CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,443
COMMITMENTS
6,350 7,202 895 26,198 25,346 33,443 33,443 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,277)
-632 -145 0 -645 -1,132 -1,277 -1,277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 21.5 2.7 78.3 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 4 2 18 10 30 14
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 116,360
COMMITMENTS
45,570 25,640 16,702 53,888 73,823 116,160 116,165 200 195
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 563)
1,399 111 395 -1,213 75 581 581 -18 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 22.0 14.4 46.3 63.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 12 17 28 23 57 46
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 57,329
COMMITMENTS
21,946 9,918 7,264 27,918 40,047 57,128 57,229 201 100
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,488)
-3 2,427 289 2,203 -35 2,489 2,681 -1 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 17.3 12.7 48.7 69.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 9 14 18 17 39 35
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 150,045
COMMITMENTS
40,468 100,168 2,925 106,652 46,952 150,045 150,045 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,250)
950 2,750 0 2,300 500 3,250 3,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 66.8 1.9 71.1 31.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 4 17 14 23 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 115,738
COMMITMENTS
17,112 47,998 2,637 95,989 65,103 115,738 115,738 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 10,944)
148 4,298 0 10,796 6,646 10,944 10,944 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 41.5 2.3 82.9 56.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 3 3 17 11 25 16
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 30,267
COMMITMENTS
9,303 5,523 4,254 16,710 20,490 30,267 30,267 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 99)
-1 400 0 100 -301 99 99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 18.2 14.1 55.2 67.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 4 10 11 22 16
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,452
COMMITMENTS
6,185 2,985 2,015 52,252 55,452 60,452 60,452 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 6,059)
-50 0 290 5,819 5,769 6,059 6,059 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.9 3.3 86.4 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 3 19 17 27 22
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,052
COMMITMENTS
5,194 2,101 508 3,350 6,443 9,052 9,052 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -284)
-392 -108 108 0 -284 -284 -284 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 23.2 5.6 37.0 71.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 4 11 12 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 11,871
COMMITMENTS
896 2,550 264 10,711 9,057 11,871 11,871 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -200)
50 100 -200 -50 -100 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.5 2.2 90.2 76.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 2 11 7 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| 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: 19,303
COMMITMENTS
2,498 5,850 950 15,830 12,503 19,278 19,303 25 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -500)
-497 150 0 -3 -650 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 30.3 4.9 82.0 64.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 4 12 9 18 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,044
COMMITMENTS
23,444 9,400 2,587 19,013 33,057 45,044 45,044 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -100)
-200 0 0 100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 20.9 5.7 42.2 73.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 4 15 10 23 16
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,435
COMMITMENTS
700 7,450 1,450 12,285 5,535 14,435 14,435 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 51.6 10.0 85.1 38.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 2 11 6 14 11
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 37,964
COMMITMENTS
3,843 1,738 3,169 30,705 33,047 37,717 37,954 247 10
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 4,513)
716 -511 834 2,963 4,190 4,513 4,513 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.6 8.3 80.9 87.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 5 24 26 32 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,800
COMMITMENTS
2,788 1,709 3,580 27,043 28,425 33,411 33,714 389 86
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,010)
-535 695 969 2,576 1,346 3,010 3,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.1 10.6 80.0 84.1 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 4 22 20 28 26
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,047,886
COMMITMENTS
386,001 101,051 279,971 4345863 4644869 5011835 5025891 36,051 21,995
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 69,691)
52,789 16,281 8,953 1,740 46,304 63,482 71,538 6,209 -1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.0 5.5 86.1 92.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
45 22 52 151 125 215 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,110,835
COMMITMENTS
18,079 24,185 338,941 752,153 745,766 1109173 1108893 1,662 1,942
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 30,452)
2,145 12,706 24,489 4,033 -6,721 30,667 30,474 -214 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.2 30.5 67.7 67.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 13 23 46 46 70 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,783
COMMITMENTS
0 5,254 0 233,218 247,484 233,218 252,738 24,565 5,045
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,373)
-517 0 0 2,112 3,457 1,595 3,457 1,778 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 90.5 96.0 90.5 98.0 9.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 29 25 29 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,891
COMMITMENTS
2,583 5,353 584 137,858 125,384 141,025 131,321 2,866 12,570
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,809)
481 0 305 2,041 2,168 2,827 2,473 -1,018 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.7 0.4 95.8 87.1 98.0 91.3 2.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 21 24 25 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,851
COMMITMENTS
4,228 3,921 4,356 294,710 299,250 303,294 307,527 10,557 6,324
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 4,206)
-355 491 1,168 2,681 2,676 3,494 4,335 712 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 1.4 93.9 95.3 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 4 29 28 35 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 856,443
COMMITMENTS
6,598 13,116 2,384 839,250 839,129 848,232 854,629 8,211 1,814
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,127)
180 -364 1,614 1,673 2,268 3,467 3,518 -340 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.3 98.0 98.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 5 40 27 46 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,029
COMMITMENTS
3,133 5,662 1,795 360,468 364,554 365,396 372,011 12,633 6,018
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 5,439)
-91 -1,074 242 5,137 9,528 5,288 8,696 151 -3,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.5 95.4 96.4 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 3 40 37 44 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 520,510
COMMITMENTS
1,749 906 182 509,024 512,944 510,955 514,032 9,555 6,478
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,279)
248 0 0 2,339 1,611 2,587 1,611 -308 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 97.8 98.5 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 1 40 39 44 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 388,188
COMMITMENTS
0 3,043 2,250 378,722 375,179 380,972 380,472 7,216 7,716
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 823)
0 -12 597 1,615 -244 2,212 341 -1,389 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.6 97.6 96.6 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 3 1 39 27 40 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,164
COMMITMENTS
186 3,792 434 102,142 100,031 102,762 104,257 5,402 3,907
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 5,757)
-915 637 -218 6,054 4,173 4,921 4,592 836 1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 0.4 94.4 92.5 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 15 18 18 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,184
COMMITMENTS
570 780 0 24,742 25,282 25,312 26,062 1,872 1,122
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 6,212)
0 0 0 6,212 6,028 6,212 6,028 0 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.9 0.0 91.0 93.0 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 12 18 14 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,219
COMMITMENTS
0 0 0 234,737 229,623 234,737 229,623 4,482 9,596
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 5,276)
0 -5 -401 5,075 6,155 4,674 5,749 602 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 96.0 98.1 96.0 1.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 23 24 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,408
COMMITMENTS
0 0 0 179,445 183,260 179,445 183,260 6,963 3,148
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 5,316)
0 0 0 5,314 5,165 5,314 5,165 2 151
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: 34)
0 0 0 27 22 27 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 286,537
COMMITMENTS
0 0 0 280,443 283,658 280,443 283,658 6,094 2,879
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -899)
0 0 0 -961 -899 -961 -899 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 23 21 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,773
COMMITMENTS
7,024 0 0 24,147 31,437 31,171 31,437 1,602 1,336
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 122)
0 0 0 60 93 60 93 62 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.0 0.0 73.7 95.9 95.1 95.9 4.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 0 0 13 13 21 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 606,470
COMMITMENTS
19,931 4,400 5,890 569,606 584,766 595,427 595,056 11,043 11,414
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 18,711)
-113 1,603 -374 19,089 15,021 18,602 16,250 109 2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.7 1.0 93.9 96.4 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 3 6 44 34 52 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,192
COMMITMENTS
0 1,217 2,938 200,886 194,796 203,824 198,951 3,368 8,241
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,179)
-340 -311 192 -3,029 -3,099 -3,177 -3,218 -2 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.4 97.0 94.0 98.4 96.0 1.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 24 21 26 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,162
COMMITMENTS
528 0 1,001 41,752 42,647 43,281 43,648 881 514
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 186)
186 0 -155 217 341 248 186 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 2.3 94.5 96.6 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 9 14 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,144
COMMITMENTS
0 0 0 67,400 65,407 67,400 65,407 3,744 5,737
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -214)
0 0 0 -712 -39 -712 -39 498 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 91.9 94.7 91.9 5.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 15 19 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,637
COMMITMENTS
2,839 0 0 231,178 236,389 234,017 236,389 2,620 248
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -525)
124 0 0 -649 -525 -525 -525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.7 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 15 23 15
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,769
COMMITMENTS
23,629 8,340 1,320 194,878 210,999 219,827 220,659 1,942 1,110
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -506)
124 0 0 -630 -506 -506 -506 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.8 0.6 87.9 95.1 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 7 1 28 31 33 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,684
COMMITMENTS
1,635 432 0 131,680 133,168 133,315 133,600 1,369 1,084
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,201)
465 432 0 1,856 1,829 2,321 2,261 -120 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.0 97.8 98.9 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 19 22 21 23
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 20,368
COMMITMENTS
240 3,480 0 18,618 16,553 18,858 20,033 1,510 335
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,321)
0 0 0 2,321 2,321 2,321 2,321 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 17.1 0.0 91.4 81.3 92.6 98.4 7.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 9 15 11
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,694
COMMITMENTS
2,021 2,771 4,996 249,797 243,473 256,814 251,240 5,880 11,454
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 8,452)
801 293 152 8,450 8,114 9,403 8,559 -951 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 1.9 95.1 92.7 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 3 36 34 40 37
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,542
COMMITMENTS
0 0 0 93,139 92,044 93,139 92,044 10,403 11,498
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,438)
0 0 0 1,132 824 1,132 824 306 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 88.9 90.0 88.9 10.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 20 17 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,813
COMMITMENTS
1,220 1,923 245 222,386 221,844 223,851 224,012 2,962 2,801
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,286)
0 155 245 3,030 3,328 3,275 3,728 11 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.1 98.0 97.8 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 1 26 31 28 33
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,835
COMMITMENTS
0 0 0 46,571 47,155 46,571 47,155 3,264 2,680
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,764)
0 0 0 2,096 1,578 2,096 1,578 -332 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 94.6 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 17 10 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,072
COMMITMENTS
0 0 0 181,557 183,588 181,557 183,588 5,515 3,484
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -442)
0 0 0 379 -1,164 379 -1,164 -821 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 98.1 97.1 98.1 2.9 1.9
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 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,670
COMMITMENTS
0 0 0 78,002 78,984 78,002 78,984 2,668 1,686
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 395)
0 0 0 211 366 211 366 184 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 97.9 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 16 20 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,300
COMMITMENTS
4,278 0 0 27,290 32,574 31,568 32,574 1,732 726
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 372)
248 0 0 124 248 372 248 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 0.0 82.0 97.8 94.8 97.8 5.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 12 13 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,698
COMMITMENTS
3,467 0 338 178,378 181,109 182,183 181,447 5,515 6,251
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -347)
31 0 0 1,057 -306 1,088 -306 -1,435 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 95.0 96.5 97.1 96.7 2.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 20 20 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,743
COMMITMENTS
0 2,254 4,180 138,835 136,136 143,015 142,570 11,728 12,173
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -221)
0 537 -248 -570 -67 -818 222 597 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.7 89.7 88.0 92.4 92.1 7.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 2 28 30 30 33
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 45,338
COMMITMENTS
651 0 0 40,827 42,541 41,478 42,541 3,860 2,797
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 90.1 93.8 91.5 93.8 8.5 6.2
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 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,790
COMMITMENTS
540 310 0 38,313 38,584 38,853 38,894 937 896
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,116)
0 0 0 1,116 1,116 1,116 1,116 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 0.0 96.3 97.0 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 13 11 14 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 228,110
COMMITMENTS
348 1,417 4,142 217,572 216,084 222,062 221,643 6,048 6,467
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 63)
-173 143 179 66 493 72 815 -9 -752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 1.8 95.4 94.7 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 4 31 34 35 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 129,656
COMMITMENTS
951 0 0 121,192 125,204 122,143 125,204 7,513 4,452
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,424)
155 0 0 2,858 3,451 3,013 3,451 -589 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 93.5 96.6 94.2 96.6 5.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 30 29 31 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 165,202
COMMITMENTS
1,220 1,220 0 155,557 159,698 156,777 160,918 8,425 4,284
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,221)
0 0 0 1,099 1,221 1,099 1,221 122 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 94.2 96.7 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 16 18 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 52,333
COMMITMENTS
139 650 520 47,920 50,215 48,579 51,385 3,754 948
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 1.0 91.6 96.0 92.8 98.2 7.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 12 15 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,583
COMMITMENTS
240 971 527 29,173 28,420 29,940 29,918 1,643 1,665
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 930)
0 -341 341 403 899 744 899 186 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 1.7 92.4 90.0 94.8 94.7 5.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 8 17 10 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 280,196
COMMITMENTS
0 0 0 265,274 279,254 265,274 279,254 14,922 942
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 9,946)
0 0 0 10,038 10,585 10,038 10,585 -92 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 99.7 94.7 99.7 5.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 16 26 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,272
COMMITMENTS
10,653 8,774 142 91,395 99,649 102,190 108,565 9,082 2,707
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -126)
32 0 -32 -126 -94 -126 -126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.9 0.1 82.1 89.6 91.8 97.6 8.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 13 14 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 209,268
COMMITMENTS
0 0 0 205,336 205,618 205,336 205,618 3,932 3,650
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,297)
0 0 0 2,931 3,613 2,931 3,613 366 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.3 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 21 19 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 31,282
COMMITMENTS
4,050 1,548 4,586 22,327 25,084 30,963 31,218 319 64
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -203)
-73 656 -531 395 -37 -208 88 5 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.9 14.7 71.4 80.2 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 8 18 28 29 46 47
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,058
COMMITMENTS
7,390 901 864 29,795 36,293 38,049 38,058 9 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 817)
635 340 -75 257 567 817 832 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 2.4 2.3 78.3 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 7 5 26 23 35 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 27,503
COMMITMENTS
4,325 450 775 22,329 26,268 27,429 27,493 74 10
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,000)
700 0 50 250 955 1,000 1,005 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 1.6 2.8 81.2 95.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 17 15 22 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 136,039
COMMITMENTS
5,760 8,432 10,705 119,148 116,472 135,613 135,609 426 430
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 774)
-118 681 -331 1,210 242 761 592 13 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.2 7.9 87.6 85.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 8 9 33 35 48 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,090
COMMITMENTS
725 1,397 2,998 69,367 68,671 73,090 73,066 0 24
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,370)
-163 -259 -365 -2,807 -2,721 -3,335 -3,345 -35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.9 4.1 94.9 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 6 22 23 30 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,892
COMMITMENTS
400 600 150 33,342 33,142 33,892 33,892 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,600)
125 -50 25 -1,503 -850 -1,353 -875 -247 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.8 0.4 98.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 10 15 13 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,878
COMMITMENTS
16,060 590 5,807 45,445 61,451 67,312 67,848 566 30
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -180)
152 2 -102 -530 -80 -480 -180 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 0.9 8.6 67.0 90.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 4 3 26 26 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,373
COMMITMENTS
26,257 1,663 4,804 53,456 78,719 84,517 85,186 856 187
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 601)
-79 420 36 545 149 502 605 99 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 1.9 5.6 62.6 92.2 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 5 6 26 26 37 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,495
COMMITMENTS
3,693 401 1,498 70,381 74,523 75,572 76,422 923 73
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 994)
50 0 0 944 994 994 994 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.5 2.0 92.0 97.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 28 27 33 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,605
COMMITMENTS
4,166 454 2,079 90,648 95,057 96,893 97,590 712 15
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 120)
55 -25 25 40 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.5 2.1 92.9 97.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 4 29 30 35 35
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,638
COMMITMENTS
400 420 0 42,098 41,948 42,498 42,368 140 270
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,957)
0 0 0 -1,972 -1,952 -1,972 -1,952 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.0 98.7 98.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 21 20 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,788
COMMITMENTS
350 697 13 25,159 24,958 25,522 25,668 266 120
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,646)
-595 0 -5 -1,117 -1,641 -1,717 -1,646 71 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 0.1 97.6 96.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 19 21 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 77,872
COMMITMENTS
22,511 605 2,235 52,794 74,898 77,539 77,737 333 135
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,407)
536 -421 -531 -2,401 -1,455 -2,396 -2,407 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 0.8 2.9 67.8 96.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 1 10 32 32 52 42
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,880
COMMITMENTS
9,936 110 750 17,908 27,678 28,594 28,538 286 342
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,165)
-105 -55 -50 -1,005 -1,050 -1,160 -1,155 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 0.4 2.6 62.0 95.8 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 4 21 22 28 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,661
COMMITMENTS
400 370 50 48,066 48,031 48,516 48,451 145 210
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,527)
-100 25 -25 -3,417 -3,522 -3,542 -3,522 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.1 98.8 98.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 20 23 22 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,932
COMMITMENTS
605 1,435 120 38,288 38,283 39,013 39,838 919 94
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,799)
-780 -165 -15 -1,070 -1,631 -1,865 -1,811 66 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.6 0.3 95.9 95.9 97.7 99.8 2.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 2 21 21 24 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,178
COMMITMENTS
2,932 200 0 58,673 61,633 61,605 61,833 573 345
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 520)
0 0 0 520 520 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.3 0.0 94.4 99.1 99.1 99.4 0.9 0.6
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 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,139
COMMITMENTS
3,259 3,300 60 61,540 61,599 64,859 64,959 280 180
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 860)
0 0 0 860 860 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.1 0.1 94.5 94.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 18 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,058
COMMITMENTS
1,064 531 379 79,350 80,148 80,793 81,058 265 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,759)
-182 463 20 -2,869 -3,434 -3,031 -2,951 -728 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 0.5 97.9 98.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 27 28 31 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,225
COMMITMENTS
1,918 5,278 613 100,344 97,317 102,875 103,209 350 16
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -5,155)
-72 455 -246 -3,725 -5,243 -4,044 -5,035 -1,111 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.1 0.6 97.2 94.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 14 5 31 32 39 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,863
COMMITMENTS
100 3,781 275 55,468 51,807 55,843 55,863 20 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,420)
50 -350 -100 -1,880 330 -1,930 -120 -490 -2,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.5 99.3 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 14 16 16 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,980
COMMITMENTS
50 470 415 49,515 49,095 49,980 49,980 0 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,285)
50 0 -50 -919 -1,100 -919 -1,150 -366 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.8 99.1 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 13 9 15 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,527
COMMITMENTS
1,430 1,956 1,507 59,538 58,912 62,475 62,375 52 152
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 389)
1 0 0 410 336 411 336 -22 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.1 2.4 95.2 94.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 3 23 23 30 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,657
COMMITMENTS
2,082 1,497 5,404 55,821 56,638 63,307 63,539 350 118
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -341)
49 -4 -37 -332 -321 -320 -362 -21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.4 8.5 87.7 89.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 3 3 24 24 33 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,425
COMMITMENTS
990 450 80 27,183 27,839 28,253 28,369 172 56
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 100)
300 0 0 -207 100 93 100 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.6 0.3 95.6 97.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 13 20 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,225
COMMITMENTS
875 0 0 27,144 28,123 28,019 28,123 206 102
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 65)
300 0 0 -242 65 58 65 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.2 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 11 20 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,187
COMMITMENTS
599 1,634 864 31,710 30,689 33,173 33,187 14 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 309)
50 50 0 259 261 309 311 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.9 2.6 95.5 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 20 24 24 29
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,115
COMMITMENTS
325 2,642 275 21,174 19,098 21,774 22,015 341 100
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 939)
279 405 -279 938 808 938 934 1 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 11.9 1.2 95.7 86.4 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 14 17 15 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,967
COMMITMENTS
2,105 2,962 1,044 54,747 53,928 57,896 57,934 71 33
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,054)
371 159 -34 742 959 1,079 1,084 -25 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 1.8 94.4 93.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 5 6 30 29 38 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,566
COMMITMENTS
517 1,905 1,058 37,619 36,483 39,194 39,446 372 120
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 51)
0 72 6 44 -27 50 51 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.8 2.7 95.1 92.2 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 24 20 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,252
COMMITMENTS
1,665 300 100 19,337 20,837 21,102 21,237 150 15
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 130)
225 0 0 -95 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.4 0.5 91.0 98.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 16 14 19 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,489
COMMITMENTS
50 1,270 280 11,959 10,934 12,289 12,484 200 5
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 190)
0 200 0 190 -10 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.2 2.2 95.8 87.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 14 13 16 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,656
COMMITMENTS
50 1,670 205 12,281 10,781 12,536 12,656 120 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 190)
0 200 0 190 -10 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 13.2 1.6 97.0 85.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 15 13 17 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,478
COMMITMENTS
2,095 375 515 13,689 15,563 16,299 16,453 179 25
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 80)
5 0 30 45 70 80 100 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.3 3.1 83.1 94.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 17 16 20 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,296
COMMITMENTS
2,165 375 570 13,207 15,318 15,942 16,263 354 33
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 90)
5 0 30 45 70 80 100 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.3 3.5 81.0 94.0 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 16 16 19 20
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,278
COMMITMENTS
685 925 2,955 38,573 38,378 42,213 42,258 65 20
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 805)
-845 175 820 830 -190 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.2 7.0 91.2 90.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 3 23 15 29 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,981
COMMITMENTS
1,280 925 2,635 37,998 38,421 41,913 41,981 68 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 580)
-870 175 575 875 -170 580 580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.2 6.3 90.5 91.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 4 23 17 30 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,649
COMMITMENTS
2,135 11,232 1,379 107,115 97,998 110,629 110,609 20 40
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -98)
525 -842 192 -800 591 -83 -59 -15 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.2 1.2 96.8 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 9 6 38 33 48 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,459
COMMITMENTS
1,975 10,086 1,877 119,592 111,496 123,444 123,459 15 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 3,692)
475 -891 362 2,855 4,221 3,692 3,692 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.2 1.5 96.9 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 12 7 39 35 52 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 510,627
COMMITMENTS
20,746 29,346 61,019 428,144 419,847 509,909 510,212 718 415
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 7,464)
-4,443 -265 578 10,877 7,061 7,012 7,374 452 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.7 11.9 83.8 82.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 20 19 41 41 68 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,281
COMMITMENTS
3,915 0 0 12,352 16,281 16,267 16,281 14 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 0.0 75.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 0 19 11 24 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,913
COMMITMENTS
3,575 210 60 12,064 15,643 15,699 15,913 214 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 1.3 0.4 75.8 98.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 19 10 23 11
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 3,107
COMMITMENTS
800 200 0 2,300 2,907 3,100 3,107 7 0
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -499)
0 0 0 -501 -499 -501 -499 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 6.4 0.0 74.0 93.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 11 13 14 14
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,200
COMMITMENTS
336 0 257 1,314 1,585 1,907 1,842 293 358
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 66)
33 0 -13 61 107 81 94 -15 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 11.7 59.7 72.0 86.7 83.7 13.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 4 14 19 18 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,934
COMMITMENTS
520 473 183 3,529 3,351 4,232 4,007 702 927
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 154)
7 67 -11 194 86 190 142 -36 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.6 3.7 71.5 67.9 85.8 81.2 14.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 5 5 20 22 26 29
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,946
COMMITMENTS
5,247 0 35 29,439 34,730 34,721 34,765 225 181
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,211)
100 0 0 1,111 1,211 1,211 1,211 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 0.1 84.2 99.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 1 37 39 40 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,837
COMMITMENTS
73 0 157 14,474 14,093 14,704 14,250 133 587
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 1,067)
73 -4 19 997 1,082 1,089 1,097 -22 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.1 97.6 95.0 99.1 96.0 0.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 23 25 25 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,524
COMMITMENTS
543 114 738 9,429 10,358 10,710 11,210 814 314
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 131)
-200 0 130 235 30 165 160 -34 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.0 6.4 81.8 89.9 92.9 97.3 7.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 1 4 30 31 37 35
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,608
COMMITMENTS
3,337 1,187 467 33,884 36,914 37,688 38,568 920 40
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 2,654)
1,085 -215 254 1,552 2,740 2,891 2,779 -237 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.1 1.2 87.8 95.6 97.6 99.9 2.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 3 25 37 32 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,102
COMMITMENTS
3,995 1,493 2,981 52,754 55,147 59,730 59,621 372 481
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 34)
-441 15 -451 1,088 699 196 263 -162 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.5 5.0 87.8 91.8 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
12 8 14 62 63 78 81
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 259,547
COMMITMENTS
1,995 200,624 1,291 249,439 19,864 252,725 221,779 6,822 37,768
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 4,810)
0 3,865 0 4,810 795 4,810 4,660 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 77.3 0.5 96.1 7.7 97.4 85.4 2.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 6 2 12 7 14 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,344
COMMITMENTS
0 0 0 28,294 28,314 28,294 28,314 50 30
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 920)
0 0 0 920 920 920 920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 26 29 26
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,887
COMMITMENTS
0 0 0 10,522 10,532 10,522 10,532 365 355
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 170)
0 0 0 5 113 5 113 165 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 96.7 96.6 96.7 3.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 13 12 13
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 222,850
COMMITMENTS
0 0 0 213,905 210,777 213,905 210,777 8,945 12,073
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 9,370)
0 0 0 8,750 6,855 8,750 6,855 620 2,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 94.6 96.0 94.6 4.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 19 13 19
Updated November 15, 2019