26 30 26 31
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,276
COMMITMENTS
0 310 0 47,887 47,983 47,887 48,293 3,389 2,983
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 93.4 93.6 93.4 94.2 6.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 16 12 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,173
COMMITMENTS
0 0 0 178,914 181,487 178,914 181,487 6,259 3,686
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 814)
0 0 0 1,374 1,817 1,374 1,817 -560 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.0 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 20 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,921
COMMITMENTS
0 0 0 78,894 79,165 78,894 79,165 4,027 3,756
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -51)
0 0 0 -514 -1,339 -514 -1,339 463 1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 95.5 95.1 95.5 4.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 16 20 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,956
COMMITMENTS
1,511 990 0 31,494 33,786 33,005 34,776 1,951 180
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 10,554)
124 0 0 10,273 11,012 10,397 11,012 157 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.8 0.0 90.1 96.7 94.4 99.5 5.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 0 18 14 21 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,573
COMMITMENTS
3,586 0 411 190,928 195,322 194,925 195,733 6,648 5,840
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -332)
74 -509 -346 494 400 222 -455 -554 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 94.7 96.9 96.7 97.1 3.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 18 19 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,569
COMMITMENTS
252 2,308 7,175 155,102 153,299 162,529 162,782 11,040 10,787
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 5,670)
-580 2,300 -76 3,930 8,138 3,274 10,362 2,396 -4,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.3 4.1 89.4 88.3 93.6 93.8 6.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 2 26 34 28 39
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 43,613
COMMITMENTS
0 0 0 38,379 42,088 38,379 42,088 5,234 1,525
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -6)
-302 0 -92 -12 -154 -406 -246 400 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 96.5 88.0 96.5 12.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,018
COMMITMENTS
0 0 0 50,680 51,532 50,680 51,532 1,338 486
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 4,121)
0 0 0 3,265 4,121 3,265 4,121 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.1 97.4 99.1 2.6 0.9
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 240,478
COMMITMENTS
576 7,217 1,891 232,507 224,520 234,974 233,628 5,504 6,850
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,407)
-389 555 424 2,616 685 2,651 1,664 -244 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.0 0.8 96.7 93.4 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 2 35 35 38 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 133,521
COMMITMENTS
1,470 0 921 127,180 128,694 129,571 129,615 3,950 3,906
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 5,874)
-27 0 59 5,597 5,355 5,629 5,414 245 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 95.3 96.4 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 26 27 28 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,987
COMMITMENTS
0 0 0 148,504 147,292 148,504 147,292 4,483 5,695
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 4,464)
0 0 0 5,075 4,278 5,075 4,278 -611 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 96.3 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 21 21 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 56,585
COMMITMENTS
0 567 512 51,175 53,885 51,687 54,964 4,898 1,621
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,667)
0 0 0 2,422 2,394 2,422 2,394 245 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.9 90.4 95.2 91.3 97.1 8.7 2.9
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,733
COMMITMENTS
791 0 0 34,604 36,797 35,395 36,797 2,338 936
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 837)
341 0 0 403 837 744 837 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 91.7 97.5 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 15 19 18 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 261,745
COMMITMENTS
0 527 0 249,501 260,276 249,501 260,803 12,244 942
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,879)
0 -279 0 2,818 3,099 2,818 2,820 61 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.3 99.4 95.3 99.6 4.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 28 20 28 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 116,079
COMMITMENTS
13,063 8,774 92 96,508 105,835 109,663 114,701 6,416 1,378
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 580)
0 0 0 397 428 397 428 183 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.6 0.1 83.1 91.2 94.5 98.8 5.5 1.2
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 217,244
COMMITMENTS
0 392 0 212,758 215,458 212,758 215,850 4,486 1,394
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 7,739)
0 392 0 8,837 6,964 8,837 7,356 -1,098 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.9 99.2 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 22 24 22 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 33,193
COMMITMENTS
4,996 290 5,091 22,502 27,370 32,590 32,751 603 441
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,351)
7 174 327 1,016 850 1,350 1,351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.9 15.3 67.8 82.5 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 5 16 25 26 41 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,372
COMMITMENTS
6,729 690 925 32,708 38,615 40,362 40,230 10 142
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 619)
39 -45 195 385 452 619 602 0 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.7 2.3 81.0 95.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 7 23 22 32 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,166
COMMITMENTS
2,650 700 925 25,503 27,531 29,078 29,156 88 10
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 125)
0 150 0 125 -25 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.4 3.2 87.4 94.4 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 138,825
COMMITMENTS
6,733 8,321 8,883 122,670 121,505 138,286 138,709 539 116
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 688)
-293 -544 554 413 654 674 664 14 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.0 6.4 88.4 87.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 8 8 33 35 45 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,744
COMMITMENTS
1,225 2,777 3,192 66,327 64,773 70,743 70,742 1 2
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,605)
450 236 -149 2,305 2,518 2,605 2,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.9 4.5 93.8 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 10 6 21 23 30 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,148
COMMITMENTS
375 375 50 31,723 31,708 32,148 32,133 0 15
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 575)
100 25 0 475 550 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 0.2 98.7 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 11 17 14 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 68,320
COMMITMENTS
15,985 1,292 4,853 47,107 62,167 67,945 68,312 375 8
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 90)
100 -200 150 -165 140 85 90 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 1.9 7.1 69.0 91.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 26 27 32 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 87,945
COMMITMENTS
25,872 3,907 4,780 56,326 79,014 86,978 87,701 967 244
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 54)
-2 -475 202 -164 327 36 54 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.4 5.4 64.0 89.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 3 24 26 30 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,711
COMMITMENTS
3,212 50 1,347 66,625 70,177 71,184 71,574 527 137
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 974)
125 0 0 833 978 958 978 16 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.1 1.9 92.9 97.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 26 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,953
COMMITMENTS
3,786 125 1,848 89,677 93,898 95,311 95,871 642 82
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 945)
125 0 0 820 945 945 945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 1.9 93.5 97.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 29 29 32 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,435
COMMITMENTS
400 420 0 42,915 42,725 43,315 43,145 120 290
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 0
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,435
COMMITMENTS
340 600 20 25,875 25,690 26,235 26,310 200 125
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 489)
0 0 0 489 489 489 489 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.3 0.1 97.9 97.2 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 09/17/19 |
--------------------------------------------------------------| 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 09/10/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 72,585
COMMITMENTS
18,799 207 2,807 50,433 69,448 72,038 72,461 547 124
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,020)
8 122 228 1,737 1,600 1,973 1,950 47 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 0.3 3.9 69.5 95.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 1 10 30 32 46 42
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,314
COMMITMENTS
7,140 220 975 17,903 24,777 26,018 25,972 296 342
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 155)
-500 0 0 655 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 0.8 3.7 68.0 94.2 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 18 21 24 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,810
COMMITMENTS
525 320 100 52,050 52,170 52,675 52,590 135 220
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 500)
0 0 0 615 605 615 605 -115 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.2 98.6 98.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 19 21 21 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,664
COMMITMENTS
920 1,520 230 40,616 40,825 41,766 42,575 898 89
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -301)
-600 -130 0 -121 -171 -721 -301 420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.6 0.5 95.2 95.7 97.9 99.8 2.1 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,574
COMMITMENTS
3,165 200 0 58,976 62,199 62,141 62,399 433 175
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 495)
50 0 0 445 495 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,572
COMMITMENTS
3,855 3,700 60 64,537 64,802 68,452 68,562 120 10
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 675)
55 0 0 620 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.4 0.1 94.1 94.5 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,968
COMMITMENTS
856 1,022 104 81,875 81,842 82,835 82,968 133 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 649)
-3,272 -57 -28 3,901 744 601 659 48 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 0.1 98.7 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 26 30 30 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,713
COMMITMENTS
1,656 6,047 1,088 102,735 98,483 105,479 105,618 234 95
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 889)
-4,915 139 -29 5,785 769 841 879 48 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.7 1.0 97.2 93.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 13 7 28 33 36 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,422
COMMITMENTS
100 4,700 350 50,952 46,357 51,402 51,407 20 15
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,862)
50 550 -50 1,862 1,362 1,862 1,862 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 9.1 0.7 99.1 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 3 16 15 19 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 48,025
COMMITMENTS
0 1,430 15 48,010 46,580 48,025 48,025 0 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 490)
0 -125 15 475 600 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 1 12 9 13 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,317
COMMITMENTS
1,081 1,698 1,525 60,596 59,955 63,202 63,178 115 139
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -73)
-50 -30 320 -345 -335 -75 -45 2 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 2.4 95.7 94.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 23 23 27 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 67,604
COMMITMENTS
1,752 1,230 5,719 59,764 60,508 67,235 67,457 369 147
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,818)
-54 -795 896 968 1,729 1,810 1,830 8 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 8.5 88.4 89.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 3 23 24 30 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,629
COMMITMENTS
820 333 80 27,632 28,119 28,532 28,532 97 97
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 83)
120 0 0 -37 38 83 38 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 0.3 96.5 98.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 13 20 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 27,328
COMMITMENTS
665 140 0 26,464 27,108 27,129 27,248 199 80
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 75)
120 0 0 -45 15 75 15 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.0 96.8 99.2 99.3 99.7 0.7 0.3
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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,851
COMMITMENTS
0 2,669 3,061 31,758 29,118 34,819 34,848 32 3
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,457)
-61 734 48 1,454 675 1,441 1,457 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 8.8 91.1 83.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 7 7 23 23 30 30
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,731
COMMITMENTS
534 1,678 1,160 20,530 19,763 22,224 22,601 507 130
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 855)
-420 410 10 1,255 440 845 860 10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.4 5.1 90.3 86.9 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 14 19 17 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,309
COMMITMENTS
3,658 3,725 1,650 49,907 49,919 55,215 55,294 94 15
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 710)
114 6 145 406 559 665 710 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.7 3.0 90.2 90.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 5 27 27 34 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,053
COMMITMENTS
0 1,798 739 34,896 33,342 35,635 35,879 418 174
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 807)
0 262 65 742 480 807 807 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 2.0 96.8 92.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 3 23 21 26 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,191
COMMITMENTS
1,355 225 325 19,331 20,626 21,011 21,176 180 15
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 177)
205 0 125 -153 52 177 177 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.1 1.5 91.2 97.3 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 16 16 20 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,359
COMMITMENTS
50 505 395 12,794 12,459 13,239 13,359 120 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 432)
-120 230 -5 557 207 432 432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.8 3.0 95.8 93.3 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,181
COMMITMENTS
50 1,330 320 13,691 12,531 14,061 14,181 120 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 432)
0 350 -125 557 207 432 432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.4 2.3 96.5 88.4 99.2 100.0 0.8 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 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,852
COMMITMENTS
1,880 850 355 16,338 17,586 18,573 18,791 279 61
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 271)
385 -50 -50 -50 350 285 250 -14 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.5 1.9 86.7 93.3 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 15 15 19 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,299
COMMITMENTS
1,965 850 270 15,793 17,136 18,028 18,256 271 43
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 275)
385 -50 -50 -315 372 20 272 255 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.6 1.5 86.3 93.6 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 14 15 18 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,230
COMMITMENTS
1,365 500 2,505 41,196 42,225 45,066 45,230 164 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 145)
-145 0 145 145 0 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 5.5 91.1 93.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 5 21 15 27 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,053
COMMITMENTS
2,060 640 2,225 40,597 42,188 44,882 45,053 171 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 145)
-145 0 145 145 0 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.4 4.9 90.1 93.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 5 20 16 27 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,415
COMMITMENTS
1,728 10,963 1,350 116,268 107,102 119,346 119,415 69 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 631)
-40 40 295 654 296 909 631 -278 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.2 1.1 97.4 89.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 9 8 37 28 47 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 130,358
COMMITMENTS
2,375 10,149 1,865 126,043 118,344 130,283 130,358 75 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,403)
-50 35 250 1,203 1,118 1,403 1,403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.8 1.4 96.7 90.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 8 7 37 33 49 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 487,250
COMMITMENTS
24,270 26,033 61,158 401,362 399,162 486,790 486,353 460 897
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -3,235)
-2,191 -2,854 529 -930 -658 -2,591 -2,983 -644 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.3 12.6 82.4 81.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 16 20 44 41 74 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,964
COMMITMENTS
3,925 25 75 13,730 17,859 17,730 17,959 234 5
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 275)
0 25 0 275 250 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.1 0.4 76.4 99.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 18 8 22 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,122
COMMITMENTS
3,505 390 35 13,260 16,697 16,800 17,122 322 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.3 0.2 77.4 97.5 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 7 21 9
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,565
COMMITMENTS
175 1,370 415 3,320 2,470 3,910 4,255 655 310
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -4,645)
-330 -1,745 -460 -4,045 -2,630 -4,835 -4,835 190 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 30.0 9.1 72.7 54.1 85.7 93.2 14.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 2 15 10 18 15
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,353
COMMITMENTS
221 0 263 1,503 1,439 1,987 1,702 366 651
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 197)
69 0 85 108 40 262 125 -65 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 11.2 63.9 61.2 84.4 72.3 15.6 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 4 15 16 19 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,678
COMMITMENTS
266 300 261 3,300 3,215 3,827 3,776 851 902
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 289)
59 48 -46 240 241 253 243 36 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.4 5.6 70.5 68.7 81.8 80.7 18.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 5 20 21 26 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,189
COMMITMENTS
5,911 2,034 116 29,920 33,970 35,947 36,120 242 69
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,112)
300 95 0 752 986 1,052 1,081 60 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.6 0.3 82.7 93.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 35 34 40 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,480
COMMITMENTS
217 68 91 15,063 14,856 15,371 15,015 109 465
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 664)
12 0 -12 664 649 664 637 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.6 97.3 96.0 99.3 97.0 0.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 23 26 27 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,073
COMMITMENTS
313 322 411 8,888 8,985 9,612 9,718 461 355
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 528)
5 35 16 530 445 551 496 -23 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.2 4.1 88.2 89.2 95.4 96.5 4.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 4 32 27 37 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,560
COMMITMENTS
274 1,715 753 37,187 35,867 38,214 38,335 346 225
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,482)
0 446 -149 1,631 1,285 1,482 1,582 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.4 2.0 96.4 93.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 3 18 29 22 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 65,584
COMMITMENTS
5,766 2,000 2,751 56,791 59,918 65,308 64,669 276 915
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,958)
1,199 -604 112 662 2,396 1,973 1,904 -15 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.0 4.2 86.6 91.4 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 9 17 62 62 83 81
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 26,710
COMMITMENTS
0 0 0 26,490 26,710 26,490 26,710 220 0
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -2,342)
0 0 0 -2,322 -2,327 -2,322 -2,327 -20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 22 23 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,460
COMMITMENTS
270 465 140 8,930 8,725 9,340 9,330 120 130
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,815)
0 -30 15 1,860 1,830 1,875 1,815 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.9 1.5 94.4 92.2 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 13 17 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 220,668
COMMITMENTS
0 0 0 211,160 210,813 211,160 210,813 9,508 9,855
CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,699)
0 0 0 849 2,429 849 2,429 850 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 95.5 95.7 95.5 4.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 19 14 19
Updated September 20, 2019