CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,821
COMMITMENTS
8,783 8,632 950 25,060 25,239 34,793 34,821 28 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -557)
276 101 0 -833 -658 -557 -557 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 24.8 2.7 72.0 72.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 4 2 16 11 30 16
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 102,972
COMMITMENTS
47,755 29,769 15,476 39,285 57,264 102,517 102,509 455 463
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -11,423)
-1,454 1,048 -6,656 -3,298 -5,840 -11,408 -11,448 -15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 28.9 15.0 38.2 55.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 10 20 26 21 59 45
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 46,929
COMMITMENTS
15,888 7,011 6,329 24,544 33,514 46,761 46,854 168 75
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -139)
58 -366 250 -320 102 -11 -14 -128 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 14.9 13.5 52.3 71.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 9 11 17 17 37 32
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,393
COMMITMENTS
39,618 97,169 2,625 104,150 46,599 146,393 146,393 0 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -2,854)
-2,100 -3,600 -100 -654 846 -2,854 -2,854 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 66.4 1.8 71.1 31.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 3 17 14 22 24
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,797
COMMITMENTS
4,240 421 0 31,557 35,376 35,797 35,797 0 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -708)
0 0 0 -708 -708 -708 -708 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.2 0.0 88.2 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 97,470
COMMITMENTS
16,331 33,700 2,137 78,987 61,633 97,455 97,470 15 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -278)
143 0 -200 -221 -78 -278 -278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 34.6 2.2 81.0 63.2 100.0 100.0 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,952
COMMITMENTS
9,133 3,948 6,899 11,920 17,105 27,952 27,952 0 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,022)
597 198 100 325 724 1,022 1,022 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 14.1 24.7 42.6 61.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 2 5 9 9 22 14
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 45,222
COMMITMENTS
6,480 2,885 1,715 37,027 40,622 45,222 45,222 0 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -3,104)
675 875 -1,175 -2,604 -2,804 -3,104 -3,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 6.4 3.8 81.9 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 2 18 16 27 20
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,086
COMMITMENTS
6,586 2,009 800 1,700 6,277 9,086 9,086 0 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -1,800)
-100 -200 0 -1,700 -1,600 -1,800 -1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 22.1 8.8 18.7 69.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 2 3 10 11 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| 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: 19,298
COMMITMENTS
3,043 4,750 825 15,405 13,723 19,273 19,298 25 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 500)
0 250 100 400 150 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 24.6 4.3 79.8 71.1 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,746
COMMITMENTS
24,822 8,350 987 16,937 33,409 42,746 42,746 0 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,201)
1,301 1,200 0 -100 1 1,201 1,201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 19.5 2.3 39.6 78.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 3 14 10 21 14
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,906
COMMITMENTS
5,448 3,116 2,372 31,389 33,642 39,209 39,130 697 776
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,111)
-11 -30 141 1,405 1,273 1,535 1,384 576 727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.8 5.9 78.7 84.3 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 3 5 29 28 37 35
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,608
COMMITMENTS
4,656 4,303 2,451 27,440 32,574 34,547 39,328 5,061 280
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 942)
260 -37 -30 -3,644 848 -3,414 781 4,356 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.9 6.2 69.3 82.2 87.2 99.3 12.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 5 28 20 36 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,027
COMMITMENTS
250 2,205 260 6,136 3,866 6,646 6,331 381 696
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 504)
0 5 -75 222 87 147 17 357 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 31.4 3.7 87.3 55.0 94.6 90.1 5.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 16 12 20 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,094,454
COMMITMENTS
304,974 116,084 375,345 4381849 4575714 5062168 5067143 32,286 27,311
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -232,908)
-41,651 33,133 -29,604 -163,051 -233,881 -234,306 -230,352 1,398 -2,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.3 7.4 86.0 89.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
35 31 54 148 120 207 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 844,077
COMMITMENTS
11,776 23,415 197,210 632,927 621,302 841,913 841,927 2,164 2,150
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -95,526)
-32,663 -7,352 -36,653 -24,593 -51,028 -93,909 -95,033 -1,617 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.8 23.4 75.0 73.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 10 22 46 44 69 67
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,904
COMMITMENTS
1,182 5,006 217 239,479 253,188 240,878 258,411 23,026 5,493
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 9,395)
-30 0 0 8,571 9,426 8,541 9,426 854 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.9 0.1 90.7 95.9 91.3 97.9 8.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 30 23 33 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,364
COMMITMENTS
3,392 5,136 1,386 144,840 141,986 149,618 148,508 3,746 4,856
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,491)
-35 60 364 2,493 2,557 2,822 2,981 -331 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.3 0.9 94.4 92.6 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 3 26 27 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 346,352
COMMITMENTS
4,335 2,084 2,054 331,168 334,851 337,557 338,989 8,795 7,363
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,390)
1,228 -1,165 300 2,444 1,176 3,972 311 -582 3,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 0.6 95.6 96.7 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 31 31 35 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 887,254
COMMITMENTS
5,014 11,047 1,356 870,187 869,021 876,557 881,424 10,697 5,830
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 20,645)
1,653 -152 185 20,685 16,513 22,523 16,546 -1,878 4,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.2 0.2 98.1 97.9 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 41 31 46 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 407,134
COMMITMENTS
6,531 7,586 300 384,393 393,431 391,224 401,317 15,910 5,817
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 8,500)
582 130 0 8,334 9,424 8,916 9,554 -416 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.9 0.1 94.4 96.6 96.1 98.6 3.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 4 1 44 44 48 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 536,426
COMMITMENTS
3,368 2,201 242 524,221 529,673 527,831 532,116 8,595 4,310
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 10,091)
1,532 264 -354 8,652 10,296 9,830 10,206 261 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.0 97.7 98.7 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 3 1 40 42 45 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 435,619
COMMITMENTS
950 3,597 1,167 426,646 424,793 428,763 429,557 6,856 6,062
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 9,604)
702 1,519 93 9,147 7,885 9,942 9,497 -338 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.3 97.9 97.5 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 3 40 30 44 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,275
COMMITMENTS
4,338 917 1,708 104,804 112,054 110,850 114,679 5,425 1,596
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,539)
-66 309 -7 2,172 2,062 2,099 2,364 440 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.8 1.5 90.1 96.4 95.3 98.6 4.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 6 19 20 25 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,628
COMMITMENTS
0 463 0 20,473 20,187 20,473 20,650 1,155 978
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 558)
0 463 0 744 124 744 587 -186 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 94.7 93.3 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 20 15 20 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,257
COMMITMENTS
137 232 1,004 247,202 244,458 248,343 245,694 2,914 5,563
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,806)
137 -667 469 3,570 3,514 4,176 3,316 -370 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.4 98.4 97.3 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 26 28 28 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,604
COMMITMENTS
0 0 0 186,566 192,872 186,566 192,872 9,038 2,732
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,914)
-693 0 -112 4,597 4,780 3,792 4,668 1,122 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 98.6 95.4 98.6 4.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 32 26 32 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 320,756
COMMITMENTS
0 0 0 317,731 318,988 317,731 318,988 3,025 1,768
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 8,137)
0 0 0 7,923 10,575 7,923 10,575 214 -2,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.4 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 24 25 24 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,460
COMMITMENTS
8,934 3,017 0 36,852 42,385 45,786 45,402 1,674 2,058
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 279)
93 420 0 124 -62 217 358 62 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.4 0.0 77.6 89.3 96.5 95.7 3.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 0 19 21 21 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 615,798
COMMITMENTS
22,078 10,700 2,437 582,168 595,212 606,683 608,349 9,115 7,449
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 16,614)
1,780 -116 236 15,062 15,635 17,078 15,755 -464 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.7 0.4 94.5 96.7 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 7 5 56 48 65 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 246,655
COMMITMENTS
558 271 4,932 236,927 236,894 242,417 242,097 4,238 4,558
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -1,459)
271 -791 990 -2,230 -799 -969 -600 -490 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 2.0 96.1 96.0 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 3 26 27 30 30
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,466
COMMITMENTS
434 422 1,284 44,407 45,547 46,125 47,253 1,341 213
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,618)
0 -1,208 0 2,465 3,826 2,465 2,618 153 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 2.7 93.6 96.0 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 13 20 14
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,016
COMMITMENTS
0 0 0 78,790 76,803 78,790 76,803 5,226 7,213
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,622)
0 0 0 3,334 1,710 3,334 1,710 -712 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 91.4 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 18 22 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,735
COMMITMENTS
11,437 11,222 0 257,668 258,002 269,105 269,224 1,630 1,511
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 20,487)
7,648 4,588 -806 13,977 16,085 20,819 19,867 -332 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.1 0.0 95.2 95.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
8 5 0 38 31 46 36
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 260,086
COMMITMENTS
11,259 18,424 2,100 245,470 238,890 258,829 259,414 1,257 672
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 22,543)
5,638 2,457 1,294 20,261 18,453 27,193 22,204 -4,650 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.1 0.8 94.4 91.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 6 3 42 45 52 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,492
COMMITMENTS
0 918 0 149,425 149,051 149,425 149,969 2,067 1,523
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,499)
0 -217 0 2,375 2,285 2,375 2,068 124 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.6 98.4 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 18 25 18 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 29,506
COMMITMENTS
2,294 279 0 26,628 28,892 28,922 29,171 584 335
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -1,465)
0 0 0 -1,403 -1,465 -1,403 -1,465 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.9 0.0 90.2 97.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 15 17 17 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 271,472
COMMITMENTS
2,163 3,334 13,428 251,877 248,145 267,468 264,907 4,004 6,565
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,482)
-310 374 662 3,136 2,156 3,488 3,192 -6 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 4.9 92.8 91.4 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 3 38 40 42 44
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,760
COMMITMENTS
248 360 0 110,691 110,848 110,939 111,208 821 552
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,520)
0 0 0 1,700 1,550 1,700 1,550 -180 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 99.0 99.2 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 12 18 13
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 16,374
COMMITMENTS
2,976 346 0 12,487 15,204 15,463 15,550 911 824
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 806)
-744 346 0 1,395 614 651 960 155 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 2.1 0.0 76.3 92.9 94.4 95.0 5.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 13 10 15 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,079
COMMITMENTS
0 102 456 109,815 108,369 110,271 108,927 6,808 8,152
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,443)
0 -394 456 2,155 3,167 2,611 3,229 -168 -786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 93.8 92.6 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 22 22 23 23
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,160
COMMITMENTS
2,728 3,171 180 237,343 235,614 240,251 238,965 2,909 4,195
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 7,172)
0 306 0 9,324 6,225 9,324 6,531 -2,152 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 0.1 97.6 96.9 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 1 32 33 34 36
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,014
COMMITMENTS
990 0 0 51,116 53,833 52,106 53,833 3,908 2,181
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,375)
990 -527 0 241 2,438 1,231 1,911 144 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 91.3 96.1 93.0 96.1 7.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 12 19 14 19
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,128
COMMITMENTS
290 899 0 185,168 188,240 185,458 189,139 6,670 2,989
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,744)
0 0 0 3,453 4,698 3,453 4,698 291 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 96.4 98.0 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 26 21 27 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,445
COMMITMENTS
0 0 0 79,781 80,349 79,781 80,349 4,664 4,096
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 780)
0 0 0 -188 1,206 -188 1,206 968 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 95.1 94.5 95.1 5.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 18 20 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,530
COMMITMENTS
1,542 928 217 37,634 40,143 39,393 41,288 2,137 242
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 248)
186 0 155 124 62 465 217 -217 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.2 0.5 90.6 96.7 94.9 99.4 5.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 20 15 24 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,992
COMMITMENTS
3,897 0 712 192,179 197,741 196,788 198,453 7,204 5,539
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,828)
-698 0 216 2,609 2,914 2,127 3,130 701 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.3 94.2 96.9 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 16 18 19 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,389
COMMITMENTS
71 5,145 8,673 168,108 161,042 176,852 174,860 9,537 11,529
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 6,981)
-377 3,165 718 6,472 2,253 6,813 6,136 168 845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 4.7 90.2 86.4 94.9 93.8 5.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 3 28 34 31 40
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 43,644
COMMITMENTS
217 0 0 37,730 41,871 37,947 41,871 5,697 1,773
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 86.4 95.9 86.9 95.9 13.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 13 17 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,606
COMMITMENTS
686 744 150 54,457 55,252 55,293 56,146 1,313 460
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 837)
155 0 0 713 837 868 837 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.3 0.3 96.2 97.6 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 14 19 16 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 249,040
COMMITMENTS
756 8,766 1,373 242,082 231,428 244,211 241,567 4,829 7,473
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,414)
60 698 -272 2,846 1,486 2,634 1,912 -220 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.5 0.6 97.2 92.9 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 4 3 36 33 40 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 131,200
COMMITMENTS
1,105 370 305 125,138 126,068 126,548 126,743 4,652 4,457
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,041)
529 150 -184 620 1,716 965 1,682 1,076 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.2 95.4 96.1 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 27 31 29 33
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 159,065
COMMITMENTS
0 2,728 0 153,888 150,952 153,888 153,680 5,177 5,385
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,012)
0 0 0 3,012 3,012 3,012 3,012 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 96.7 94.9 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 21 23 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 57,382
COMMITMENTS
0 598 512 51,335 54,559 51,847 55,669 5,535 1,713
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 273)
0 31 0 -364 181 -364 212 637 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.9 89.5 95.1 90.4 97.0 9.6 3.0
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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,636
COMMITMENTS
822 0 31 36,833 38,699 37,686 38,730 1,950 906
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 126)
0 0 0 700 246 700 246 -574 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.1 92.9 97.6 95.1 97.7 4.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 15 19 18 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 271,352
COMMITMENTS
310 1,116 0 258,401 268,993 258,711 270,109 12,641 1,243
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,271)
0 589 0 3,173 3,687 3,173 4,276 1,098 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.0 95.2 99.1 95.3 99.5 4.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 0 31 23 32 26
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 117,664
COMMITMENTS
12,405 8,774 145 97,877 107,266 110,427 116,185 7,237 1,479
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,859)
0 0 0 1,524 1,859 1,524 1,859 335 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.5 0.1 83.2 91.2 93.8 98.7 6.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 16 18 18 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 230,609
COMMITMENTS
0 375 152 227,094 228,851 227,246 229,378 3,363 1,231
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 6,943)
0 -152 152 7,005 7,188 7,157 7,188 -214 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 98.5 99.2 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 23 25 24 27
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 29,485
COMMITMENTS
279 0 0 29,113 29,117 29,392 29,117 93 368
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -279)
31 0 0 -217 -186 -186 -186 -93 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.7 98.8 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 12 11 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 33,032
COMMITMENTS
4,768 164 5,223 22,443 27,220 32,434 32,607 598 425
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -517)
48 -128 61 -626 -450 -517 -517 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.5 15.8 67.9 82.4 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 5 15 26 25 41 42
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,508
COMMITMENTS
7,099 854 1,015 30,394 36,519 38,508 38,388 0 120
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -2,611)
264 150 -310 -2,555 -2,451 -2,601 -2,611 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 2.2 2.6 78.9 94.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 6 22 24 30 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 27,264
COMMITMENTS
2,850 1,150 450 23,883 25,664 27,183 27,264 81 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -1,977)
75 400 -450 -1,595 -1,917 -1,970 -1,967 -7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.2 1.7 87.6 94.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 18 17 23 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 145,116
COMMITMENTS
5,935 9,041 10,290 128,360 125,669 144,585 145,000 531 116
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 5,418)
-1,815 1,251 1,299 5,947 2,868 5,431 5,418 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.2 7.1 88.5 86.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 8 7 34 35 47 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,923
COMMITMENTS
1,628 2,632 3,105 69,190 68,187 73,922 73,923 1 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,945)
150 -70 163 1,631 1,851 1,945 1,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.6 4.2 93.6 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 9 6 24 25 33 37
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,288
COMMITMENTS
375 450 100 32,813 32,723 33,288 33,273 0 15
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 845)
0 0 25 820 820 845 845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.4 0.3 98.6 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 12 16 15 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 69,275
COMMITMENTS
15,982 1,124 5,314 47,544 62,829 68,840 69,267 435 8
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 396)
-3 -668 671 -272 393 396 396 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 1.6 7.7 68.6 90.7 99.4 100.0 0.6 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 89,870
COMMITMENTS
25,900 3,119 5,818 57,172 80,689 88,890 89,626 980 244
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,003)
30 -997 795 189 1,211 1,014 1,009 -11 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 3.5 6.5 63.6 89.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 4 25 27 32 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,443
COMMITMENTS
3,474 125 1,347 68,095 71,834 72,916 73,306 527 137
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,227)
162 75 0 1,065 1,152 1,227 1,227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 1.8 92.7 97.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 27 26 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,719
COMMITMENTS
3,987 125 1,848 91,224 95,666 97,059 97,639 660 80
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 564)
96 0 0 450 566 546 566 18 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 1.9 93.4 97.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 2 30 29 33 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,670
COMMITMENTS
400 420 0 45,149 44,940 45,549 45,360 121 310
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,175)
0 0 0 2,174 2,155 2,174 2,155 1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.0 98.9 98.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 19 20 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,971
COMMITMENTS
340 700 20 26,411 26,126 26,771 26,846 200 125
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 563)
0 0 0 563 563 563 563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 0.1 97.9 96.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 19 20 20 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| 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 09/24/19 (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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 75,167
COMMITMENTS
19,536 373 3,050 52,139 71,725 74,725 75,148 442 19
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,714)
494 46 131 966 1,594 1,591 1,771 123 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 0.5 4.1 69.4 95.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 2 12 31 33 51 46
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,564
COMMITMENTS
7,700 220 1,225 18,343 25,767 27,268 27,212 296 352
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,000)
910 0 0 90 990 1,000 990 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 0.8 4.4 66.5 93.5 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 5 20 22 26 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,965
COMMITMENTS
625 320 100 54,109 54,305 54,834 54,725 131 240
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,330)
100 0 0 2,234 2,310 2,334 2,310 -4 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.6 0.2 98.4 98.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 20 21 23 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,179
COMMITMENTS
945 1,510 230 40,107 40,335 41,282 42,075 897 104
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -409)
25 -20 0 -431 -399 -406 -419 -3 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.6 0.5 95.1 95.6 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 4 3 23 22 28 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,294
COMMITMENTS
3,062 200 0 59,789 62,929 62,851 63,129 443 165
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 410)
-103 0 0 513 420 410 420 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.3 0.0 94.5 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,531
COMMITMENTS
3,805 3,700 60 65,535 65,771 69,400 69,531 131 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 349)
-5 0 0 354 359 349 359 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.3 0.1 94.3 94.6 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 84,645
COMMITMENTS
1,002 652 104 83,397 83,889 84,503 84,645 142 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 732)
-75 5 0 806 727 731 732 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.8 0.1 98.5 99.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 26 29 30 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 109,601
COMMITMENTS
1,318 6,770 1,423 106,616 101,336 109,356 109,528 245 73
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,157)
-110 -426 359 1,897 2,206 2,146 2,139 11 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.2 1.3 97.3 92.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 14 7 28 32 37 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,028
COMMITMENTS
50 5,181 500 55,458 50,332 56,008 56,013 20 15
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 340)
25 25 25 290 290 340 340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.2 0.9 99.0 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 6 3 15 13 19 19
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,185
COMMITMENTS
0 1,305 140 49,045 47,740 49,185 49,185 0 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -40)
0 -125 125 -165 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.3 99.7 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 2 12 9 14 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,814
COMMITMENTS
1,144 1,705 1,515 61,040 60,452 63,699 63,672 115 142
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 476)
51 -3 0 425 479 476 476 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.7 2.4 95.7 94.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 3 23 23 28 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 68,625
COMMITMENTS
1,970 1,242 5,500 60,778 61,736 68,248 68,478 377 147
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 517)
199 41 -123 431 599 507 517 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.8 8.0 88.6 90.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 3 23 23 31 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,813
COMMITMENTS
875 583 80 30,743 31,018 31,698 31,681 115 132
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,166)
0 250 0 2,156 1,881 2,156 2,131 10 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.8 0.3 96.6 97.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 12 21 13
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 30,349
COMMITMENTS
720 140 0 29,425 30,129 30,145 30,269 204 80
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,111)
0 0 0 2,111 2,111 2,111 2,111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.0 97.0 99.3 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,064
COMMITMENTS
50 3,111 3,080 32,914 29,870 36,044 36,061 20 3
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,045)
50 427 29 964 589 1,043 1,045 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.6 8.5 91.3 82.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 7 7 24 23 32 30
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,030
COMMITMENTS
509 1,678 1,185 21,040 20,052 22,734 22,915 296 115
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 260)
0 0 0 486 275 486 275 -226 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.3 5.1 91.4 87.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 15 19 18 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,907
COMMITMENTS
5,689 3,530 915 53,233 55,445 59,837 59,890 70 17
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 2,773)
1,983 -296 -1,004 1,789 4,073 2,768 2,773 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.9 1.5 88.9 92.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 5 27 27 35 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,641
COMMITMENTS
560 1,819 847 35,834 34,835 37,241 37,501 400 140
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -50)
560 -635 -379 -234 944 -53 -70 3 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.8 2.3 95.2 92.5 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 4 22 20 26 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,309
COMMITMENTS
1,535 225 150 18,434 19,894 20,119 20,269 190 40
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -957)
150 -25 -175 -942 -782 -967 -982 10 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.1 0.7 90.8 98.0 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 14 15 17 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,850
COMMITMENTS
50 505 395 13,244 12,939 13,689 13,839 161 11
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.6 2.9 95.6 93.4 98.8 99.9 1.2 0.1
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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,661
COMMITMENTS
50 1,330 320 14,171 13,011 14,541 14,661 120 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.1 2.2 96.7 88.7 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,976
COMMITMENTS
2,780 775 410 16,573 18,731 19,763 19,916 213 60
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 224)
300 -75 55 -125 245 230 225 -6 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 3.9 2.1 83.0 93.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 16 18 20 22
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,439
COMMITMENTS
2,870 775 320 16,023 18,281 19,213 19,376 226 63
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 240)
305 -75 50 -130 245 225 220 15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.0 1.6 82.4 94.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 15 18 19 22
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,565
COMMITMENTS
1,365 900 2,505 41,531 42,160 45,401 45,565 164 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 75)
0 100 0 75 -25 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.0 5.5 91.1 92.5 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,443
COMMITMENTS
2,060 1,040 2,275 40,937 42,128 45,272 45,443 171 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 125)
0 100 50 75 -25 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.3 5.0 90.1 92.7 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 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,984
COMMITMENTS
2,370 11,599 1,238 120,364 111,132 123,972 123,969 12 15
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,662)
272 586 -112 1,559 1,173 1,719 1,647 -57 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.4 1.0 97.1 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 7 8 38 28 50 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 135,098
COMMITMENTS
2,912 10,911 1,815 130,341 122,372 135,068 135,098 30 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,431)
190 432 -50 1,336 1,049 1,476 1,431 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.1 1.3 96.5 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 8 8 39 35 51 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 511,940
COMMITMENTS
22,915 30,742 62,567 425,848 417,979 511,330 511,288 610 652
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 10,704)
-978 3,281 -1,548 13,416 9,151 10,890 10,885 -186 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.0 12.2 83.2 81.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 21 23 45 42 77 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,011
COMMITMENTS
3,885 0 75 13,797 17,916 17,757 17,991 254 20
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -3)
-80 -25 0 77 27 -3 2 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.0 0.4 76.6 99.5 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 2 18 9 22 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,252
COMMITMENTS
3,535 460 35 13,330 16,727 16,900 17,222 352 30
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 0)
-80 0 0 80 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.7 0.2 77.3 97.0 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 8 21 10
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,825
COMMITMENTS
0 1,160 130 3,150 2,245 3,280 3,535 545 290
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 210)
-110 -90 85 180 285 155 280 55 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 30.3 3.4 82.4 58.7 85.8 92.4 14.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 13 5 17 19 22 32
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,449
COMMITMENTS
324 0 263 1,438 1,448 2,025 1,711 424 738
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 20)
93 0 -16 -94 -65 -17 -81 37 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 10.7 58.7 59.1 82.7 69.9 17.3 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 4 14 17 18 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,482
COMMITMENTS
481 303 213 3,942 3,857 4,636 4,373 846 1,109
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 395)
105 23 -5 255 276 355 294 40 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.5 3.9 71.9 70.4 84.6 79.8 15.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 5 23 23 29 29
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,567
COMMITMENTS
6,454 2,084 146 30,290 33,885 36,890 36,115 677 1,452
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 952)
313 50 -5 187 -401 495 -356 457 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 5.5 0.4 80.6 90.2 98.2 96.1 1.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 2 37 37 41 43
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,017
COMMITMENTS
119 15 229 15,217 15,763 15,565 16,007 1,452 1,010
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 524)
-105 0 20 -734 -41 -819 -21 1,343 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 1.3 89.4 92.6 91.5 94.1 8.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 24 27 28 30
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,040
COMMITMENTS
536 270 511 10,030 10,765 11,077 11,546 963 494
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 147)
158 -33 -79 -404 122 -325 10 472 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.2 4.2 83.3 89.4 92.0 95.9 8.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 1 4 35 30 41 35
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,414
COMMITMENTS
824 2,290 856 35,423 33,598 37,103 36,744 1,311 1,670
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -717)
599 -165 199 -2,480 -2,196 -1,682 -2,162 965 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.0 2.2 92.2 87.5 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 3 18 30 24 35
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 68,858
COMMITMENTS
6,564 1,587 3,549 56,781 61,248 66,894 66,384 1,964 2,474
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,710)
655 2 191 -854 -115 -8 78 1,718 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.3 5.2 82.5 88.9 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 9 17 66 64 87 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,347
COMMITMENTS
202 28 117 1,458 1,533 1,777 1,678 570 669
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 283)
14 -36 21 221 137 256 122 27 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.2 5.0 62.1 65.3 75.7 71.5 24.3 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 4 17 17 22 21
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 242,358
COMMITMENTS
2,740 190,731 492 229,030 17,602 232,262 208,825 10,096 33,533
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 78.7 0.2 94.5 7.3 95.8 86.2 4.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 6 3 13 5 16 12
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,068
COMMITMENTS
0 0 0 27,848 28,068 27,848 28,068 220 0
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 709)
0 0 0 709 709 709 709 0 0
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 WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 211,593
COMMITMENTS
0 0 0 203,688 202,336 203,688 202,336 7,905 9,257
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -10,780)
0 0 0 -8,872 -10,117 -8,872 -10,117 -1,908 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 95.6 96.3 95.6 3.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
Updated October 04, 2019