CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,780
COMMITMENTS
8,758 7,107 1,014 25,002 26,659 34,774 34,780 6 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 135)
0 -1,500 15 157 1,620 172 135 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 20.4 2.9 71.9 76.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 3 3 17 12 31 17
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 109,405
COMMITMENTS
46,390 25,343 14,930 48,028 69,122 109,349 109,395 56 10
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,979)
-1,479 -4,664 -619 5,367 8,567 3,269 3,284 -290 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 23.2 13.6 43.9 63.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
25 12 18 27 22 58 46
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 48,636
COMMITMENTS
17,457 7,158 6,475 24,528 34,902 48,461 48,536 175 100
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,151)
1,071 110 -193 272 1,233 1,150 1,151 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 14.7 13.3 50.4 71.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 9 11 18 16 38 31
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,393
COMMITMENTS
39,618 97,168 2,625 104,150 46,600 146,393 146,393 0 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 98,660
COMMITMENTS
15,330 35,850 2,237 81,078 60,573 98,645 98,660 15 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,222)
192 1,000 100 930 122 1,222 1,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 36.3 2.3 82.2 61.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 3 14 10 21 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,703
COMMITMENTS
9,429 4,398 4,249 15,025 20,056 28,703 28,703 0 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 204)
-1 0 -3,000 3,205 3,204 204 204 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 15.3 14.8 52.3 69.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 4 12 10 24 15
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 47,634
COMMITMENTS
6,370 2,885 1,815 39,449 42,934 47,634 47,634 0 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 560)
0 0 100 460 460 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.1 3.8 82.8 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 2 3 19 16 29 20
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,536
COMMITMENTS
5,586 2,009 800 3,150 6,727 9,536 9,536 0 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 450)
-1,000 0 0 1,450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 21.1 8.4 33.0 70.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 2 4 10 12 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| 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: 20,093
COMMITMENTS
2,945 5,000 1,025 16,098 14,068 20,068 20,093 25 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 605)
-150 100 250 505 255 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 24.9 5.1 80.1 70.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 3 12 8 18 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,496
COMMITMENTS
25,474 8,350 987 17,035 34,159 43,496 43,496 0 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 598)
500 0 0 98 598 598 598 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 19.2 2.3 39.2 78.5 100.0 100.0 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 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,853
COMMITMENTS
4,164 3,556 1,766 30,763 31,498 36,693 36,820 160 33
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,680)
550 72 143 2,072 2,465 2,765 2,680 -85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.6 4.8 83.5 85.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 1 4 31 28 38 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,741
COMMITMENTS
4,856 1,754 2,073 27,348 30,802 34,277 34,629 464 112
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,793)
300 -108 242 3,491 3,659 4,033 3,793 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 5.0 6.0 78.7 88.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 26 21 30 25
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,055
COMMITMENTS
0 2,805 136 6,898 3,922 7,034 6,863 21 192
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 625)
0 575 0 625 50 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 39.8 1.9 97.8 55.6 99.7 97.3 0.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 3 15 12 18 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,119,821
COMMITMENTS
266,010 122,274 354,888 4471120 4615009 5092018 5092171 27,803 27,650
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -29,757)
-11,975 7,544 -30,440 15,403 -5,386 -27,012 -28,282 -2,745 -1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.4 6.9 87.3 90.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
39 31 56 153 116 217 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 999,172
COMMITMENTS
10,184 31,765 296,084 690,597 669,144 996,866 996,993 2,306 2,178
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 75,089)
-1,949 5,187 54,723 22,316 15,158 75,090 75,068 -2 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.2 29.6 69.1 67.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 11 24 48 46 74 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,088
COMMITMENTS
544 5,006 217 237,284 246,437 238,045 251,660 20,043 6,428
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 4,155)
521 0 0 4,595 2,424 5,116 2,424 -961 1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 0.1 91.9 95.5 92.2 97.5 7.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 29 22 31 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,494
COMMITMENTS
1,457 5,136 1,296 141,059 128,321 143,812 134,753 3,682 12,741
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,246)
-36 0 120 3,036 2,617 3,120 2,737 126 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.5 0.9 95.6 87.0 97.5 91.4 2.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 21 22 24 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,241
COMMITMENTS
6,705 2,680 2,059 302,504 312,269 311,268 317,008 12,973 7,233
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 8,168)
431 484 -193 5,244 8,000 5,482 8,291 2,686 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.8 0.6 93.3 96.3 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 3 25 28 30 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 869,086
COMMITMENTS
6,273 11,732 607 850,809 855,193 857,689 867,532 11,397 1,554
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 4,249)
270 -124 122 2,761 4,007 3,153 4,005 1,096 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 0.1 97.9 98.4 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 4 39 30 44 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,091
COMMITMENTS
4,486 8,405 934 376,306 372,952 381,726 382,291 10,365 9,800
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,349)
-362 -64 531 6,659 711 6,828 1,178 -5,479 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 0.2 96.0 95.1 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 4 4 41 38 47 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 531,384
COMMITMENTS
2,640 1,254 454 516,444 523,607 519,538 525,315 11,846 6,069
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 12,247)
-231 408 150 10,732 11,586 10,651 12,144 1,596 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.1 97.2 98.5 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 4 3 38 39 43 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,806
COMMITMENTS
319 1,437 885 392,773 393,890 393,977 396,212 7,829 5,594
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,374)
-140 -180 -193 4,240 8,385 3,907 8,012 -533 -4,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.2 97.8 98.0 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 2 37 27 39 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,073
COMMITMENTS
1,579 2,438 1,494 99,853 101,247 102,926 105,179 5,147 2,894
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,152)
357 -538 628 1,430 3,333 2,415 3,423 737 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.3 1.4 92.4 93.7 95.2 97.3 4.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 5 16 20 21 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,974
COMMITMENTS
0 1,363 0 14,143 13,053 14,143 14,416 831 558
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,786)
0 0 0 3,637 3,786 3,637 3,786 149 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 0.0 94.5 87.2 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 17 15 17 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,416
COMMITMENTS
184 127 937 235,755 232,382 236,876 233,446 2,540 5,970
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,368)
184 -2 304 2,433 1,305 2,921 1,607 -1,553 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.4 98.5 97.1 98.9 97.5 1.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 24 24 26 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,111
COMMITMENTS
0 0 0 180,948 186,243 180,948 186,243 9,163 3,868
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,035)
0 0 0 3,010 3,027 3,010 3,027 25 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 98.0 95.2 98.0 4.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 23 27 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 307,995
COMMITMENTS
0 0 0 302,203 305,439 302,203 305,439 5,792 2,556
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 15,440)
0 0 0 15,592 14,497 15,592 14,497 -152 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 99.2 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 21 23 21 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,142
COMMITMENTS
6,395 1,228 589 24,924 30,440 31,908 32,257 2,234 1,885
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5,012)
1,001 -589 589 2,601 4,987 4,191 4,987 821 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.6 1.7 73.0 89.2 93.5 94.5 6.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 10 18 13 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 597,847
COMMITMENTS
24,466 4,913 4,040 558,004 579,832 586,510 588,785 11,337 9,062
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 13,991)
606 -1,050 1,713 11,939 13,240 14,258 13,903 -267 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.8 0.7 93.3 97.0 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 4 5 47 40 56 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,419
COMMITMENTS
61 450 3,639 211,144 209,092 214,844 213,181 3,575 5,238
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -745)
58 -85 -24 1 -301 35 -410 -780 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.7 96.7 95.7 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 25 23 28 26
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,876
COMMITMENTS
652 0 1,280 39,537 41,165 41,469 42,445 1,407 431
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,996)
218 -270 -218 1,936 2,484 1,936 1,996 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 3.0 92.2 96.0 96.7 99.0 3.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 11 17 12
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,030
COMMITMENTS
0 0 0 65,701 66,058 65,701 66,058 8,329 7,972
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,740)
0 0 0 239 3,108 239 3,108 1,501 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.7 89.2 88.7 89.2 11.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,602
COMMITMENTS
8,800 0 0 207,972 219,114 216,772 219,114 2,830 488
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 9,975)
7,584 0 0 2,391 9,975 9,975 9,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 94.7 99.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 24 20 26 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,540
COMMITMENTS
19,083 12,214 0 192,735 199,551 211,818 211,765 722 775
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 7,936)
7,584 0 0 352 7,936 7,936 7,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.7 0.0 90.7 93.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 5 0 38 32 47 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,240
COMMITMENTS
0 1,278 0 132,765 132,099 132,765 133,377 1,475 863
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,528)
0 360 0 6,528 6,168 6,528 6,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.9 98.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 16 23 16 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 20,736
COMMITMENTS
2,294 2,529 0 17,036 18,021 19,330 20,550 1,406 186
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,350)
0 1,110 0 1,110 240 1,110 1,350 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 12.2 0.0 82.2 86.9 93.2 99.1 6.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 11 17 13 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,455
COMMITMENTS
1,460 5,150 5,422 237,944 233,643 244,826 244,215 7,629 8,240
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5,224)
304 -552 -188 2,215 6,090 2,331 5,350 2,893 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 2.1 94.3 92.5 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 1 36 37 38 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,358
COMMITMENTS
248 0 0 100,893 100,986 101,141 100,986 217 372
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -120 -120 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.5 99.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 12 18 12
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 14,926
COMMITMENTS
2,976 346 0 11,273 12,785 14,249 13,131 677 1,795
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 2.3 0.0 75.5 85.7 95.5 88.0 4.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 7 12 8
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,420
COMMITMENTS
0 0 0 95,454 93,487 95,454 93,487 10,966 12,933
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -4,034)
0 0 0 -4,159 -3,124 -4,159 -3,124 125 -910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.7 87.8 89.7 87.8 10.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 19 17 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,947
COMMITMENTS
1,520 1,888 0 226,319 225,383 227,839 227,271 4,108 4,676
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 4,823)
1,520 -946 0 3,231 5,025 4,751 4,079 72 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 0.0 97.6 97.2 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 0 25 31 26 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,735
COMMITMENTS
0 0 0 184,575 188,567 184,575 188,567 7,160 3,168
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,832)
0 0 0 2,955 2,590 2,955 2,590 -123 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 98.3 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 20 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,164
COMMITMENTS
0 0 0 79,716 80,226 79,716 80,226 2,448 1,938
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,134)
0 0 0 4,652 3,479 4,652 3,479 -2,518 -1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 97.6 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 17 21 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,530
COMMITMENTS
705 0 0 29,679 31,786 30,384 31,786 2,146 744
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 240)
240 0 0 0 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 91.2 97.7 93.4 97.7 6.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 6 17 6
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,885
COMMITMENTS
3,457 465 285 186,352 191,368 190,094 192,118 7,791 5,767
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 814)
367 379 -381 644 644 630 642 184 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.1 94.2 96.7 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 16 17 18 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,309
COMMITMENTS
0 2,041 5,471 139,494 134,494 144,965 142,006 10,344 13,303
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -8,240)
0 -1,038 -1,723 -6,235 -7,252 -7,958 -10,013 -282 1,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 3.5 89.8 86.6 93.3 91.4 6.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 27 32 29 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,082
COMMITMENTS
806 744 0 45,445 45,876 46,251 46,620 831 462
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,108)
0 0 0 1,866 1,956 1,866 1,956 242 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.6 0.0 96.5 97.4 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,632
COMMITMENTS
2,018 3,485 3,412 223,230 223,938 228,660 230,835 7,972 5,797
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,006)
1,417 -3,087 2,562 -430 3,872 3,549 3,347 -543 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.5 1.4 94.3 94.6 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 2 31 35 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 130,216
COMMITMENTS
826 0 150 121,653 124,623 122,629 124,773 7,587 5,443
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 4,204)
362 0 -300 2,749 4,384 2,811 4,084 1,393 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 93.4 95.7 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 27 26 28 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,717
COMMITMENTS
0 1,520 0 153,550 154,815 153,550 156,335 9,167 6,382
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,981)
0 1,520 0 7,564 7,808 7,564 9,328 -583 -2,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 94.4 95.1 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 16 17 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 33,381
COMMITMENTS
341 1,926 0 31,324 28,308 31,665 30,234 1,716 3,147
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 415)
0 0 0 355 325 355 325 60 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.8 0.0 93.8 84.8 94.9 90.6 5.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 12 13 13 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 266,253
COMMITMENTS
0 360 0 248,236 264,725 248,236 265,085 18,017 1,168
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 8,638)
0 0 0 8,942 8,751 8,942 8,751 -304 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 93.2 99.4 93.2 99.6 6.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 25 16 25 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 116,326
COMMITMENTS
11,374 8,774 174 94,107 104,099 105,655 113,047 10,671 3,279
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 7,197)
134 0 29 6,650 7,166 6,813 7,195 384 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.5 0.1 80.9 89.5 90.8 97.2 9.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 11 13 13 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 210,239
COMMITMENTS
0 0 0 207,717 208,323 207,717 208,323 2,522 1,916
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,122)
0 0 0 1,152 1,398 1,152 1,398 -30 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.1 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 23 23 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 34,300
COMMITMENTS
5,156 82 5,581 23,242 28,251 33,979 33,915 321 385
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,360)
194 -15 57 1,108 1,317 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.2 16.3 67.8 82.4 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 4 17 28 29 46 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,897
COMMITMENTS
7,614 700 1,125 31,149 37,937 39,888 39,762 9 135
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 645)
-275 75 150 770 420 645 645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.8 2.8 78.1 95.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 4 6 23 24 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 27,739
COMMITMENTS
3,075 925 525 24,058 26,289 27,658 27,739 81 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 60)
75 0 0 -15 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 3.3 1.9 86.7 94.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 17 16 23 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,270
COMMITMENTS
6,052 8,803 9,919 120,798 118,437 136,769 137,159 501 111
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -700)
76 -24 -378 -255 -273 -557 -675 -143 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.4 7.2 88.0 86.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 10 9 34 35 49 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,090
COMMITMENTS
853 2,270 3,028 68,209 66,783 72,090 72,082 0 8
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,113)
-295 -240 176 2,232 2,175 2,113 2,111 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.1 4.2 94.6 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 6 5 23 23 31 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,352
COMMITMENTS
225 725 175 31,952 31,452 32,352 32,352 0 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 25)
25 75 0 0 -50 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.2 0.5 98.8 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 11 13 14 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,499
COMMITMENTS
15,962 1,427 4,857 46,382 61,215 67,201 67,499 298 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -28)
-7 50 -67 45 -11 -29 -28 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 2.1 7.2 68.7 90.7 99.6 100.0 0.4 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 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,519
COMMITMENTS
25,937 2,999 4,191 54,659 78,128 84,787 85,318 732 201
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -1,584)
4 120 -1,324 -267 -370 -1,587 -1,574 3 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 3.5 4.9 63.9 91.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 7 5 25 27 33 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,827
COMMITMENTS
3,292 449 1,500 68,429 71,791 73,221 73,740 606 87
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,163)
100 280 -100 1,163 983 1,163 1,163 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.6 2.0 92.7 97.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 28 26 32 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,734
COMMITMENTS
3,791 478 2,025 91,177 95,184 96,993 97,687 741 47
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,536)
200 305 -100 1,436 1,331 1,536 1,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 2.1 93.3 97.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 2 30 30 34 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,620
COMMITMENTS
400 420 0 43,095 42,915 43,495 43,335 125 285
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.0 98.8 98.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 17 18 18 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,724
COMMITMENTS
945 697 18 25,566 25,889 26,529 26,604 195 120
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.6 0.1 95.7 96.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 19 19 22 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 73,819
COMMITMENTS
17,635 681 2,401 53,479 70,622 73,515 73,704 304 115
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 851)
-2 100 -41 923 791 881 851 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.9 3.3 72.4 95.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 3 12 30 32 51 45
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,427
COMMITMENTS
7,975 165 650 18,511 26,260 27,136 27,075 291 352
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,416)
0 0 0 1,416 1,416 1,416 1,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 0.6 2.4 67.5 95.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 4 20 21 27 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,845
COMMITMENTS
500 345 75 50,140 50,200 50,715 50,620 130 225
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -305)
0 0 0 -300 -305 -300 -305 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 0.1 98.6 98.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 22 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,178
COMMITMENTS
1,350 1,607 128 37,856 38,361 39,334 40,096 844 82
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 86)
-25 0 0 111 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.0 0.3 94.2 95.5 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 3 23 21 28 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,618
COMMITMENTS
3,095 200 0 56,925 60,073 60,020 60,273 598 345
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 230)
5 0 0 225 230 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.3 0.0 93.9 99.1 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 24 17 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,873
COMMITMENTS
3,437 3,600 60 62,080 62,033 65,577 65,693 296 180
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 244)
35 0 0 209 244 244 244 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.5 0.1 94.2 94.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 19 28 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,287
COMMITMENTS
1,359 90 137 79,627 81,040 81,123 81,267 164 20
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 420)
293 -212 -20 147 637 420 405 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.2 98.0 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 25 29 29 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,720
COMMITMENTS
1,758 4,911 1,341 102,369 99,388 105,468 105,640 252 80
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 501)
451 -278 -171 240 910 520 461 -19 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.6 1.3 96.8 94.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 14 8 28 31 38 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,948
COMMITMENTS
100 4,406 375 55,453 51,167 55,928 55,948 20 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,815)
0 0 0 1,815 1,815 1,815 1,815 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.9 0.7 99.1 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 2 13 13 16 18
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,220
COMMITMENTS
0 805 275 48,945 48,140 49,220 49,220 0 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,600)
0 0 0 3,600 3,600 3,600 3,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.6 99.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 1 12 9 13 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 61,955
COMMITMENTS
1,341 1,722 1,487 59,022 58,622 61,850 61,831 105 124
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 75)
120 0 2 -57 74 65 76 10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.8 2.4 95.3 94.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 3 23 22 29 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,712
COMMITMENTS
2,089 1,254 5,371 57,875 58,950 65,335 65,575 377 137
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -198)
204 0 0 -409 -198 -205 -198 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.9 8.2 88.1 89.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 3 3 22 22 30 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,881
COMMITMENTS
735 485 80 28,981 29,261 29,796 29,826 85 55
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -5)
15 0 0 -20 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 0.3 97.0 97.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 13 21 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,919
COMMITMENTS
640 80 0 28,081 28,759 28,721 28,839 198 80
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.3 0.0 97.1 99.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 19 11 20 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,672
COMMITMENTS
260 1,297 1,319 31,873 30,577 33,452 33,193 220 479
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -580)
210 -2,036 -1,335 545 2,545 -580 -826 0 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.9 3.9 94.7 90.8 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 4 20 23 26 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,042
COMMITMENTS
175 2,373 425 20,152 18,089 20,752 20,887 290 155
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -85)
0 75 -180 95 -45 -85 -150 0 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.3 2.0 95.8 86.0 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 14 18 15 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,241
COMMITMENTS
2,407 3,361 799 54,943 54,065 58,149 58,225 92 16
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 270)
-3,100 78 19 3,366 190 285 287 -15 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.8 1.4 94.3 92.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 5 27 29 34 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,764
COMMITMENTS
689 1,816 927 34,756 33,901 36,372 36,644 392 120
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 237)
165 10 -17 99 244 247 237 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.9 2.5 94.5 92.2 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 24 21 28 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,429
COMMITMENTS
1,560 300 150 18,554 19,964 20,264 20,414 165 15
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.5 0.7 90.8 97.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 15 15 18 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,765
COMMITMENTS
50 555 345 12,139 11,854 12,534 12,754 231 11
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.3 2.7 95.1 92.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 12 13 14 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,046
COMMITMENTS
50 955 270 12,606 11,821 12,926 13,046 120 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.3 2.1 96.6 90.6 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 13 13 15 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,918
COMMITMENTS
2,450 400 485 14,970 17,018 17,905 17,903 13 15
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 46)
0 -150 100 124 116 224 66 -178 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.2 2.7 83.5 95.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 17 19 21 23
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,635
COMMITMENTS
2,505 400 540 14,578 16,680 17,623 17,620 12 15
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 35)
0 -150 100 128 108 228 58 -193 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.3 3.1 82.7 94.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 17 19 21 23
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,394
COMMITMENTS
1,880 1,545 1,335 39,112 39,514 42,327 42,394 67 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 390)
135 175 -100 435 315 470 390 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.6 3.1 92.3 93.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 3 23 14 29 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,807
COMMITMENTS
2,565 1,600 1,405 38,765 39,802 42,735 42,807 72 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 580)
135 175 125 400 280 660 580 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 3.7 3.3 90.6 93.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 3 23 16 30 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,883
COMMITMENTS
2,501 12,506 678 113,692 103,674 116,871 116,858 12 25
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 295)
27 475 -390 658 215 295 300 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.7 0.6 97.3 88.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 8 7 37 28 49 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 126,701
COMMITMENTS
2,564 11,771 795 123,327 114,120 126,686 126,686 15 15
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 685)
60 524 -595 1,217 756 682 685 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.3 0.6 97.3 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 9 6 39 35 51 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 504,360
COMMITMENTS
23,354 33,431 58,712 421,751 411,234 503,817 503,377 543 983
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -413)
-1,290 651 -2,222 3,434 1,251 -78 -320 -335 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.6 11.6 83.6 81.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 18 22 42 39 73 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,338
COMMITMENTS
4,070 0 0 13,037 17,288 17,107 17,288 231 50
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 300)
350 0 -50 0 320 300 270 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.0 0.0 75.2 99.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 0 18 10 23 10
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,852
COMMITMENTS
3,630 310 60 12,703 16,422 16,393 16,792 459 60
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 350)
300 -50 50 0 320 350 320 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 1.8 0.4 75.4 97.4 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 17 9 21 10
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,336
COMMITMENTS
355 0 294 1,324 1,417 1,973 1,711 363 625
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 51)
-13 0 37 58 23 82 60 -31 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 12.6 56.7 60.7 84.5 73.2 15.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 4 12 16 16 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,207
COMMITMENTS
433 317 177 3,749 3,716 4,359 4,210 848 997
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 138)
49 22 -31 73 106 91 97 47 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.1 3.4 72.0 71.4 83.7 80.9 16.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 21 22 25 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,330
COMMITMENTS
5,904 34 178 28,983 34,979 35,065 35,191 265 139
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 710)
95 -1,510 40 575 2,175 710 705 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.1 0.5 82.0 99.0 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 2 36 38 40 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,189
COMMITMENTS
139 0 129 13,766 13,451 14,034 13,580 155 609
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 281)
0 0 0 281 281 281 281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.9 97.0 94.8 98.9 95.7 1.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 23 26 25 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,850
COMMITMENTS
574 0 730 9,549 10,746 10,853 11,476 997 374
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 295)
17 -33 -17 409 430 409 380 -114 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 6.2 80.6 90.7 91.6 96.8 8.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 0 3 30 30 36 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,770
COMMITMENTS
1,287 1,111 695 34,169 34,764 36,151 36,570 619 200
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,285)
487 -467 -208 708 1,960 987 1,285 298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.0 1.9 92.9 94.5 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 2 19 33 24 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 63,456
COMMITMENTS
7,508 1,474 2,408 53,318 58,956 63,234 62,838 222 618
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,142)
454 -66 -442 1,107 1,627 1,119 1,119 23 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.3 3.8 84.0 92.9 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 7 15 67 66 85 84
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 254,039
COMMITMENTS
2,245 199,956 1,053 237,565 17,217 240,863 218,226 13,176 35,813
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 6,256)
-100 5,805 361 6,195 -190 6,456 5,976 -200 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 78.7 0.4 93.5 6.8 94.8 85.9 5.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 6 3 12 5 15 12
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 32,013
COMMITMENTS
0 0 0 31,973 32,013 31,973 32,013 40 0
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,887)
0 0 0 1,887 1,887 1,887 1,887 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 25 27 25
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,090
COMMITMENTS
180 630 160 9,600 9,090 9,940 9,880 150 210
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.2 1.6 95.1 90.1 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 12 13 15 16
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,648
COMMITMENTS
0 0 0 10,623 10,294 10,623 10,294 25 354
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -5 0 -5 0 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 96.7 99.8 96.7 0.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 219,863
COMMITMENTS
0 0 0 211,568 209,481 211,568 209,481 8,295 10,382
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 4,770)
0 0 0 4,380 4,125 4,380 4,125 390 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 95.3 96.2 95.3 3.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 18 13 18
Updated October 24, 2019