CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,695
COMMITMENTS
6,350 7,202 895 26,450 25,598 33,695 33,695 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 252)
0 0 0 252 252 252 252 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 21.4 2.7 78.5 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 4 2 18 11 30 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 118,668
COMMITMENTS
45,044 25,614 16,979 56,122 75,565 118,145 118,158 523 510
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,308)
-527 -26 277 2,235 1,742 1,985 1,993 323 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 21.6 14.3 47.3 63.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 12 18 28 24 60 47
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 59,404
COMMITMENTS
22,744 11,018 7,586 28,855 40,710 59,186 59,314 218 90
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,075)
799 1,100 322 937 664 2,057 2,085 17 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 18.5 12.8 48.6 68.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 9 14 18 17 41 35
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 149,445
COMMITMENTS
40,768 26,418 3,325 105,352 119,702 149,445 149,445 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -600)
300 -73,750 400 -1,300 72,750 -600 -600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 17.7 2.2 70.5 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 8 4 16 15 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 118,142
COMMITMENTS
18,089 49,498 3,337 96,717 65,307 118,142 118,142 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,404)
977 1,500 700 727 204 2,404 2,404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 41.9 2.8 81.9 55.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 3 3 18 11 26 16
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,782
COMMITMENTS
9,805 5,523 4,254 17,723 22,005 31,782 31,782 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,515)
502 0 0 1,013 1,515 1,515 1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 17.4 13.4 55.8 69.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 4 11 11 23 16
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,360
COMMITMENTS
6,205 2,985 2,015 52,140 55,360 60,360 60,360 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -92)
20 0 0 -112 -92 -92 -92 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,102
COMMITMENTS
5,194 1,801 558 3,350 6,743 9,102 9,102 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 50)
0 -300 50 0 300 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 19.8 6.1 36.8 74.1 100.0 100.0 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 11/19/19 |
--------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/19/19 |
--------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,944
COMMITMENTS
23,194 9,400 2,487 19,263 33,057 44,944 44,944 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -100)
-250 0 -100 250 0 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 20.9 5.5 42.9 73.6 100.0 100.0 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 11/19/19 |
--------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 40,409
COMMITMENTS
4,038 1,615 3,618 32,581 35,166 40,237 40,399 172 10
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,445)
195 -123 449 1,876 2,119 2,520 2,445 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.0 9.0 80.6 87.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 5 25 27 33 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,473
COMMITMENTS
2,629 1,969 3,948 28,408 29,460 34,985 35,377 488 96
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,673)
-159 260 368 1,365 1,035 1,574 1,663 99 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.6 11.1 80.1 83.0 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 22 21 28 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,064
COMMITMENTS
138 2,123 497 5,357 3,264 5,992 5,884 72 180
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 35.0 8.2 88.3 53.8 98.8 97.0 1.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 12 11 14 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,117,062
COMMITMENTS
296,976 103,236 330,271 4457562 4661995 5084809 5095502 32,253 21,560
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 69,176)
-89,025 2,185 50,300 111,699 17,126 72,974 69,611 -3,798 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.0 6.5 87.1 91.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
44 24 54 154 123 219 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,163,602
COMMITMENTS
21,361 33,943 371,349 769,140 756,264 1161850 1161555 1,752 2,046
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 52,767)
3,283 9,758 32,408 16,987 10,497 52,677 52,662 90 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.9 31.9 66.1 65.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 14 24 46 48 71 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,870
COMMITMENTS
544 5,254 0 235,912 250,631 236,456 255,885 24,414 4,985
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,087)
544 0 0 2,694 3,147 3,238 3,147 -151 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 0.0 90.4 96.1 90.6 98.1 9.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 29 25 30 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,436
COMMITMENTS
2,814 5,136 917 138,316 125,892 142,047 131,945 3,389 13,491
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,545)
231 -217 333 458 508 1,022 624 523 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.5 0.6 95.1 86.6 97.7 90.7 2.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 4 19 23 24 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,637
COMMITMENTS
2,766 4,866 5,200 294,805 298,691 302,771 308,757 12,866 6,880
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,786)
-1,462 945 844 95 -559 -523 1,230 2,309 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.5 1.6 93.4 94.6 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 4 29 27 35 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,746
COMMITMENTS
5,726 12,585 3,140 836,979 836,236 845,845 851,961 7,901 1,785
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -2,697)
-872 -531 756 -2,271 -2,893 -2,387 -2,668 -310 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.5 0.4 98.0 97.9 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 4 40 27 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,437
COMMITMENTS
3,280 5,437 2,077 368,078 373,498 373,435 381,012 13,002 5,425
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 8,408)
147 -225 282 7,610 8,944 8,039 9,001 369 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 0.5 95.2 96.7 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 3 39 36 43 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 527,001
COMMITMENTS
2,142 906 182 514,858 519,866 517,182 520,954 9,819 6,047
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 6,491)
393 0 0 5,834 6,922 6,227 6,922 264 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.0 97.7 98.6 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 1 41 39 45 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,926
COMMITMENTS
0 3,865 1,488 380,848 376,829 382,336 382,182 7,590 7,744
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,738)
0 822 -762 2,126 1,650 1,364 1,710 374 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.4 97.7 96.6 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 3 1 39 28 40 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,241
COMMITMENTS
0 4,245 403 106,643 103,467 107,046 108,115 5,195 4,126
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,077)
-186 453 -31 4,501 3,436 4,284 3,858 -207 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.4 95.0 92.2 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 16 19 18 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,547
COMMITMENTS
570 1,364 30 29,373 29,397 29,973 30,791 1,574 756
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,363)
0 584 30 4,631 4,115 4,661 4,729 -298 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.3 0.1 93.1 93.2 95.0 97.6 5.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 15 18 18 21
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,192
COMMITMENTS
0 1,356 144 238,306 235,016 238,450 236,516 4,742 6,676
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,973)
0 1,356 144 3,569 5,393 3,713 6,893 260 -2,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.1 98.0 96.6 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 25 23 27 25
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,794
COMMITMENTS
0 0 0 180,182 185,646 180,182 185,646 8,612 3,148
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,386)
0 0 0 737 2,386 737 2,386 1,649 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 98.3 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 22 26 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,346
COMMITMENTS
0 0 0 278,221 281,498 278,221 281,498 6,125 2,848
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -2,191)
0 0 0 -2,222 -2,160 -2,222 -2,160 31 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.0 97.8 99.0 2.2 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,935
COMMITMENTS
7,458 0 0 26,751 34,505 34,209 34,505 1,726 1,430
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,162)
434 0 0 2,604 3,068 3,038 3,068 124 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 0.0 74.4 96.0 95.2 96.0 4.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 0 0 13 14 21 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 603,428
COMMITMENTS
21,232 5,026 6,002 565,916 580,593 593,150 591,621 10,278 11,807
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -3,042)
1,301 626 112 -3,690 -4,173 -2,277 -3,435 -765 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 1.0 93.8 96.2 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 2 6 46 34 54 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,983
COMMITMENTS
0 1,931 3,242 202,404 195,573 205,646 200,746 3,337 8,237
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,791)
0 714 304 1,518 777 1,822 1,795 -31 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.6 96.9 93.6 98.4 96.1 1.6 3.9
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,611
COMMITMENTS
497 0 1,001 44,170 44,048 45,668 45,049 943 1,562
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,449)
-31 0 0 2,418 1,401 2,387 1,401 62 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 2.1 94.8 94.5 98.0 96.6 2.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 9 16 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,306
COMMITMENTS
0 0 0 69,971 65,807 69,971 65,807 3,335 7,499
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,162)
0 0 0 2,571 400 2,571 400 -409 1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 89.8 95.5 89.8 4.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,705
COMMITMENTS
3,645 0 0 233,161 239,457 236,806 239,457 2,899 248
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,068)
806 0 0 1,983 3,068 2,789 3,068 279 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 97.3 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 25 20 27 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 224,961
COMMITMENTS
24,255 8,340 1,500 197,264 214,191 223,019 224,031 1,942 930
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,192)
626 0 180 2,386 3,192 3,192 3,372 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.7 0.7 87.7 95.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 7 2 31 35 37 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,747
COMMITMENTS
1,635 587 0 135,499 136,460 137,134 137,047 1,613 1,700
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,063)
0 155 0 3,819 3,292 3,819 3,447 244 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.0 97.7 98.4 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 19 21 21 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 25,507
COMMITMENTS
240 3,480 0 24,177 21,202 24,417 24,682 1,090 825
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 5,139)
0 0 0 5,559 4,649 5,559 4,649 -420 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.6 0.0 94.8 83.1 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 10 19 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,598
COMMITMENTS
2,021 2,776 4,348 257,782 250,479 264,151 257,603 4,447 10,995
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 5,904)
0 5 -648 7,985 7,006 7,337 6,363 -1,433 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 1.6 96.0 93.3 98.3 95.9 1.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 37 34 41 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,790
COMMITMENTS
364 0 0 98,425 98,248 98,789 98,248 1,001 1,542
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.6 98.5 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 13 10 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,931
COMMITMENTS
0 0 0 95,992 93,616 95,992 93,616 8,939 11,315
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,389)
0 0 0 2,853 1,572 2,853 1,572 -1,464 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 89.2 91.5 89.2 8.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 21 18 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,205
COMMITMENTS
1,235 1,394 400 223,443 223,455 225,078 225,249 3,127 2,956
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,392)
15 -529 155 1,057 1,611 1,227 1,237 165 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.2 97.9 97.9 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 1 25 33 27 35
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,090
COMMITMENTS
0 0 0 47,707 48,420 47,707 48,420 3,383 2,670
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,255)
0 0 0 1,136 1,265 1,136 1,265 119 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 94.8 93.4 94.8 6.6 5.2
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,144
COMMITMENTS
0 0 0 189,397 188,524 189,397 188,524 3,747 4,620
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 6,072)
0 0 0 7,840 4,936 7,840 4,936 -1,768 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.6 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 19 23 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,634
COMMITMENTS
0 0 0 76,631 80,919 76,631 80,919 6,003 1,715
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,964)
0 0 0 -1,371 1,935 -1,371 1,935 3,335 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 97.9 92.7 97.9 7.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 16 19 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,974
COMMITMENTS
4,402 0 0 28,716 34,248 33,118 34,248 1,856 726
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,674)
124 0 0 1,426 1,674 1,550 1,674 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 0.0 82.1 97.9 94.7 97.9 5.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 12 16 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,024
COMMITMENTS
4,242 0 345 178,662 182,712 183,249 183,057 6,775 6,967
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,326)
775 0 7 284 1,603 1,066 1,610 1,260 716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.2 94.0 96.2 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 17 19 20 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,375
COMMITMENTS
0 4,069 5,337 141,282 137,996 146,619 147,402 12,756 11,973
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,632)
0 1,815 1,157 2,447 1,860 3,604 4,832 1,028 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 3.3 88.6 86.6 92.0 92.5 8.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 3 28 29 31 32
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 45,947
COMMITMENTS
651 0 0 40,916 42,995 41,567 42,995 4,380 2,952
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 609)
0 0 0 89 454 89 454 520 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 89.1 93.6 90.5 93.6 9.5 6.4
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,968
COMMITMENTS
540 310 0 39,367 39,266 39,907 39,576 1,061 1,392
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,178)
0 0 0 1,054 682 1,054 682 124 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.0 96.1 95.8 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 13 12 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 235,112
COMMITMENTS
145 1,060 4,239 225,173 223,364 229,557 228,663 5,555 6,449
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 7,002)
-203 -357 97 7,601 7,280 7,495 7,020 -493 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 1.8 95.8 95.0 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 3 34 35 37 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 132,742
COMMITMENTS
1,462 0 2 124,132 127,724 125,596 127,726 7,146 5,016
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,086)
511 0 2 2,940 2,520 3,453 2,522 -367 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 93.5 96.2 94.6 96.2 5.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 29 28 31 29
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,317
COMMITMENTS
1,332 0 0 27,019 28,314 28,351 28,314 966 1,003
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 92.2 96.6 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 9 12 9
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 165,271
COMMITMENTS
1,220 1,220 0 155,626 159,767 156,846 160,987 8,425 4,284
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 69)
0 0 0 69 69 69 69 0 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: 28)
1 1 0 17 18 18 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,537
COMMITMENTS
395 1,739 401 33,454 32,790 34,250 34,930 2,287 1,607
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,954)
155 768 -126 4,281 4,370 4,310 5,012 644 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.8 1.1 91.6 89.7 93.7 95.6 6.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 9 18 11 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 281,969
COMMITMENTS
0 0 0 266,833 280,962 266,833 280,962 15,136 1,007
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,773)
0 0 0 1,559 1,708 1,559 1,708 214 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 99.6 94.6 99.6 5.4 0.4
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 11/19/19 |
--------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 211,675
COMMITMENTS
0 0 0 207,929 208,575 207,929 208,575 3,746 3,100
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,407)
0 0 0 2,593 2,957 2,593 2,957 -186 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 98.5 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 24 21 24
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 30,958
COMMITMENTS
3,969 1,921 4,396 22,295 24,601 30,661 30,917 297 41
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -324)
-81 373 -190 -31 -484 -302 -301 -22 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 6.2 14.2 72.0 79.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 8 18 29 30 47 48
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,467
COMMITMENTS
8,215 595 720 32,523 40,152 41,458 41,467 9 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,409)
825 -306 -144 2,728 3,859 3,409 3,409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 1.4 1.7 78.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 8 26 24 37 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,588
COMMITMENTS
4,572 375 578 24,438 28,635 29,588 29,588 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,085)
247 -75 -197 2,109 2,367 2,159 2,095 -74 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.3 2.0 82.6 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 4 19 18 25 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,895
COMMITMENTS
5,516 8,495 10,807 121,142 118,163 137,465 137,465 430 430
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,856)
-244 63 102 1,994 1,691 1,852 1,856 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.2 7.8 87.9 85.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 9 8 33 35 46 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,584
COMMITMENTS
1,000 1,382 3,019 70,534 70,182 74,554 74,584 30 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,494)
275 -15 21 1,167 1,511 1,464 1,518 30 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 4.0 94.6 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 6 22 23 31 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,481
COMMITMENTS
350 650 225 33,906 33,606 34,481 34,481 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 589)
-50 50 75 564 464 589 589 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.9 0.7 98.3 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 11 16 14 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,364
COMMITMENTS
16,070 800 5,812 45,156 60,722 67,038 67,334 326 30
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -514)
10 210 5 -289 -729 -274 -514 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.2 8.6 67.0 90.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 3 27 27 33 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,591
COMMITMENTS
26,209 1,843 4,781 53,742 78,750 84,732 85,374 859 217
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 218)
-48 180 -23 286 31 215 188 3 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 2.2 5.6 62.8 92.0 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 6 6 27 27 36 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,732
COMMITMENTS
3,693 751 1,301 70,815 74,607 75,809 76,659 923 73
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 237)
0 350 -197 434 84 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.0 1.7 92.3 97.2 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,043
COMMITMENTS
4,191 754 1,893 91,247 95,381 97,331 98,028 712 15
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 438)
25 300 -186 599 324 438 438 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.8 1.9 93.1 97.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 4 30 30 36 35
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,988
COMMITMENTS
400 420 0 42,448 42,298 42,848 42,718 140 270
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
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: 28)
1 1 0 19 22 20 23
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,238
COMMITMENTS
350 747 13 25,609 25,358 25,972 26,118 266 120
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 450)
0 50 0 450 400 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.8 0.0 97.6 96.6 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 79,492
COMMITMENTS
23,339 683 2,261 53,573 76,413 79,173 79,357 319 135
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,620)
828 78 27 780 1,515 1,634 1,620 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 0.9 2.8 67.4 96.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 1 11 32 32 52 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,976
COMMITMENTS
9,936 110 750 18,004 27,774 28,690 28,634 286 342
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 96)
0 0 0 96 96 96 96 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 0.4 2.6 62.1 95.9 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,016
COMMITMENTS
400 370 50 48,421 48,386 48,871 48,806 145 210
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 355)
0 0 0 355 355 355 355 0 0
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,533
COMMITMENTS
605 1,460 120 38,864 38,859 39,589 40,439 944 94
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 601)
0 25 0 576 576 576 601 25 0
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,753
COMMITMENTS
2,912 200 0 59,268 62,208 62,180 62,408 573 345
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 575)
-20 0 0 595 575 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.3 0.0 94.4 99.1 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 25 17 27 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,614
COMMITMENTS
3,259 3,300 60 63,015 63,074 66,334 66,434 280 180
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,475)
0 0 0 1,475 1,475 1,475 1,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.0 0.1 94.6 94.7 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,916
COMMITMENTS
1,400 1,045 186 80,065 80,685 81,651 81,916 265 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 858)
336 514 -193 715 537 858 858 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 0.2 97.7 98.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 27 27 31 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,606
COMMITMENTS
1,664 5,168 874 101,712 98,547 104,251 104,590 355 16
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,381)
-254 -110 261 1,369 1,230 1,376 1,381 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.9 0.8 97.2 94.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 15 6 31 31 40 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,323
COMMITMENTS
150 4,156 275 55,878 51,892 56,303 56,323 20 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 460)
50 375 0 410 85 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.4 0.5 99.2 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 2 15 16 17 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 50,540
COMMITMENTS
125 470 340 50,075 49,730 50,540 50,540 0 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 560)
75 0 -75 560 635 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.7 99.1 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 13 8 15 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,702
COMMITMENTS
1,427 1,956 1,512 59,711 59,082 62,650 62,550 52 152
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 175)
-3 0 5 173 170 175 175 0 0
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,398
COMMITMENTS
2,076 1,522 5,378 56,588 57,380 64,042 64,280 356 118
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 741)
-6 25 -26 767 742 735 741 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.4 8.4 87.9 89.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 3 3 24 25 33 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,785
COMMITMENTS
990 450 80 27,563 28,199 28,633 28,729 152 56
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 360)
0 0 0 380 360 380 360 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.6 0.3 95.8 98.0 99.5 99.8 0.5 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,460
COMMITMENTS
875 0 0 27,379 28,348 28,254 28,348 206 112
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 225 235 225 0 10
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,568
COMMITMENTS
389 1,874 889 32,275 30,805 33,553 33,568 15 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 381)
-210 240 25 565 116 380 381 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.6 2.6 96.1 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 20 25 24 30
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,370
COMMITMENTS
325 2,822 275 21,309 19,173 21,909 22,270 461 100
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 255)
0 180 0 135 75 135 255 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 12.6 1.2 95.3 85.7 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 14 16 15 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,629
COMMITMENTS
2,176 3,312 917 55,434 54,384 58,527 58,613 102 16
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 662)
71 350 -127 687 456 631 679 31 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.6 1.6 94.6 92.8 99.8 100.0 0.2 0.0
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,975
COMMITMENTS
433 1,941 1,142 38,028 36,772 39,603 39,855 372 120
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 409)
-84 36 84 409 289 409 409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.9 2.9 95.1 92.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 24 19 28 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,527
COMMITMENTS
2,315 300 100 19,962 22,112 22,377 22,512 150 15
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,275)
650 0 0 625 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.3 0.4 88.6 98.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 1 16 14 20 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,506
COMMITMENTS
50 1,270 280 11,959 10,934 12,289 12,484 217 22
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 17)
0 0 0 0 0 0 0 17 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.2 2.2 95.6 87.4 98.3 99.8 1.7 0.2
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 11/19/19 |
--------------------------------------------------------------| 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 11/12/19 (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 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,253
COMMITMENTS
2,135 375 530 14,409 16,323 17,074 17,228 179 25
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 775)
40 0 15 720 760 775 775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.2 3.1 83.5 94.6 99.0 99.9 1.0 0.1
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,981
COMMITMENTS
2,205 375 495 13,927 16,078 16,627 16,948 354 33
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 685)
40 0 -75 720 760 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 2.2 2.9 82.0 94.7 97.9 99.8 2.1 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,483
COMMITMENTS
405 1,060 3,235 38,778 38,128 42,418 42,423 65 60
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 205)
-280 135 280 205 -250 205 165 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.5 7.6 91.3 89.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 3 23 15 29 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,296
COMMITMENTS
815 925 3,100 38,313 38,271 42,228 42,296 68 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 315)
-465 0 465 315 -150 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.2 7.3 90.6 90.5 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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,139
COMMITMENTS
1,970 10,837 1,424 107,685 98,838 111,079 111,099 60 40
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 490)
-165 -395 45 570 840 450 490 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.8 1.3 96.9 88.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 8 6 38 33 48 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,421
COMMITMENTS
1,900 9,716 1,917 120,589 112,788 124,406 124,421 15 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 962)
-75 -370 40 997 1,292 962 962 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.8 1.5 96.9 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 12 7 39 36 52 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 513,054
COMMITMENTS
23,870 28,778 60,375 428,244 422,863 512,489 512,016 565 1,038
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,427)
3,124 -569 -643 100 3,016 2,580 1,804 -153 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.6 11.8 83.5 82.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 20 19 41 41 70 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,426
COMMITMENTS
3,915 0 0 12,497 16,426 16,412 16,426 14 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.0 0.0 76.1 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 0 19 12 24 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,053
COMMITMENTS
3,575 210 60 12,204 15,783 15,839 16,053 214 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.3 0.4 76.0 98.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 19 11 23 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 3,390
COMMITMENTS
800 200 0 2,583 3,190 3,383 3,390 7 0
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 283)
0 0 0 283 283 283 283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.9 0.0 76.2 94.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 12 14 15 15
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,285
COMMITMENTS
337 0 255 1,380 1,640 1,972 1,895 313 390
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 85)
1 0 -2 66 55 65 53 20 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 11.2 60.4 71.8 86.3 82.9 13.7 17.1
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,142
COMMITMENTS
576 566 187 3,680 3,478 4,443 4,231 699 911
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 208)
56 93 4 151 127 211 224 -3 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 11.0 3.6 71.6 67.6 86.4 82.3 13.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 6 6 20 22 27 30
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,442
COMMITMENTS
5,247 35 35 30,000 35,221 35,282 35,291 160 151
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 496)
0 35 0 561 491 561 526 -65 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.1 0.1 84.6 99.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 1 39 40 42 42
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,269
COMMITMENTS
93 0 137 14,911 14,317 15,141 14,454 128 815
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 432)
20 0 -20 437 224 437 204 -5 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.9 97.7 93.8 99.2 94.7 0.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 22 24 24 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,995
COMMITMENTS
521 382 666 10,004 10,623 11,191 11,671 804 324
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 471)
-22 268 -72 575 265 481 461 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.2 5.6 83.4 88.6 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 3 31 32 37 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,754
COMMITMENTS
3,649 942 498 34,687 38,274 38,834 39,714 920 40
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,146)
312 -245 31 803 1,360 1,146 1,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.4 1.3 87.3 96.3 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 3 28 39 35 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,557
COMMITMENTS
3,421 1,530 3,267 53,371 55,143 60,059 59,940 498 617
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 456)
-574 37 286 618 -3 330 320 126 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.5 5.4 88.1 91.1 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
12 9 14 64 64 81 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,730
COMMITMENTS
244 0 112 795 1,305 1,151 1,417 579 313
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 6.5 46.0 75.4 66.5 81.9 33.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 2 12 14 16 16
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 264,435
COMMITMENTS
2,295 205,887 991 254,087 19,864 257,373 226,742 7,062 37,693
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,888)
300 5,263 -300 4,648 0 4,648 4,963 240 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 77.9 0.4 96.1 7.5 97.3 85.7 2.7 14.3
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 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 23,306
COMMITMENTS
0 0 0 23,261 23,261 23,261 23,261 45 45
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -5,038)
0 0 0 -5,033 -5,053 -5,033 -5,053 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 25 22 25 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,795
COMMITMENTS
90 735 55 11,455 10,865 11,600 11,655 195 140
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.2 0.5 97.1 92.1 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 10 13 13 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 224,670
COMMITMENTS
0 0 0 215,660 212,406 215,660 212,406 9,010 12,264
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,820)
0 0 0 1,755 1,629 1,755 1,629 65 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 94.5 96.0 94.5 4.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 19 13 19
Updated November 22, 2019